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(Registration Number 1929/001225/06) (Incorporated with limited liability in the Republic of South Africa)Issue of ZAR150,000,000 Market track Europe Crossover Index Credit Linked Notes with Scheduled
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Markit iTraxx Crossover ICE is an index that tracks the credit default swap (CDS) spreads of 50 high-yield European companies.
Financial institutions, hedge funds, and other market participants who trade credit default swaps may be required to file Markit iTraxx Crossover ICE.
To fill out Markit iTraxx Crossover ICE, you need to provide information on the credit default swaps of the specific companies included in the index.
The purpose of Markit iTraxx Crossover ICE is to provide market participants with a benchmark for tracking the credit risk of high-yield European companies.
Information such as the CDS spreads, credit ratings, and other relevant credit risk metrics of the included companies must be reported on Markit iTraxx Crossover ICE.
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