Credit Event Advisory - CME Clearing Credit Event Processing for RadioShack Corporation - March 5, 2015

The ISDA Determinations Committee has announced that an auction will be held in respect to RadioShack Corporation on Thursday, March 5, 2015.

The Credit Event Final Processing Date for this credit event will be held on the next valid business day following the Auction Final Price Determination Date (“Auction Date”).  This means, if the auction is successful on Thursday, March 5, 2015, the Credit Event Final Processing Day will be held on Friday, March 6, 2015.

Credit Event Final Processing Date – the date, on or shortly after the Auction Final Price Determination Date, on which the final cash compensation and coupon amounts are calculated and the open interest is moved to the new version of the affected indices.

The last day of trading for the current version of the affected indices will be on the Auction Final Price Determination Date, Thursday, March 5, 2015.  The first day of trading for the new version of the affected indices will be on the Credit Event Final Processing Date, Friday, March 6, 2015.

The new versions of the affected indices are listed below:

CDXHY14V8.SR.XR.USD

CDXHY15V8.SR.XR.USD

CDXHY16V8.SR.XR.USD

CDXHY17V8.SR.XR.USD

CDXHY18V5.SR.XR.USD

CDXHY19V4.SR.XR.USD

CDXHY20V4.SR.XR.USD

CDXHY21V4.SR.XR.USD

CDXHY22V4.SR.XR.USD

CDXHY23V3.SR.XR.USD

The Auction Settlement Date will be held on Monday, March 9, 2015.

Auction Settlement Date – the date on which the final cash compensation is settled.  CME Clearing settles the final cash compensation amount two business days after the Auction Final Price Determination Date.

Additional advisory notices will be published detailing the Credit Event Final Processing in New Release and Auction results.

If you have questions, please contact the CME Client Services Team at onboarding@cmegroup.com.

Regards,

CME Clearing

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