A Settlement Squeeze in the Credit Default Swap Market Is

A settlement squeeze in the credit default swap market is least likely to occur when the CDS contracts are

A) Settled by delivery of the defaulted reference security in exchange for par value in cash.
B) Settled by delivery of the defaulted reference security in exchange for the initial value of the security (at swap inception) in cash.
C) Settled by delivery of the defaulted reference security in exchange for a fixed sum of money.
D) Cash settled.

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