9.22.2008

CDX Morning Levels

IG5 tightening further, quoted 141.50x142.50 -8.69bps tighter
IG HV 5 - 365.17x367.17 -11.02 bps tighter this morning

European ITRAXX quoted tighter this am as well, 101.35x102.35 -10.98bps tighter
EUR ITRAXX HV - 196.50x198.50 -8.83bps tighter.

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