iTraxx Europe S4 5-Yr Fixed at 35.63BPs Midmarket Spread
Dow Jones - December 9, 2005
The iTraxx Europe Series 4 Index of credit default swaps has been fixed at a bid/offer spread of 35.5/35.76 basis points
for five year protection, with a 35.63 basis point midmarket spread, according to the weekly fixing held by Creditex and
Market. Eleven dealers took part in the fixing.