iTraxx Europe S4 5-Yr Fixed At 37.29 BPs Midmarket Spread
Reuters - November 4, 2005
The iTraxx Series 4 of credit default swaps has been fixed at a bid/offer spread of 37.06/37.52 basis points for five-year
protection, with a 37.29 basis point midmarket spread, in the weekly fixings held by Creditex and Markit. Thirteen dealer
participated in the the fixings.