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IG 13 Constituent Spread Update - December 9
IG 13 closed at the same level as yesterday, 97.75, even with the average and intrinsic spreads both tightening marginally. The widest and the tightest names are the same: ILFC, AIG and Valero on the wide side, while HP, BDK and IBM round out the "best" credits.
IG 13 intrinsics alpha sort here .
IG 13 intrinsics spread sort here.
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Thx for the update, TD.