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The ‘Race to Zero’ on the ABX Continues … 

Oct 29, 2007By

There is no other way to say it – things are getting ugly over on the ABX indices. Of the 20 issues traded, 17 settled at new all-time lows today. SEVENTEEN! I had to screencap the settlement chart for posterity’s sake: If you’re curious to see what’s taking place in CDS prices in even the most senior tranches, here you go — from ABX-HE-AAA 07-2:

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