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(Click for frequent words.) 74 Libor 72 London Interbank Offered 72 interbank offered 65 indexed swap 64 LIBOR 62 midswaps 60 Euribor 59 maturity Treasuries 59 Interbank Offer 57 TED spread 57 Emirates Interbank Offered 57 month sterling Libor 57 EURIBOR 57 Shibor 57 London InterBank Offered 57 BBSW 57 Rate LIBOR 56 Rate Libor 56 Libor OIS spread 56 Hibor 55 EIBOR 55 interbank lending rates 55 Libor OIS 55 Interbank Offered Rate 55 LIBOR plus 54 Mibor 54 Euro Interbank Offered 54 Sibor 54 libor 54 interbank 54 dollar Libor OIS 53 euroyen 53 Interbank lending 52 Euribor futures contract 52 euroyen futures 52 USD3MFSR = 52 CDOR 52 indexed swaps 52 Euroyen futures 52 HIBOR 52 bonds UST#Y 52 Treasuries widened 52 NYFR 51 Eurodollars futures 51 eurodollar 51 euribor 51 gilt yield 51 Euribor decreased 51 bund yield 51 NIBOR 51 German bund 51 interbank borrowing 51 #.#bp [002] 51 dollar denominated Libor 51 #.#bp [003] 51 UST2YR 51 #.#bp [001] 51 JP#YTN = JBTC 50 Index Plus #EMJ 50 yield JP#YTN = JBTC 50 Bund yield EU#YT 50 EURIBOR plus 50 LIBOR OIS spread 50 = TWEB 50 #year/# 50 Markit Intraday 50 sterling Libor 50 German Bund 50 default swaps 50 Overnight Indexed Swap OIS 50 interbank lending 50 Bund yields 49 LIBOR OIS 49 German bund yields 49 LIBOR +# 49 UST#Y 49 Default swaps 49 LIBOR LIBOR 49 MONEY MARKETS Euro 49 maturity German bunds 49 Interbank 49 US#YT = RR 49 MosPrime 49 Interbank Offering 49 Treasury yields 49 curve steepened 49 swap OIS 49 index #EMJ 49 swap spreads 49 SHIBOR 49 interpolated swaps 49 JP5YTN = JBTC 48 bps 48 yields UST#Y 48 #bp #bp [001] 48 rate EURIBOR3MD = 48 Libor OIS spreads 48 Eurodollar futures settle 48 = RR 48 Bank Offered Rate 48 bond maturing 48 bonds maturing 48 JGB yield dipped 48 Rates Libor #.# 48 TIBOR 48 Jibar 48 eurodollar futures 48 German bunds narrowed 48 Bund yield 48 TED Spread 48 Bund EU#YT = RR 48 8bp 48 German bunds widened 48 EMBI + index 48 spread = TWEB 48 Yield spreads 48 notes UST#Y 48 bund yields 48 bond ZAR# = 48 non deliverable forwards 48 Eonia 47 Swap spreads 47 Spreads widened 47 Euribor futures 47 note US5YT = RR 47 Eurodollar futures contracts 47 move inversely 47 JPMorgan EMBI + 47 annualized premia 47 notes UST2YR 47 indexed ARM 47 note US2YT RR 47 benchmark German bunds 47 Eibor 47 EONIA 47 peso denominated bond 47 bunds widened 47 TIIE 47 German Bunds widened 47 JP Morgan EMBI + 47 benchmark peso denominated 47 note yields UST#Y 47 Rates Euribor 47 EU2YT = RR 47 note US2YT = RR 47 JGB yield edged 47 #.#bp [004] 47 s EMBI + 47 Rate LIBOR plus 47 Cetes 46 bunds narrowed 46 maturity YTM 46 Bunds widened 46 US2YT = RR 46 notes UST3YR 46 Rate PLR 46 5s #.#bps #s 46 five-year/#-year yield spread 46 TIPS breakevens 46 Schatz yield 46 CMA DataVision 46 = JBTC 46 EONIA = 46 note yields UST2YR 46 Euribor fixings 46 curve flattened 46 LTNs 46 plus #.#bp 46 default swap 46 NDFs 46 Schatz yield EU2YT 46 EMBI Global 46 5bp 46 notes US#YT = RR 45 TAF auction 45 Libor fixings 45 Treasuries maturing 45 safer German Bunds 45 US5YT = RR 45 NA Footnotes Fannie Mae 45 Floating Reference 45 Bankers Acceptance 45 yields US2YT = RR 45 UST3YR 45 OIS spreads 45 banker acceptances 45 Forward premia 45 Index Swap OIS 45 indexed adjustable 45 #bp [003] 45 Credit default swaps 45 LIBOR + 45 German Bunds 45 collateralised lending 45 JGB repo 45 7bp 45 Eurodollar synthetic 45 Implied yields 45 Eurodollar 45 #-#/# yielding #.# [004] 45 Ltd. Eurodollars 45 OFZ bonds 45 Chinabond 45 US#YT RR 45 month Klibor 45 6bp 45 DE#YT = TWEB 45 Bankers acceptances settle 45 rates EONIA = 45 Markit iTraxx 45 JP Morgan Emerging Markets 45 1bp 45 Eurodollar futures 45 yield curve flattened 44 Libors 44 EU#YT = RR 44 EUR3MFSR = 44 Treasury notes US2YT 44 INSWAP# 44 OFZ curve 44 MONEY MARKETS Interbank 44 yield curve steepened 44 Suvrat Prakash 44 German bunds 44 Overnight Indexed Swap 44 Libor interbank lending 44 Eurodollars 44 MIFOR 44 midswaps plus 44 MONEY MARKETS Libor 44 GoDaddy.com SSL Certificates 44 Freddie Mac FRE.P FRE.N 44 JGB yield 44 Crossover Index 44 Bankers acceptances futures 44 interest semiannually 44 Treasury bond US#YT 44 shorter maturities 44 index swaps OIS 44 Frozen pastas sauces 44 #-#/# yielding #.# [002] 44 peso bond MX#YT 44 ZAR# = 44 Nakheel sukuk 44 yield JP5YTN = JBTC 44 dollar denominated 44 US#.# ¢ [002] 44 JGB futures #JGBv# 44 note US5YT RR 44 varying maturities 44 JGB yields 44 NTN Fs 44 maturities 44 Dohke 44 Bunds yielded 44 #Y yields 44 KIBOR 44 CreditCards.com Weekly Credit Card 44 adjustables 44 bond US#YT = RR 44 CMA Datavision 44 UST5YR 44 LIBOR indexed 44 JPMEMBIPLUS 44 Kuala Lumpur Interbank Offered 44 Euribor interbank 44 Overnight Libor 44 OFZs 44 benchmark German Bunds 43 Eonia overnight 43 iTRAXX 43 0 # YIB 43 BBA LIBOR 43 Treasury notes US#YT 43 credit default swaps 43 tranches 43 V1XI 43 Kazakhstani interbank deposit 43 Index Swaps OIS 43 Poor LSTA 43 Index Plus EMBI 43 dollar yuan NDFs 43 Treasury notes UST#Y 43 bankers acceptances futures 43 rates EUR3MFSR = 43 Swiss franc LIBOR 43 Lead Bookrunning Manager 43 non deliverable 43 bond yields UST#Y 43 #yr treasury yields 43 #yr yield 43 collateralised borrowing 43 denominated bonds 43 swaps 2s #.#bps 43 TAF auctions 43 CGBs 43 Reference Yield 43 Markit iTraxx Financial 43 Irelandâ 43 Moodyâ 43 #.# pesos 43 Fannie Mae FNM.N FNM.P 43 Swiss franc Libor 43 Trepp LLC 43 future FGBLc1 43 ABX indexes 43 TOPIX shed 43 TOPIX gained 43 xii fluctuating currency 43 Banker Acceptance 43 #-year/#-year yield spread 43 #.# centavo 43 #EMJ 43 multifamily delinquency 43 4bp 43 Bond yields 43 FRMs 43 Term Auction 43 Non deliverable forwards 43 Plus EMBI + 43 #-#/# yielding #.# [001] 43 xiii fluctuating currency 43 peso denominated bonds 43 gilt yields 43 Akira Takei fund 43 MSCIEF 42 yields US5YT = RR 42 iTraxx Crossover Index 42 2bp 42 mortgages ARMs averaged 42 month Euroyen futures 42 ARMs averaged 42 Peter Chatwell 42 Trading System CFETS 42 jumbo adjustable IO 42 financial publisher HSH 42 iTraxx Crossover index 42 dollar denominated Boden 42 1bps wider 42 senior unsecured 42 euro denominated 42 Kexim 42 #-#/# yielding #.# [003] 42 NTN Bs 42 benchmark bunds 42 #-#/tonne CIF NWE 42 Fixed Spread 42 #-#/#-year low 42 bookrunning manager 42 = RR Quote Profile 42 JIBAR 42 bond US#YT RR 42 Wider spreads 42 bund futures 42 bond yields 42 murabaha 42 Year Fixed Rate 42 EDSF benchmark 42 Eurodollar contracts 42 two-year/#-year yield spread 42 #bp [001] 42 adjustable jumbo 42 typing MIFOR = 42 Treasury note US2YT 42 MIWD#PUS rose 42 SWOT Analyses 42 indexed swaps OIS 42 junior bourse KOSDAQ 42 9bp 42 notes UST2YR declined 42 yield curve flattens 42 two-year/#-year spread 42 gilts maturing 42 futures #JGBv# 42 -#.#/-#.# 42 benchmark refi refinancing 42 Bankers Acceptances 42 #.# manat 42 noncallable 42 notes US5YT RR 42 benchmark Bunds 42 MONEY MARKETS US 42 sol denominated bond 42 ruble denominated 42 #.#bp [005] 42 Bund futures 42 yield curve 42 6bps 42 Euro LIBOR OIS 42 IFR Thomson Reuters 42 rate mortgages ARMs 42 CDR Counterparty Risk 42 Intermediate maturities 42 TES maturing 42 Implied vols 42 CNY2 #/ton 42 iTraxx index 42 Federal Reserveā 42 Reference Rates 42 CIT.N Quote Profile Research 42 EMBI + 42 jumbo adjustable loan 41 Tatsuo Ichikawa 41 euroâ 41 sukuk 41 Indonesia rupiah 41 ARS#.# [001] 41 midrate 41 Rate EIBOR 41 dollar denominated bonds 41 NA SEPTEMBER 41 Treasurys 41 notes US2YT RR 41 euribor futures 41 hybrid ARMs 41 treasurys 41 benchmark IPCA inflation 41 sterling denominated 41 DIJF1 41 rate mortgages FRMs 41 OIS curve 41 Shorter dated 41 0 # JPTSY 41 Treasuries 41 notes US5YT = RR 41 Euribor futures contracts 41 ARS# yielding 41 #.# Estonian kroons 41 Euro denominated 41 Credit Facility PDCF 41 CFETS 41 note yields US2YT 41 note yields US5YT 41 note US#YT RR 41 yields DE#YT = TWEB 41 US5YT RR 41 EM ASIA DEBT 41 bank Offered Rate 41 xi fluctuating currency 41 3bp 41 rated Baa3 41 Live horseracing services 41 PIK toggle notes 41 MAJOR CENTRAL BANKS 41 2bps 41 2bps wider 41 Interbank Funding 41 1 = Ps.#.# 41 EMBI + Index 41 #Y yield 41 IN#G = CC 41 Leveraged Loan 41 Markit iTraxx Europe 41 #.# #JGBv# 41 payable semiannually 41 bond futures #JGBv# 41 Vix index 41 Interest.com Inc. 41 Mimshal Shiklit 41 #-#/# [014] 41 Concessionaire Allan Weiss 41 Moodyā 41 MEX# 41 #.# centavos 41 benchmark Mimshal Shiklit 41 rupiah denominated 41 month KLIBOR 41 benchmark 41 indexed hybrid 41 FIMMDA REUTERS Mumbai 41 note UST#Y 41 jumbo adjustable mortgage 41 Risk premia 41 broker Cantor Fitzgerald 41 bond IFR 41 IKB GY 41 Golden Gun Moonraker 41 Nasdaq Composite NASDAQ COMP 41 Treasury indexed ARMs 41 callable 41 RPLR 41 PIK toggle 41 yearlong breather 41 MONEY MARKETS Dollar 41 Indonesia c.bank 41 unsecured unsubordinated 41 EURO GOVT 41 Argentinaâ 41 JPMorgan EMBI Plus 41 BestInfo 41 #.# centavos per 41 HBOS Plc Britain 41 gross AER 40 #,#.# FBM# 40 Summary Box Fixed 40 yielding TNX #.# 40 +# ½ -#/-# 40 Recovery Ratings 40 RATES HIGHER 40 JGB futures 40 UAH USD 40 PDCF 40 sukuk arranger 40 NTIA administers 40 adjustable mortgages 40 Al Wadiah tenders 40 benchmark Selic interest 40 Akitsugu Bando 40 c defeasance 40 Accelerated Return 40 #.#pc [005] 40 SELIC rate 40 bonds US#YT = 40 MBIA insures 40 Kenro Kawano 40 Eonia swap 40 Gilt yields 40 2bps tighter 40 jumbo adjustable 40 SLC Student Loan 40 Topix Banks 40 iBoxx 40 resetted every 40 gilt maturing 40 Estonian Kroon 40 LCDX 40 spreads widened 40 Thomson Reuters LPC 40 Tranche B 40 repo reverse repo 40 Base Offer Consideration 40 Markit CDX IG 40 Eurodollar futures yielded 40 DXY 40 + #EMJ 40 notes US2YT = RR 40 technology heavy Kosdaq 40 FCNR B deposits 40 #bp tighter 40 PIBs 40 MEX# gained 40 Currently CitySide Tickets 40 NA NOVEMBER Fannie Mae 40 moves inversely 40 lenders SVRs 40 safe haven German Bunds 40 sovereign spreads #EMJ 40 Bear Stearns BSC.N 40 Manat exchange 40 Nova Scotia BNS.TO 40 3mth Libor 40 obligations CBLO 40 repos 40 locum workforce 40 month NYFR 40 #.#-#.# pct [003] 40 KRW1 #.# [001] 40 = D4 40 Group VA.UL 40 mortgage FRM averaged 40 safest investments 40 hybrid adjustables 40 insuring Greek 40 BMRI.JK 40 JGB repo rates 40 STILL LOW 40 IXIC climbed 40 pared bets 40 RUR USD 40 Swiss franc depreciated 40 Credit Derivatives 40 CDX IG 40 Ashley Awkward chipped 40 Zillow Mortgage Marketplace 40 sol denominated bonds 40 #yr treasuries 40 8bps 40 AXFJ 40 gross pa AER 40 Christoph Rieger 40 CRR repo 40 consent solicitations 40 Sep '# Eurodollars 40 #.#bps [004] 40 repo auctions 40 zero coupon 40 VStoxx 40 HSBC HSBA.L #.HK 40 Subordinated Debt Securities 40 calculated base actual/# 40 monitor CMA DataVision 40 Reverse repo 40 Summary Box Mortgage 40 BGCantor Market Data 40 4bps 40 yield TNX 40 NA Fannie Mae 40 curve inverted 40 note US#YT = RR 40 yield TYX 40 Swaps EFS 40 Markit iTraxx Crossover 40 #bp [002] 40 collaterised debt obligations 40 nonexclusive license covers 40 nonconvertible 40 Brazil benchmark Selic 40 Philippine Dealing 40 Conference Call Abstracts 40 borrowing costs 40 resetted annually 40 BBA Libor 40 curve steepens 40 notes US#YT = 40 statewide unadjusted jobless 40 mezzanine tranche 40 #.#-#.# usd [003] 40 Rate BPLR 40 Rs#.# [013] 40 Norway c.bank 40 A#/P# 40 Galil CPI 40 LCDX index 40 CNY1 #/ton 40 Treasurys waned 40 ECB refi 40 MYR2 #/ton 40 Ambac insures 40 LIBOR OIS spreads 40 s EMBI 40 Amitabh Arora 40 Europeâ 39 floorplan lenders 39 3bps 39 Facility TAF 39 MCU3 39 Balanced Interbank Interest Rate 39 Bund futures FGBLc1 39 TSLF 39 Coventree sponsored 39 #-#/# [025] 39 India FIMMDA REUTERS 39 bln twd via 39 Currency Indexes 39 extendable revolving 39 FRM averaged #.# 39 Katsutoshi Inadome strategist 39 OATei 39 conforming mortgages 39 copper CMCU3 39 JPMorgan EMBI 39 #.#/# [015] 39 creditworthy counterparties 39 rupiah IDR = 39 Carl Lantz 39 ARS#.# [003] 39 Deposit Rate AWDR 39 crimp dealmaking 39 rediscount rate 39 reverse repo 39 notes FRNs 39 SX7P 39 Bookrunners 39 #.#/USD 39 Banco Santander SAN.MC 39 Bloomberg Correlation Weighted 39 Freddie Mac FRE.N FRE.P 39 ICAP Plc 39 MEX# firmed #.# 39 COP2 #.# 39 iTraxx Crossover 39 Germany Xetra Dax 39 Banker Acceptances 39 BCS.N Quote Profile Research 39 LevX index 39 Lehman Brothers Aggregate Bond 39 quasi sovereigns 39 Euroyen 39 London Brent LCOc1 39 Fannie Mae FNMA.OB 39 Rate KLIBOR futures 39 multimonth lows 39 Freddie Mac FMCC.OB 39 SBPAs 39 Mediplacements pays 39 ARMs averaged #.# 39 lira denominated 39 #-#/#-month low 39 Senior Secured Revolving Credit 39 delivery MCU3 39 nonconvertible debt 39 Schatz EU2YT = RR 39 Sweden Riksbank unexpectedly 39 ARMS averaged 39 Non deliverable 39 Fannie Mae FNM.N 39 Fixed Rate Mortgage 39 bookrunners 39 Logo http:/www.newscom.com/cgi-bin/prnh/#/Lily Allen Lily Allen 39 CDS spreads 39 9bps 39 MIAS#PUS 39 Lembo Zisa 39 Lehman Aggregate 39 notes validly tendered 39 rated Baa1 39 CMBX 39 Banco Votorantim 39 Steneri 39 OIL PRICES Oil 39 IStar 39 Saudi Arabian riyal 39 Aroop Chatterjee 39 official Chinamoney website www.chinamoney.com.cn 39 sukuk maturing 39 Alerian MLP Infrastructure 39 EUA CER spread 39 JGB futures dipped 39 Colombian peso denominated 39 JPMorgan Chase EMBI + 39 MarketAxess 39 CIT debtholders 39 * Eurobob crack 39 Rp9 39 ITU G.#.# standard 39 Markit CDX 39 Landesbank Hessen Thueringen Girozentrale 39 Eu#.#bn [001] 39 Surgeon Doug Elenz 39 HDFC Bank HDBK.BO 39 KWSE 39 gilt futures 39 Constant Maturity 39 yield US#YT = 39 Rates KLIBOR futures 39 #USc 39 Moneyback Bank 39 FT# index 39 Fund HYG 39 BKLA 39 Stock Exchange index PSEi 39 #basis points 39 Charter NASDAQ CHTR 39 THB4 39 JPMorgan Emerging Markets 39 Emirates NBD PJSC 39 Credit Default Swap 39 P LSTA 39 repo counterparties 39 Fannie Mae Benchmark 39 loan origination fees 39 Quote Profile Research RTRSY.O 39 Lyondell creditors 39 Arbitrage spreads 39 #bp #bp [002] 39 noninvestment grade 39 VDAX NEW volatility 39 Rule #a [001] 39 yield curve steepen 39 bond #'# 39 Credit Suisse CS.N 39 Swiss Libor RESERVE 39 #.# kroons 39 IXIC gained 39 Lehman Brothers LEH.N 行情 39 EMBIG 39 copper MCU3 39 Poorā 39 rupee denominated 39 nonrecourse loans 39 Blue Vanilla Squishee 39 Reverse Repo 39 aggregate notional 39 CCC/RR4 39 TJLP 39 RSD #.# [002] 39 Narrower spreads 39 * HSFO crack 39 #.#/cwt lower 39 analyst Tony Crescenzi 39 Dah Sing Banking 39 Sedlabanki 39 Mar '# Eurodollars 39 LevX 39 uridashi bonds 39 include Fasson brand 39 Credit Suisse CSGN.VX 行情 39 Swap Transactions 39 Zero Coupon 39 Akant 39 yen denominated 39 Reference REMIC calendar 39 Group Holdings DBSM.SI 39 Index PCX EEM 39 Supplementary Financing Program 39 SELIC 39 Nasdaq Composite COMP #.# 39 iPath ETN 39 mispronounced McNamee name 39 Override Agreement 39 below SBAR 39 NA Oct #/NA 39 Gilt futures 39 Currency Indices 39 iTRAXX Asia ex 39 Hungary BUX Index 39 #.#/cwt [006] 39 dated maturities 39 bankers acceptances 39 Russia Micex Index 39 benchmark Selic 39 KEXIM 38 BCU bonds 38 Dr. Andrea Fagiolini 38 dollar denominated sukuk 38 perpetual subordinated 38 Fortress Investments 38 Sucden analyst Myrto Sokou 38 Tullet Prebon 38 5bps 38 GSPINSC 38 unwound risky 38 CDS indices 38 Icelandic krona ISK 38 #/#-year [002] 38 Spain Santander SAN.MC 38 MIWD#PUS 38 bechmark 38 JGB yield curve steepened 38 small worms Montagna 38 yielding TYX #.# 38 Exacta £ 38 subordinated unsecured 38 ¥ #,# [001] 38 FTATBNK 38 financier Freddie Mac 38 Online Discount Broker 38 HSBC HSBA.L Standard Chartered 38 gainers outpacing decliners 38 Treasury note US#YT 38 TradeSignals Hewlett Packard 38 PLC NRK.LN 38 zinc MZN3 38 TRS counterparty 38 Laurence Mutkin 38 Indonesiaâ 38 Global Inflation Linked 38 CNY6 38 NetBank Saver 38 Emerging Markets Bond 38 guaranteeing interbank lending 38 CBLO 38 Medium Term Note 38 #-#/# yielding [001] 38 DRDGold Ltd. DROOY 38 Overnight Repurchase 38 GSPF 38 www.transgenomic.com 38 NA OCTOBER 38 LIBOR +#.# [002] 38 Interbank Lending 38 riskier assets 38 BANK OF AUSTRALIA 38 Vietnamese dong 38 d defeasance 38 breakevens 38 CX.N Quote Profile Research 38 intermeeting 38 Citigroup CN 行情 38 futures #JGBv# rose 38 PHP1 38 China OOTC IDCBF 38 Duration Gap 38 repo rate 38 janetvoiles@hotmail.com 38 repurchase agreements 38 #.#pc [003] 38 staggered maturities 38 eurodollar futures contracts 38 Ptax 38 amiably goofy voice 38 Barclays BARC.L HSBC HSBA.L 38 jumbo refinance 38 SPI# 38 marketâ 38 dollar peso NDFs 38 BANK OF MEXICO 38 demanded viciously extortionate 38 FORWARDS AND INTERBANK 38 extendible convertible unsecured subordinated 38 Group Inc ABK.N 38 prices CLc1 38 notes ETNs 38 issuers defaulted 38 Swap Spreads 38 Freddie Mac OTCBB FMCC 38 existing indebtedness Sensient 38 BANK OF ISRAEL 38 lending obligation CBLO 38 settled CNY# 38 Silver XAG = 38 February delivery GCG0 38 #,#,#,# aggregate 38 Treasury notes US5YT 38 ICAP Plc GFI 38 JPY#.# [004] 38 Brent LCOc1 38 MEX# strengthened 38 FFELP Student Loan 38 PNC Capital Markets 38 ID nEAP# 38 CDS spreads widened 38 Makoto Yamashita chief 38 USdollar 38 Fixed Rate Savings 38 Million Unsecured 38 gilts 38 Sergey Bondarchuk 38 bond yield IN#G 38 SOUTH AFRICAN RESERVE BANK 38 Standard Chartered #.HK 38 reversal 3m #delta 38 ZEW Indicator 38 MYR2 38 Charles Gradante managing 38 gospel tinged touch 38 administrators Creditex 38 Al Ijara 38 GSO Special Situations 38 TSE# closed 38 Libor +# bp 38 JP Morgan EMBI 38 Loan Pricing 38 online retailer Alibris.com 38 bond yields DE2YT 38 rated BBB 38 bank SEB SEBa.ST 38 extendible revolving 38 Select Divid Index 38 interestrate 38 Korea BoK 38 creditworthy borrower 38 ASX# index 38 IBNKS.T 38 Tender Option 38 raising turnpike tolls 38 Xover 38 Nakheel Sukuk 38 leveraged buyouts LBOs 38 interest margin NIM 38 iTraxx Europe 38 = RRPS 38 America BAC.N 行情 38 CNY = SAEC 38 Irelandā 38 SBIs 38 Malaysiaâ 38 BNPP.PA Societe Generale SOGN.PA 38 +# bps vs 38 repay borrowings 38 Korea KEXIM 38 Annualized PCL 38 TREASURY TRADING 38 Chile Ipsa 38 #s/#s curve 38 #bps HiVol 38 CBOE volatility 38 Credit Default Swaps CDS 38 STOXX#E 38 BPS MATURITY #/#/# 38 YEARS #.#/#.# 38 di Galoma 38 original Mindstorms 38 CREL DI 38 benchmarket 38 CNY = CFXS 38 swaps 38 Adjustable Rate Mortgages ARMs 38 unsecured unsubordinated debt 38 riskiest borrowers 38 Yields 38 Contingent Convertible Senior 38 US#/# 38 Financial spreadbetters expected 38 Group OOTC ANZBY 38 Bank Banxico 38 Aggregate Bond Index 38 BOARD DXY 38 Nationalbank 38 OAO Sberbank 38 NA Sept #/NA 38 Covered bonds 38 low introductory teaser 38 plain vanilla mortgages 38 repo 38 curve flattening 38 ruble depreciated 38 refunding auctions 38 NA Aug #/NA