Lehman CDS Balloon, Then Tighten On Suitors Rumors

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Lehman CDS Balloon, Then Tighten On Suitors Rumors

Premiums for five-year credit default swaps on Lehman Brothers took a rollercoaster ride today—hitting as wide as 800 basis points earlier today, according to Courtney McAllister, a CDS trader at BNP Paribas in New York, before settling at 500 bps.

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