#bp [001]

Related by string. -# bps . #bps [001] . #bp [002] . #bp [003] . #bps [002] * * ~ #bps . #bp qoq [002] . #bp qoq [001] . #bps QoQ [001] . #bps QoQ [002] . #bp QoQ . #bps qoq [001] . #bps qoq [002] . #bp yoy [002] . #bp hike . #bp yoy [001] . #bps yoy [001] . #bps YoY [001] . #bps yoy [002] . #bps YoY [002] . #bps hike . #bp YoY . #bps HiVol . #bp #bp [001] . #bp #bp [002] . #bp #bp [003] . #bp tighter *

Related by context. All words. (Click for frequent words.) 71 5bp 71 9bp 70 8bp 68 3bp 68 1bp 67 #.#bp [003] 67 3bps 67 7bp 67 6bp 66 #Y yield 66 #.#bp [002] 66 2bps 66 sterling Libor 66 4bp 65 #bp #bp [001] 65 #yr treasury yields 65 2bp 65 #.#bp [004] 65 6bps 65 #Y yields 64 #.#bp [001] 64 4bps 64 #bp [003] 63 LIBOR OIS 63 #.#bps [004] 63 #year/# 63 9bps 63 7bps 63 curve flattened 63 8bps 63 +# bp [002] 62 #.#bps [001] 62 Swap spreads 62 #bp/#bp 62 OFZ curve 62 5bps 62 +4 bps 62 yield curve flattened 62 midswaps 61 curve steepened 61 Libor OIS 61 HiVol 61 CDX IG 61 #bp #bp [002] 61 #.#bps [002] 61 MONEY MARKETS Euro 61 1bps 60 Markit CDX IG 60 CMBX 60 5s #.#bps #s 60 EURIBOR plus 60 iTraxx index 60 #s/#s curve 60 +3 bps 60 #bp tighter 60 plus #.#bp 59 Itraxx 59 LIBOR + 59 LIBOR LIBOR 59 2Y 59 #yr yield 59 1bps tighter 59 iTRAXX 59 2bps wider 59 A#/P# 59 TIPS breakevens 59 3mth Libor 59 MosPrime 59 +5 bps 58 EONIA 58 CLO tranches 58 bps 58 #bp #bp [003] 58 +5 bp 58 B/RR3 58 LevX index 58 #yr treasuries 58 German Bund 58 Crossover Index 58 B + RR3 58 #EMJ 57 midswaps plus 57 #bps [003] 57 LIBOR OIS spread 57 OIS curve 57 yield curve steepened 57 NTN Bs 57 +2 bps 57 B-/RR5 57 HIBOR 57 mezzanine tranches 57 #bp [002] 57 UST3YR 57 1bps wider 57 Kleros RE IV 57 NIBOR 57 EURO GOVT 57 US#YT RR 57 Bunds widened 57 UST2YR 57 subordinate tranches 57 LevX 57 = TWEB 57 + RR2 57 2bps tighter 57 +3 bp 57 iTraxx indices 57 eurodollar futures 57 Spreads widened 57 iTraxx Crossover 57 +2 bp 56 yielding TYX #.# 56 Libor +# bp 56 Yield spreads 56 #.#bp [005] 56 EMEA CMBS 56 LTNs 56 #bps [002] 56 #/#-year [002] 56 CCC/RR4 56 #.#bps [003] 56 Markit CDX IG# 56 CDX indices 56 GDAXI indexes 56 #.#pc [005] 56 +# bps [002] 56 +#.# bps [001] 56 yields UST#Y 56 TIBOR 56 safer German Bunds 56 #.#bps [006] 56 iTraxx indexes 55 CDS spreads widened 55 #-#/# yielding #.# [001] 55 #.#bps [005] 55 ratio LVR 55 spread = TWEB 55 EM ASIA DEBT 55 iTraxx Europe 55 euribor futures 55 2Y yields 55 rated tranches 55 EMBIG 55 JPMEMBIPLUS 55 +1 bp 55 interpolated swaps 55 iTraxx Crossover index 55 dollar Libor OIS 55 Markit CDX 55 Forward premia 55 C/DR4 55 Euro LIBOR OIS 55 CDS indices 55 Leverage ratios 55 LIBOR +# 55 Implied vols 55 notes UST#Y 55 Loss Severity 55 #-#/# yielding #.# [004] 55 Affirms IDR 55 Buy Speculative 55 Rate LIBOR plus 55 Libor interbank lending 55 Year Treas Bond 55 Libor OIS spreads 55 Stable Outlooks 55 +# bps vs 55 AAA Aaa AAA 55 Eurodollar futures contracts 55 +# bp [001] 54 = RRPS 54 euribor 54 +#.# bps [002] 54 HY# 54 OFZ # 54 swap OIS 54 implied vol 54 #-#/# yielding #.# [002] 54 month sterling Libor 54 BB + RR1 54 obligor concentration 54 Synthetic CDO 54 US#YT = RR 54 EMBI + 54 sovereign CDS spreads 54 #-#/# yielding #.# [003] 54 swaps 2s #.#bps 54 Baa rated 54 spreads widened 54 putable 54 EURIBOR 54 LIBOR +#.# [002] 54 CRE mezzanine 54 C/RR6 54 eurodollar 54 MONEY MARKETS Libor 54 Baa2/BBB 54 US#Y 54 rated Ba3 54 #yr yields 54 libor 54 IG# 54 #-#/# yielding [001] 54 bond ZAR# = 54 UST5YR 54 weighted avg 54 SovX 54 NTN Fs 54 Assigns LS 54 #basis points 54 Small Cap Large Cap 54 index #EMJ 54 FSK UES 54 EMBI Global 53 Duration Gap 53 CC/RR6 53 Euribor futures contracts 53 MIWD#PUS rose 53 Moodyā 53 C/DR5 53 TIIE 53 #bps qoq [001] 53 curve flattens 53 bunds widened 53 lenders SVRs 53 muni yields 53 Index PCX EEM 53 BGTR# 53 bunds narrowed 53 Keeps outperform 53 Teck Resources TCK 53 Tranches 53 notes UST2YR 53 midrate 53 TRR CLOs 53 LTV ratios 53 Euribor fixings 53 bln rbls via 53 Loss severities 53 BBSW 53 notes UST2YR declined 53 assigned Negative Outlook 53 resetted every 53 German Bunds widened 53 bonds UST#Y 53 German bunds narrowed 53 RMBSs 53 #bps yoy [001] 53 UST#Y 53 AAA/V1 + 53 FHLB borrowings decreased 53 bp 53 CDO tranches 53 Constant Maturity 53 FRMs 53 Euribor decreased 53 euroyen 53 B-/RR6 53 Subprime delinquencies 53 LME billet 53 Rating Floor 53 Rates Euribor 53 Aaa Moody 53 B-/RR4 53 ISIN XS# affirmed 53 JPY INR 53 German bund yields 53 #,#,# subseries [001] 53 EMBI + index 53 AAA Aaa AA 53 indexed ARM 53 rated AAA Aaa 53 AAA Watch Neg 53 Spreads Widen 53 curve steepens 53 curve inverted 53 benchmark peso denominated 53 #.#bln [004] 53 Endurance Specialty NYSE ENH 52 indexed swap 52 Euribor futures 52 mandatory redeemable preferred 52 reversal 3m #delta 52 ARS# yielding 52 Mezzanine Loans 52 ABX indexes 52 Index Plus EMBI 52 yield TNX 52 Eu#.#bn [001] 52 RPS1 52 Maintain Neutral 52 yield curve steepens 52 year/# [001] 52 FFELP Student Loan 52 * Naphtha swaps 52 FXF 52 Xover 52 B piece resecuritizations 52 yielding TNX #.# 52 Overnight Indexed Swap OIS 52 hybrid adjustables 52 BBB + BBB 52 note yields UST#Y 52 CDOR 52 JGB yield edged 52 London InterBank Offered 52 -Ecoscience Population Resources 52 Peso denominated 52 Treasury notes US#YT 52 TYv1 52 Fastenal NasdaqNM FAST 52 subseries #B 52 Trades -#.# 52 #-#/# yielding [002] 52 Aa2 Moody 52 Sr Unsecured Notes 52 Million ozs 52 two-year/#-year spread 52 CCC/RR6 52 benchmark Mimshal Shiklit 52 OATei 52 index swaps OIS 52 ARS#.# [007] 52 Libors 52 5y 52 BTPs 52 PRECIOUS Gold edges 52 maturity YTM 52 Ctfs 52 dollar denominated Libor 52 Deposit Rate AWDR 52 Overnight Indexed Swap 52 swap spreads 52 #bps HiVol 52 #.#/# [002] 52 3mth 52 rated Caa1 52 asset allocators overweight 52 JGB yield dipped 52 quasi sovereigns 52 BB-/RR2 52 Realized Volatility 52 Moodyâ 52 Treasury notes UST#Y 52 BBB + Baa1 52 LTM EBITDA ratio 52 JP5YTN = JBTC 52 EIBOR 52 rate EURIBOR3MD = 52 #.#/#.# troy ounce 52 #.#x [004] 52 notes FRNs 52 Lending Obligation CBLO 52 DXY #.# -#.# -#.# 52 + #EMJ 52 CBOE Vix 52 curve steepen 52 Aggregate Bond 52 Baa1 Moody 52 Eurodollars futures 52 CARE assigns 52 Trades +#.# % 52 #bps [001] 52 yield TYX 51 RSS3 51 tsy 51 S.Africa maize deliveries 51 Bund yield EU#YT 51 #.#MM [002] 51 #s/#s [002] 51 TSY 51 annualized premia 51 V1XI 51 LQD 51 indexed swaps 51 KIBOR 51 B + RR4 51 Overnight Libor 51 Implied yields 51 #/#nd [001] 51 B/B- 51 + Pd g t 51 assigns Rating Outlooks 51 Gilt yields 51 collateralised lending 51 ABX.HE 51 prime RMBS 51 move inversely 51 uncollateralised 51 Maintain Buy 51 F2 + ind 51 Eu#bn 51 Sfr#m 51 curve steepeners 51 bln Sfr 51 #.# +#.# +#.# [002] 51 Lehman Aggregate Bond 51 TBond futures 51 PCT VALUE DATE 51 yield curve steepen 51 TEXT Fitch affirms 51 BACM #-# 51 +6 bps 51 Pac Lf 51 ind ex 51 trended sideways 51 JPMorgan Emerging Markets 51 #.#-#.# [002] 51 STOXX#E shed 51 Fitch IDR 51 TNote 51 repricing downward 51 Sensex dips 51 gilt yield 51 Negative Outlooks 51 yields US5YT = RR 51 EUR SKK 51 WTI Brent 51 D/RR6 51 Manat exchange 51 indexed adjustable 51 Sibor 51 AAA Aaa 51 Overnight Repurchase 51 AAAsf 51 EMERGING MARKETS Stocks 51 iBoxx 51 TBill yields 51 JP Morgan EMBI + 51 CRE CDO 51 DJIA Loading 51 rated Ba1 51 yield US#YT = 51 Fixed Floating 51 Brent WTI 51 JGB futures #JGBv# 51 forint weakened 51 TREASURIES Longer dated 51 EUR#.#b 51 gainers outpacing decliners 51 Ag g tx 51 CREL DI 51 Fitch Downgrades MSCI 51 PANHANDLE Temperatures 51 Shibor 51 JGB futures edged 51 JPY1 #.# 51 TAF auction 51 jumbo adjustable IO 51 Peso weakens 51 Gilt futures 51 LSB Industries NYSE LXU 51 Primary Servicer Rating 51 SWAPS Spreads 51 German bunds widened 51 #.#/# [015] 51 CDS spreads widen 51 ARMs averaged 51 Treasury bond US#YT 51 MIASJ#PUS #.# 51 Financials firmed 51 Naphtha cracks 51 Nifty PCR 51 CGBs 51 ETF TLT 51 #-# bps 51 repo counterparties 51 unsecuritized 51 notes US#YT = RR 51 Al Ijara 51 Rate Libor 51 Subprime RMBS 51 Citibank Omni 51 BB-/RR1 51 RUB#.#bn [001] 51 marketwide rollover 51 Rating RR 51 TREASURIES US 51 0 # YIB 51 MONEY MARKETS Interbank 51 ABS RMBS 51 Westlake Chemical NYSE WLK 51 fullyear outturn represents 51 RMBS Classes 51 EU#YT = RR 51 overcollateralisation 51 #.#/share [006] 51 non conforming RMBS 51 note US5YT RR 51 Embig 50 5/tonne 50 TIMELINE Changes 50 subprime CDOs 50 Dohke 50 IN#G = CC 50 SELIC 50 cov lite 50 #-#/tonne CIF NWE 50 Summary Box Fixed 50 PSI# 50 #.#/mt [002] 50 indexed swaps OIS 50 implied vols 50 Property Casualty Index AMBUPC 50 TED Spread 50 bund yield 50 Collateralized Debt Obligation 50 issuers defaulted 50 Slaughter bulls 50 to#.# [003] 50 Institutional Liquidity 50 yr dlr 50 Copart NASDAQ CPRT 50 Aa3 Moody 50 yield curve flattens 50 CRE CDOs 50 #.#/barrel [003] 50 eurodollars 50 beta coefficient included 50 PT Ctfs Series 50 MSCIEF 50 mth lows 50 EUR JPY shedding 50 Indonesiaâ 50 iTraxx Crossover Index 50 Mibor 50 #MM Notes 50 BBB + BL 50 #.#x #.#x [002] 50 Peso closes 50 Aggregate Index 50 Illumina NasdaqNM ILMN 50 Eurodollar futures yielded 50 CMBS collateral 50 Fitch Rates CWMBS 50 EURO CORP 50 LIBOR +#.# [001] 50 OFZs 50 WBCMT 50 Affirms Outstanding 50 mezzanine tranche 50 Paris Cac 50 FTATBNK 50 obligations CBLO 50 rated Baa3 50 GO Refunding Bonds 50 CMBS delinquencies 50 multitranche 50 jumbo RMBS 50 identifying beta coefficient 50 ABS CDOs 50 Dow Jones EuroStoxx 50 FNCL 50 Maintain Equal Weight 50 CLN Portfolio 50 LIBOR 50 Eu2bn 50 0.l 50 Assigns Outlooks 50 #.# #/up lbs 50 * Eurobob crack 50 factor WARF 50 #.#/USD 50 Euroyen futures 50 futures SPc2 50 C/DR6 50 JGB futures dip 50 SERVES #-# 50 Fund HYG 50 Correction Fitch Downgrades 50 Recovery Ratings RRs 50 CMBS delinquency rate 50 1th rub 50 below Baa3 50 Million Unsecured 50 assigned Loss Severity 50 3g t 50 Rupee tumbles 50 lien RMBS 50 IndyMac MBS Inc. 50 rated Ba2 50 eurodollar futures contracts 50 mso header 50 SME CLOs 50 #.#B [002] 50 Rupee surges 50 XLV SPY Relative Strength 50 #-#/#-yr 50 Latam stocks 50 CMBS issuance 50 Fixed annuity 50 -# bp [002] 50 Bund yields 50 TSYs 50 Najarian Owns 50 #MM GOs [001] 50 #.#MM Mtge PT Ctfs 50 CPS2 50 SME CLO 50 Intuit NasdaqNM INTU 50 bpts 50 indexes fluctuated throughout 50 Clicksoftware Technologies 50 assigned Negative Outlooks 50 bps 5s 50 notionally pegged 50 ppm deg 50 Portugalā 50 intermonth spread 50 Index Plus #EMJ 50 #.#MM Bonds 50 MSCI EM 50 papers CPs 50 Implied Vol 3m 50 month Klibor 50 Majors ICF 50 tranches 50 #.#,# [005] 50 #.#:# #.#:# [001] 50 CDO #-# 50 maturity German bunds 50 TOLUENE Prices 50 Loan Delinquency 50 MIBTEL 50 Secured Term 50 Argentina MerVal 50 noninvestment grade 50 Sharemarket closes 50 #.#-# usd 50 Eonia overnight 50 yesterdayā 50 Lehman Aggregate 50 Chargeoffs 50 vintage subprime RMBS 50 6x FY#E 50 #dma [002] 50 #-#/# [014] 50 Knightsbridge Tankers NASDAQ VLCCF 50 Linear Technology NasdaqNM LLTC 50 YR BOND 50 IBNKS.T 50 SPOT GOLD 50 Intermediate maturities 50 #.#-#.# eur [003] 49 Reiterates outperform 49 Nifty PCR OI 49 #/#.# [011] 49 DBRS Limited 49 mortgage backeds 49 Rupee weakens 49 Rates Libor #.# 49 iTRAXX Asia ex 49 Forex Flows 49 USA AMEX GSS 49 ARS#.# [001] 49 Tgt 49 MYR2 #/ton 49 Spreads Narrow 49 bonos 49 ARS#.# [003] 49 #.#-#.# [012] 49 CDS spreads 49 Leveraged loans 49 GSPINSC 49 aussie greenback pair 49 KRW#.# [004] 49 DJ Eurostoxx 49 TBonds 49 Ser #B 49 ISX index 49 PIK toggle 49 yield JP#YTN = JBTC 49 Breakevens 49 AA + chl 49 #-year/#-year yield spread 49 Tullett Prebon G7 49 NYSE TBT 49 Moody's rated 49 Swiss franc depreciated 49 note UST#Y 49 EONIA = 49 Rate LIBOR 49 Surveillance Criteria 49 #.#/euro 49 overcollateralized 49 sterling denominated 49 loans CREL 49 #.#/#.# [023] 49 rated Baa2 49 US1 #/oz 49 SFE Futures 49 LCDX 49 Overnight NDFs 49 assigned Rating Outlooks 49 tonne cif NWE 49 EMTN program 49 MONEY MARKETS US 49 EUR CHF shedding 49 NZ sharemarket rises 49 SF CDOs 49 #.# centavo 49 d defeasance 49 Hibor 49 BBB BL #.# 49 LCDX index 49 multifamily delinquency 49 stressed DSCR 49 Delinquency Ratio 49 Insurance Index AMBEUR 49 SLC Student Loan 49 CREL CDO 49 BBBsf 49 EUR#.#bn [003] 49 AAAf 49 Student Loan ABS 49 -# bps 49 1pp 49 * HSFO crack 49 SXKP 49 ETF TBT 49 Credit Default Swap 49 CAM1 49 bund yields 49 RATES HIGHER 49 B/RR4 49 value ratios LTVs 49 DJI #.# 49 Utilities HOLDRS AMEX UTH 49 Markit CMBX 49 Bund yield 49 FOREX Euro slips 49 rated Aaa AAA 49 #.# #JGBv# 49 AD.L Top 49 CMBS delinquency 49 #.# Swiss francs 49 g t Aueq 49 indicies 49 Distressed Recovery DR 49 Fund NYSE CSQ 49 collaterised debt obligations 49 Futures ETN 49 perpetual subordinated 49 Rupee recovers 49 CREL CDO Delinquency 49 Summary Box Mortgage 49 Akira Takei fund 49 jumbo adjustable loan 49 Exacta £ 49 rated AAA/F1 + 49 RPLR 49 FTSE# index 49 1pct 49 Shenzhen Composite 49 yields US#YT = 49 Aaa AAA 49 #MM Revs AA 49 Kazakhstani interbank deposit 49 down#.# [002] 49 lira weakened 49 Russia Micex 49 IDR Affirmed 49 +# bps [001] 49 + chl 49 TREASURIES Bonds rise 49 Rupee depreciates 49 JP#YTN = JBTC 49 LS5 49 TRUPs 49 TES maturing 49 Resecuritization Trust 49 CRE collateralized debt 49 ETF PACF 49 adv dec ratio 49 dated JGBs 49 STOXX#E 49 DIJF1 49 Rating Affirmed 49 #.#-#.# [011] 49 BBB/BBB- 49 HE1 49 -#.# = RR 49 MLPI 49 OFZ AD 49 TOPX shed 49 TRXFLDAXPU 49 BoE MPC voted 49 #mth 49 FFELP student 49 AHML 49 Re REMIC 49 Libor 49 IELEC.T Quote Profile Research 49 Positive Outlooks 49 noncallable 49 #-#-# KLCI 49 Annualized PCL 49 CNY7 49 Fitch Rates CWALT 49 default swaps 49 notes UST3YR 49 Dow Jones Eurostoxx 49 implied volatilities 49 timespreads 49 NCSLT #-# 49 benchmark MerVal index 49 rates EUR3MFSR = 49 Emirates Interbank Offered 49 ZAR# = 49 note US2YT RR 49 curve inversion 49 + zaf 49 multimonth highs 49 JP Morgan Emerging Markets 49 subordinated tranches 49 NYSE TLT 49 US5YT RR 49 XU# 49 Caa1/CCC + 49 Inflation Protected Securities 49 #.# bpa 49 Ambac insures 49 AAA/LS1 49 DXY #.# #.# 49 Eu1bn 49 Portugalâ 49 breakevens 49 BBB/F2 49 CUT OFF Mark 49 Index Swaps OIS 49 #/MT [001] 49 bechmark 49 mezzanine financings 49 gain amplifiers VGAs 49 NIM compression 49 Mtge PT Ctfs Series 49 iTraxx 49 Mortgage PT Ctfs 49 XLY SPY Relative Strength 49 AA mex 49 Annualised 49 MONEY MARKETS Dollar 49 PSF guaranty 49 Brokertec 49 mso footer margin 49 Minimum Bid Rate 49 five-year/#-year yield spread 49 ARCap #-# 49 default probabilities 49 rtgs 49 JPMorgan EMBI + 49 Spot palladium fetched 49 Shekel weakens 49 bollinger band 49 Romania leu 49 German bund 49 Volatilities 49 Rupee dips 49 CIPS Markit PMI 49 dollar yuan NDFs 48 RMBS exposures 48 #.# Canadian dollars 48 CMBS Delinquencies 48 SLM Student Loan 48 reprices 48 Rupee rises 48 CMBS CDO 48 RJ CRB 48 ARS# [001] 48 CFNAI 48 bond yield IN#G 48 adjustable jumbo 48 comparably rated 48 Ibovespa stock 48 yield JP5YTN = JBTC 48 Icici Bank 48 JPMorgan EMBI 48 Plus EMBI + 48 = RR 48 TSE# 48 Sept'# 48 Denison Mines AMEX DNN 48 #.#x #.#x [003] 48 two-year/#-year yield spread 48 SXAP 48 XLU SPY Relative Strength 48 aP S 48 VRDP Shares 48 Soriatane R acitretin capsules 48 Forbidden Kingdom starring 48 MIAPJ#PUS rose 48 VStoxx 48 sovereign spreads #EMJ 48 Enq# Index 48 yields DE#YT = TWEB 48 notes UST5YR 48 ABX HE 48 Strategy Attempt longs 48 BKEUR 48 note yields UST2YR 48 Bond ETF NYSEArca 48 Consensus +#.# 48 EurJpy 48 TruPS CDO 48 Ioannis Sokos 48 Bills TBs 48 benchmark Ibovespa 48 Instanex FII 48 EUR CZK pair 48 adjustables 48 intra EMU 48 Repo Reverse Repo 48 Index AMBGNL closed 48 & Residual Certificates 48 Yield Rises 48 advancers outpacing decliners 48 rated Baa1 48 SXEP 48 Aud Jpy 48 re REMICs 48 rated CREL CDOs 48 B + RR1 48 Zoltek NASDAQ ZOLT 48 mortgages ARMs averaged 48 0 # USBMK 48 Treasuries widened 48 -Terri Schiavo SHY' voh 48 LIBOR plus 48 Frozen pastas sauces 48 EGP#.# [001] 48 #/#.# [001] 48 Bps 48 RPS2 48 Remains Negative 48 Indonesia JSX Composite 48 GBPAUD 48 YonY 48 ARS#.# yielding 48 Hibors 48 TRXFLDGLPU 48 UMich index 48 Coventree sponsored 48 c defeasance 48 EUROPEAN STOCKS 48 nat cat 48 future FGBLc1 48 #.#/#.# EUR CHF 48 German Bunds 48 Sf1 48 ROAs 48 HE3 48 Interbank Offer 48 Italy FTSE MIB 48 #.#-#.# [018] 48 Shorter dated 48 ETF PCX VNQ 48 NYSE JJC 48 Index INDEX XNG 48 CCC + RR6 48 #.#o [001] 48 Bund futures FGBLc1 48 BSE TECk index 48 BB/RR1 48 Tatsuo Ichikawa 48 Rupee strengthens 48 Silver XAG = 48 underlyings 48 CurrencyShares Euro Trust FXE 48 #.#/# lats 48 @ gn 48 Rs #.# crore 48 Predicted planetary 48 administrators Creditex 48 JGB yield curve 48 CNX Midcap index 48 #,# manats 48 rates EONIA = 48 EMBI Plus 48 BTANs 48 safe haven German Bunds 48 Its beta coefficient 48 ProShares UltraShort Euro 48 LON SL 48 real estate CRE collateralized 48 pessimists outnumber optimists 48 TSE# closed 48 KS# KOSPI 48 tranched 48 Long Term IDR 48 Portfolio PCY 48 Drill hole GCL# 48 Kenro Kawano 48 Aussie Aud Usd 48 Index INDEX XOI 48 Westamerica Bancorp NasdaqNM WABC 48 SET# Index 48 EUR SKK #.# [001] 48 Endologix NASDAQ ELGX 48 #.#x FY#E BV

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