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iTraxx IG/HY Roll

CREDIT MACRO

Its pointing to a +3.3/-13bp open at a spread of +55.5/288. Main's roll looks in line with our FV (+3bps), CDX IG should be a steeper roll (we have +7bps on FV) - it closed at +48.2 hence a FV roll would leave Main/CDX IG spreads at flat levels in the new series (from the 2-3bp it traded at pre-roll).

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