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  • Lehman's Loss: More Than $200 Billion [View article]
    How often are CDS marked to market? Every day? Every week? Every month? How often are payments exchanged? Only at settlement? That is in this case 10/21? Or have payments been exchanged thru the lifetimes of the contracts at periodic points?

    The CME's CDS exchange marks to market twice a day?
    Oct 13 08:02 am |Rating: 0 0 |Link to Comment
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