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Underlying

The Underlying is identified by:

Key Field	Description
As-of Date	Timestamp (at close of business) for the data (T-1)
Underlying Name	Name of the underlying
Risk Class	“CSR Sec CTP”

The Underlying has the following properties:

Property Field	Description
Credit Quality	“IG”, “HY”, or “NR”
Sector	The relevant sector of the underlying