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Enron Structured Finance Exposures

Cash CDOs: Fitch identified three European cash CDOs with notable exposure: Panther CDO I, Marylebone CBO 3, and Eurostar II CDO. No immediate action was taken. According to S&P, approximately 16 U.S. cash CDOs have Enron exposure, though none above the low 1% range. S&P is currently looking into...

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