... presents the behavior of the AAA, AA, A,BBB, and BBB- indices for the 2006H1 vintage, and Figures 5b, 5c, and 5d track the performanceof the indices by the vintages of 2006H2, 2007H1, and 2007H2, ... through 2007H2. The last two columns of the table report the price of the 10We lump together collateral ratings of A+, A, and A- as High Grade with an A rating category, and BBB+,BBB, and BBB- as ... exposure to 2007H1 and 2007H2. The exposure of both classesof CDOs to the 2007H2 is negligible, and is due to the decline in CDO issuance in the second halfof 2007 with the eruption of the credit crisis...