We present preliminary results of an observation of Cygnus X-1 with INTEGRAL performed on June 7-11 2003. Both spectral and variability properties of the source indicate that Cygnus X-1 was in an intermediate state. As expected during state transitions, we find an anticorrelation between the 3-10 keV and the 15 GHz radio fluxes and a strong correlation between the 3-200 keV hardness and radio flux.
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