We present first results of the X-ray spectral analysis of the 500 ksec deep survey obtained with XMM-Newton on the Chandra Deep Field South ( CDFS ) . Statistical distributions of spectral index and intrinsic absorption are derived for a sample containing 70 sources with a count limit of 100 ( flux limit in the [ 2-10 ] keV band of 8.9 \times 10 ^ { -16 } erg cm ^ { -2 } s ^ { -1 } ) , of which 44 have redshift identification . We observe a separation between the type-1 and the type-2 AGN in diagnostics involving different X-ray parameters . Using the subsample with known z , we show that this separation between the AGN populations is a consequence of different absorption column densities . The two populations have the same average spectral index , \langle \Gamma \rangle = 2 \pm 0.1 . We present integrated spectrum for the most distant type-2 QSO with strong X-ray absorption and a clear soft excess ; we obtained the best fit for these objects with two different models : a scattering model and a double power law model . We also confirm a progressive hardening for the combined integrated spectra for faint objects which at first was noted by [ ] . Our results shown a clear evolution of decrease of \langle \Gamma \rangle with decreasing flux in the hard 2-10 keV band . However , we detect not only a regular increase of \langle \Gamma \rangle for different subsamples of fluxes in comparison with Chandra results , but also an internal discrepancy of the values , if we fitted in the different energy bands .