Libor-OIS
Libor-OIS: 271 bp (previous 293)
TED Spread: 261 bp (previous 327, record was 463)
Rates used:
Libor: 383 (previous 406)
OIS: 112 (previous 113)
T-bills: 122 (previous 79)
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Recent Entries - Papers => FRBNY
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- Variability in Nucleus Accumbens Activity Mediates Age-Related Suboptimal Financial Risk Taking
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- The Fed’s Expanded Balance Sheet
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- Bundesbank: Financial Stability Review 2009
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More: List of All Posts
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Blogs Money Supply
Dutch and Irish banks set to receive more cash
Brussels has just approved €6.9bn of ‘urgent rescue aid’ for ABN Amro and Fortis Bank. The cash is destined to separate Fortis from both its Netherland unit and its (2007-acquired) ... [Link]
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Cinq petits cochons
Ce n'est plus seulement le titre d'un roman d'Agatha Christie, c'est désormais la plus dangereuse crise de l'union européenne depuis le passage à l'euro (et depuis en fait 1992). Les ... [Link]
The Aleph Blog
The Rope Limit, Redux
Sorry I haven’t written much recently. The recent snowstorms have tossed me around, as I care for my family, and those around me. It is amusing in a backwards way, ... [Link]
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ETF Update: Searching for Oil
Are there any bright spots in this market?In normal times investors can use sector investing to find opportunities despite overall market weakness. The last two years have provided fewer such ... [Link]
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October 21st, 2008 at 7:51 am
Libor: 383 (previous 406)
T-bills: 122 (previous 79)
TED Spread: 263 bp?
October 21st, 2008 at 8:13 am
thx, corrected.
October 21st, 2008 at 9:04 am
Question. Why is dollar libor coming down at such an accelerated rate compared to euro or sterling? It seems dollar is falling by 20+ basis points per day while euro falls by 4 or 5 basis points (or even less). Any ideas on this?
October 21st, 2008 at 9:09 am
$ swap lines