Comments on: Libor-OIS http://www.aleablog.com/libor-ois-3/ Alea Jacta Est Wed, 03 Mar 2010 18:43:34 +0000 http://wordpress.org/?v=2.9.2 hourly 1 By: jck http://www.aleablog.com/libor-ois-3/#comment-1892 jck Tue, 21 Oct 2008 13:09:45 +0000 http://www.aleablog.com/?p=1730#comment-1892 $ swap lines $ swap lines

]]> By: PureGuesswork http://www.aleablog.com/libor-ois-3/#comment-1891 PureGuesswork Tue, 21 Oct 2008 13:04:04 +0000 http://www.aleablog.com/?p=1730#comment-1891 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? 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?

]]> By: jck http://www.aleablog.com/libor-ois-3/#comment-1890 jck Tue, 21 Oct 2008 12:13:09 +0000 http://www.aleablog.com/?p=1730#comment-1890 thx, corrected. thx, corrected.

]]> By: anonymous http://www.aleablog.com/libor-ois-3/#comment-1887 anonymous Tue, 21 Oct 2008 11:51:58 +0000 http://www.aleablog.com/?p=1730#comment-1887 Libor: 383 (previous 406) T-bills: 122 (previous 79) TED Spread: 263 bp? Libor: 383 (previous 406)
T-bills: 122 (previous 79)

TED Spread: 263 bp?

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