OIS Still Plunging

Libor-OIS: 243 bp
TED Spread: 270 bp
Rates used:
Libor: 303 bp
OIS: 60 bp
T-bills: 33 bp

OIS moves, post-fed cut and now:
1-mo: 81 bp, last 61
2-mo: 78 bp, last 59
3-mo: 76 bp, last 60
6-mo: 78 bp, last 68
1-yr: 97 bp, last 91