Tuesday, April 29, 2008

Libor fed funds spread

Current Previous ------- --------

O/N 2.44500 2.44500

1WK 2.70750 2.75875

2WK 2.75875 2.80125

1MO 2.82750 2.86250

2MO 2.85313 2.88375

3MO 2.87281 2.89938

4MO 2.91000 2.94375

5MO 2.94875 2.99875

6MO 2.98625 3.04188

7MO 3.00750 3.06750

8MO 3.02688 3.09000

9MO 3.04500 3.11125

10MO 3.06750 3.13375

11MO 3.08875 3.15625

12MO 3.10750 3.17875

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