My understanding is that Libor is published midday in europe...
Last time I was activly tracking Libor, I found that monday was a wierd day.... and usually overnight went up before the weekend.....
I'll keep looking for better data source
Financial history doesn't repeat itself, but it often rhymes. You can't be stupid enough to trade off anything I say.... I'm lucky they let me out of the straight-jacket long enough to trade.
J. P. Morgan
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