3 Month staying the same, overnight going down.... Umn... I suspect there is more upside in the 3 month....
.O/N 2.62500 2.64125 .
1WK 2.83313 2.80250 .
2WK 2.85000 2.83125 .
1MO 2.89500 2.89750 .
2MO 2.90750 2.90750 .
3MO 2.92000 2.92000 .
4MO 2.95750 2.95000 .
5MO 2.99500 2.98000 .
6MO 3.03750 3.02125 .
7MO 3.04813 3.02750 .
8MO 3.06000 3.03313 .
9MO 3.07000 3.04000 .
10MO 3.07688 3.04563 .
11MO 3.08688 3.05375 .
12MO 3.09313 3.06000
Tuesday, April 22, 2008
Libor
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