Libor Overnight was 3 on friday
All rates compared to previous day's fixing: . .
Current Previous . ------- -------- .
O/N 5.03125 6.43750 .
1WK 4.36875 3.87500 .
2WK 3.98750 3.62500 .
1MO 3.03000 2.74750
.2MO 3.04875 2.80375 .
3MO 3.06250 2.87625 .
4MO 3.14750 2.95125 .
5MO 3.20750 2.98750 .
6MO 3.25250 3.01625 .
7MO 3.24563 2.99750 .
8MO 3.24438 2.98313 .
9MO 3.24125 2.97313 .
10MO 3.23625 2.96625 .
11MO 3.23188 2.96250 .
12MO 3.22500 2.95250
Libor is fairly clean... 3 month isn't bad but overnight isn't as scarry....
Wednesday, September 17, 2008
libor
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