Monday, October 20, 2008

Libor-OIS, TED Spread Improving…

Libor-OIS: 293 bp (previous 331)
TED Spread: 327 bp (previous 399)
Rates used:
Libor: 406 (previous 442)
OIS: 113 (previous 111)
T-bills: 79 (previous 43)

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