credit spreads

  1. Michaelirish
    23,894 Posts.
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    28/01/09
    08:55
    Post #: 4733031
    Libor still rising

    Credit Spreads

    Ted Spread1.0475-0.0298
    10Y / 2Y Spread1.7222-0.0826
    2Y Swap Spread61.16-2.43


    LIBOR OverNight0.22-0.0125
    LIBOR 1 Month0.41130.0025
    LIBOR 3 Month1.18440.0006


    2-Yr Note100.15625---UNCH
    5-Yr Note99.6875---UNCH
    10-Yr Note110.5156251.043
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    lightbulb Created with Sketch.  Great analysis
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