Libor–OIS Spread Set To Widen Further As Beat Bites – ValueWalk Premium

Libor–OIS Spread Set To Widen Further As Beat Bites

Three-month Libor reached 2.29% Friday, its highest since 2008, lifting the spread between the London interbank offered rate for dollars over the overnight indexed swap rate (which is known as Libor--OIS) to 0.58 percentage point from 0.10% just four months ago.


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