Friday, February 06, 2009

Marked Improvements On Some Key Credit Spreads

Despite the recessionary pressures, some credit spreads have markedly eased (all charts from Bloomberg).
TED Spread

LIBOR-OIS

ECB Liquidity Deposit

Euribor 3 month

Hong Kong HIBOR

BBA LIBOR 3 months

3 month LIBOR-OIS spread

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