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View Full Version : Euribor-OIS Spread Measure Rises to Highest Since March 2009 - Bloomberg



NewsWhore
09-22-2011, 04:35 AM
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Euribor-OIS Spread Measure Rises to Highest Since March 2009 (http://news.google.com/news/url?sa=t&fd=R&usg=AFQjCNFmBZtSyCWfJaIR9c6ZzgsOjunamA&url=http://www.bloomberg.com/news/2011-09-22/euribor-ois-spread-measure-rises-to-highest-since-march-2009.html)
Bloomberg
The cost of converting euro payments into dollars, measured by the three-month cross-currency basis swap, was 99 basis points below the euro interbank offered rate, little changed from yesterday, according to data compiled by Bloomberg. ...

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