PDA

View Full Version : Euribor-OIS Spread Holds Near Six-Month Low After Second LTRO - Bloomberg



NewsWhore
02-29-2012, 08:30 AM
Euribor-OIS Spread Holds Near Six-Month Low After Second LTRO (http://news.google.com/news/url?sa=t&fd=R&usg=AFQjCNEyxFPPXC_DGpe8MSxyFvzLp_Busw&url=http://www.bloomberg.com/news/2012-02-29/banks-reluctance-to-lend-to-each-other-drops-to-6-1-2-month-low.html)
Bloomberg
The three-month cross-currency basis swap was 67 basis points below Euribor, the lowest since Aug. 5, from minus 69 yesterday. The measure was 114 below Euribor at the start of the year. The one-year basis swap was little changed at 57 basis points ...

and more » (http://news.google.com/news/more?ned=us&ncl=dpge5Nk5AeKMpUM)





More... (http://news.google.com/news/url?sa=t&fd=R&usg=AFQjCNEyxFPPXC_DGpe8MSxyFvzLp_Busw&url=http://www.bloomberg.com/news/2012-02-29/banks-reluctance-to-lend-to-each-other-drops-to-6-1-2-month-low.html)