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View Full Version : Euribor-OIS Spread Widens in Europe for First Time Since January - Bloomberg



NewsWhore
03-01-2012, 04:40 AM
Euribor-OIS Spread Widens in Europe for First Time Since January (http://news.google.com/news/url?sa=t&fd=R&usg=AFQjCNGJ29oGOdImv4n_HN59KZ7zbU9XFw&url=http://www.bloomberg.com/news/2012-03-01/euribor-ois-spread-widens-in-europe-for-first-time-since-january.html)
Bloomberg
The three-month cross- currency basis swap was 69 basis points below Euribor, from minus 67 yesterday, the lowest since Aug. 5. The measure was 114 below Euribor at the start of the year. The one-year basis swap was 56 basis points less than Euribor ...

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