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View Full Version : Euribor-OIS Spread Declines for 10th Week to Lowest Since August - Bloomberg



NewsWhore
03-09-2012, 08:10 AM
Euribor-OIS Spread Declines for 10th Week to Lowest Since August (http://news.google.com/news/url?sa=t&fd=R&usg=AFQjCNF7X6dRuoiKX5syMtM__TvZPST4NQ&url=http://www.bloomberg.com/news/2012-03-09/euribor-ois-spread-declines-for-10th-week-to-lowest-since-august.html)
Bloomberg
The three-month cross-currency basis swap, the rate banks pay to convert euro interest payments into dollars, was 62.5 basis points below Euribor from minus 64 yesterday. The measure was minus 114 at the start of the year. The one-year basis swap was ...

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