.comment-link {margin-left:.6em;}

LIBOR

The London Interbank Offered Rate (LIBOR)
from the interest rate specialists at www.FedPrimeRate.comSM

Monday, February 8, 2010

The Three- , Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Higher Today

The three-, six- and twelve-month Eurodollar LIBOR rates fixed higher today, while the 1-month rate remained static. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.09%. Therefore, the 3-month TED spread is currently 0.16 percentage point; it was 0.16469 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, February 5, 2010

The One- and Twelve-Month Eurodollar LIBOR Rates Declined On The Week

The one- and twelve-month Eurodollar LIBOR rates declined on the week, while the 3- and 6-month rates edged higher. On the day, the 12-month rate fixed lower, the 3-month rate edged higher and both the 1- and 6-month rates remained static. The 3-month TED spread expanded marginally on the day and contracted on the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.085%. Therefore, the 3-month TED spread is currently 0.16469 percentage point; it was 0.16375 yesterday, 0.17906 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, February 4, 2010

The One-, Three- and Twelve-Month Eurodollar LIBOR Rates Fixed Lower Today

The one-, three- and twelve-month Eurodollar LIBOR rates fixed lower today, while the 6-month rate edged higher. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.085%. Therefore, the 3-month TED spread is currently 0.16375 percentage point; it was 0.15906 yesterday, 0.17906 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, February 3, 2010

The One- and Three-Month Eurodollar LIBOR Rates Sank Lower Today

The one- and three-month Eurodollar LIBOR rates sank lower today, while the 12-month rate rose and the 6-month rate held steady. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.09%. Therefore, the 3-month TED spread is currently 0.15906 percentage point; it was 0.16031 yesterday, 0.17906 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, February 2, 2010

The One- and Three-Month Eurodollar LIBOR Rates Fixed Higher Today

The one- and three-month Eurodollar LIBOR rates fixed higher today, while the 6- and 12-month rates held steady. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.09%. Therefore, the 3-month TED spread is currently 0.16031 percentage point; it was 0.16406 yesterday, 0.17906 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, February 1, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The six- and twelve-month Eurodollar LIBOR rates eased today, while the 1- and 3-month rates held steady. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.085%. Therefore, the 3-month TED spread is currently 0.16406 percentage point; it was 0.17906 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, January 29, 2010

The One-, Six- and Twelve-Month Eurodollar LIBOR Rates Waned On The Week

The one-, six- and twelve-month Eurodollar LIBOR rates waned on the week, while the 3-month rate remained static. On the day, the 6- and 12-month rates fixed lower, while the 1- and 3-month rates rose. The 3-month TED spread expanded marginally on the day and narrowed on the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.07%. Therefore, the 3-month TED spread is currently 0.17906 percentage point; it was 0.17875 yesterday, 0.20406 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, January 28, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Climbed Higher Today

The six- and twelve-month Eurodollar LIBOR rates climbed higher today, while the 1-month rate sank lower and the 3-month rate held steady. The 3-month TED spread moved sideways.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.07%. Therefore, the 3-month TED spread is currently 0.17875 percentage point; it was 0.17875 yesterday, 0.20406 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, January 27, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Rose Today

The six- and twelve-month Eurodollar LIBOR rates rose today, while the 1- and 3-month rates held steady. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.07%. Therefore, the 3-month TED spread is currently 0.17875 percentage point; it was 0.18375 yesterday, 0.20406 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, January 26, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Higher Today

The six- and twelve-month Eurodollar LIBOR rates fixed higher today, while the 1- and 3-month rates remained static. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.065%. Therefore, the 3-month TED spread is currently 0.18375 percentage point; it was 0.20375 yesterday, 0.20406 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, January 25, 2010

The Three-Month Eurodollar LIBOR Rate Edged Lower Today

The three-month Eurodollar LIBOR rate edged lower today, while the 6- and 12-month rates rose and the 1-month rate held steady. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.20375 percentage point; it was 0.20406 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, January 22, 2010

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased On The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all sank lower on the week. On the day, the 6- and 12-month rates waned, while the 3-month rate edged higher and the 1-month rate remained static. The 3-month TED spread expanded on the week and narrowed slightly on the day.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.20406 percentage point; it was 0.20888 yesterday, 0.19625 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, January 21, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Rose Today

The six- and twelve-month Eurodollar LIBOR rates rose today, while the 1- and 3-month rates remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.20888 percentage point; it was 0.19888 yesterday, 0.19625 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, January 20, 2010

The Three- , Six- and Twelve-Month Eurodollar LIBOR Rates Sank Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates sank lower today, while the 1-month rate held steady. The 3-month TED spread narrowed marginally.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.19888 percentage point; it was 0.199 yesterday, 0.19625 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, January 19, 2010

The Three- and Six-Month Eurodollar LIBOR Rates Edged Lower Today

The three- and six-month Eurodollar LIBOR rates edged lower today, while the 12-month rate edged higher. The 1-month rate held steady. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.199 percentage point; it was 0.19375 yesterday, 0.19625 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, January 18, 2010

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all fixed lower today. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.19375 percentage point; it was 0.19625 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, January 15, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Eased On Both The Day and The Week

The six- and twelve-month Eurodollar LIBOR rates eased on both the day and the week, while the 1- and 3-month rates held steady on both the day and the week. The 3-month TED spread narrowed on both the day and the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.19625 percentage point; it was 0.20625 yesterday, 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, January 14, 2010

The Six-Month Eurodollar LIBOR Rate Fixed Lower Today

The six-month Eurodollar LIBOR rate fixed lower today, while the 12-month rate edged higher. The 1- and 3-month rates held steady. The 3-month TED spread expanded marginally.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.20625 percentage point; it was 0.20125 yesterday, 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, January 13, 2010

The Twelve-Month Eurodollar LIBOR Rate Fixed Lower Today

The twelve-month Eurodollar LIBOR rate fixed lower today, while the 1-, 3- and 6-month rates remained static. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.20125 percentage point; it was 0.21125 yesterday, 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, January 12, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The six- and twelve-month Eurodollar LIBOR rates eased today, while the 1- and 3-month rates held steady. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21125 percentage point; it was 0.22125 yesterday, 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, January 11, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Lower Today

The six- and twelve-month Eurodollar LIBOR rates fixed lower today, while the 1- and 3-month rates remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.03%. Therefore, the 3-month TED spread is currently 0.22125 percentage point; it was 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, January 8, 2010

The Six- and Twelve-Month Eurodollar LIBOR Rates Waned On The Week

The six- and twelve-month Eurodollar LIBOR rates declined on the week, while the 1- and 3-month rates rose. On the day, the 1-, 3-, 6- and 12-month rates all fixed higher. The 3-month TED spread expanded on both the day and the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21125 percentage point; it was 0.20438 yesterday, 0.20063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, January 7, 2010

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Sank Lower Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all sank lower today. The 3-month TED spread narrowed marginally.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.20438 percentage point; it was 0.205 yesterday, 0.20063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, January 6, 2010

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all eased today. The 3-month TED spread expanded marginally.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.205 percentage point; it was 0.1925 yesterday, 0.20063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, January 5, 2010

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Slid Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates slid lower today, while the 1-month rate held steady. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.1925 percentage point; it was 0.19938 yesterday, 0.20063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, January 4, 2010

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Fixed Higher Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all fixed higher today. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.19938 percentage point; it was 0.20063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, January 1, 2010

No LIBOR News Today (New Year's Day Holiday)

London markets were closed for the New Year's Day holiday today, so no LIBOR news to report.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.20063 percentage point; it was 0.20063 yesterday, 0.21063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, December 31, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Lower Today

The six- and twelve-month Eurodollar LIBOR rates fixed lower today, while the 1- and 3-month rates held steady. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.20063 percentage point; it was 0.21063 yesterday, 0.21063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, December 30, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The six- and twelve-month Eurodollar LIBOR rates eased today, while the 1- and 3-month rates remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21063 percentage point; it was 0.16063 yesterday, 0.21063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, December 29, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Rose Today

The six- and twelve-month Eurodollar LIBOR rates rose today, while the 1-month rate declined and the 3-month rate held steady. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.09%. Therefore, the 3-month TED spread is currently 0.16063 percentage point; it was 0.15063 yesterday, 0.21063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, December 28, 2009

No LIBOR News Today (Boxing Day Holiday)

London markets were closed for the Boxing Day holiday today, so no LIBOR news to report. The 3-month TED spread narrowed.


image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.1%. Therefore, the 3-month TED spread is currently 0.15063 percentage point; it was 0.21063 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, December 25, 2009

No LIBOR News Today (Christmas Day Holiday)

London markets were closed for the Christmas Day holiday today, so there was no LIBOR news to report.

There will be no LIBOR news on Monday, December 28, as London markets will be closed for the Boxing Day holiday.


image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21063 percentage point; it was 0.21063 yesterday, 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, December 24, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Higher Today

The six- and twelve-month Eurodollar LIBOR rates fixed higher today, while the 1- and 3-month rates remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21063 percentage point; it was 0.19563 yesterday, 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, December 23, 2009

The One-, Six- and Twelve-Month Eurodollar LIBOR Rates Waned Today

The one-, six- and twelve-month Eurodollar LIBOR rates waned today, while the 3-month rate fixed higher. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.19563 percentage point; it was 0.17875 yesterday, 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, December 22, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Higher Today

The six- and twelve-month Eurodollar LIBOR rates fixed higher today, while the 1- and 3-month rates held steady. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.07%. Therefore, the 3-month TED spread is currently 0.17875 percentage point; it was 0.20375 yesterday, 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, December 21, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates fixed lower today, while the 1-month rate moved sideways. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.20375 percentage point; it was 0.21125 last Friday and 4.60875 on October 10, 2008 during the peak of the global banking crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, December 18, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased On Both The Day and The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all sank lower on both the day and the week. The 3-month TED spread narrowed on both the day and the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21125 percentage point; it was 0.21338 yesterday, 0.23363 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, December 17, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates fixed lower today, while the 1-month rate rose. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21338 percentage point; it was 0.21875 yesterday, 0.23363 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, December 16, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The six- and twelve-month Eurodollar LIBOR rates sank lower today, while the 3-month rate rose and the 1-month rate remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.035%. Therefore, the 3-month TED spread is currently 0.21875 percentage point; it was 0.21344 yesterday, 0.23363 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, December 15, 2009

The Three- and Six-Month Eurodollar LIBOR Rates Fixed Lower Today

The three- and six-month Eurodollar LIBOR rates fixed lower today, while the 12-month rate edged higher and the 1-month rate held steady. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21344 percentage point; it was 0.23375 yesterday, 0.23363 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, December 14, 2009

The One-, Six- and Twelve-Month Eurodollar LIBOR Rates Waned Today

The one-, six- and twelve-month Eurodollar LIBOR rates waned today, while the 3-month rate edged higher. The 3-month TED spread expanded marginally.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.02%. Therefore, the 3-month TED spread is currently 0.23375 percentage point; it was 0.23363 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, December 11, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased On Both The Day and The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all slid lower on both the day and the week. The 3-month TED spread expanded on the day and the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.02%. Therefore, the 3-month TED spread is currently 0.23363 percentage point; it was 0.22925 yesterday, 0.21656 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, December 10, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Fixed Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates fixed lower today, while the 1-month rate remained static. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.025%. Therefore, the 3-month TED spread is currently 0.22925 percentage point; it was 0.23019 yesterday, 0.21656 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, December 9, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Sank Lower Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all sank lower today. The 3-month TED spread narrowed slightly.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.025%. Therefore, the 3-month TED spread is currently 0.23019 percentage point; it was 0.23094 yesterday, 0.21656 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, December 8, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Waned Today

The three-, six- and twelve-month Eurodollar LIBOR rates waned today, while the 1-month rate remained static. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.025%. Therefore, the 3-month TED spread is currently 0.23094 percentage point; it was 0.24156 yesterday, 0.21656 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, December 7, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Rose Today

The six- and twelve-month Eurodollar LIBOR rates rose today, while the 1- and 3-month rates remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.015%. Therefore, the 3-month TED spread is currently 0.24156 percentage point; it was 0.21656 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, December 4, 2009

The One- and Six-Month Eurodollar LIBOR Rates Eased On The Week

The one- and six-month Eurodollar LIBOR rates eased on the week, while the 3- and 12-month rates climbed higher. On the day, the six- and twelve-month rates sank lower, while the 3-month rate rose and the 1-month rate remained static. The 3-month TED spread narrowed on the week but expanded slightly on the day.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21656 percentage point; it was 0.21531 yesterday, 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, December 3, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Rose Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all rose today. The 3-month TED spread expanded slightly.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21531 percentage point; it was 0.215 yesterday, 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, December 2, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Slid Lower Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all slid lower today. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.215 percentage point; it was 0.20531 yesterday, 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, December 1, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all eased today. The 3-month TED spread contracted slightly.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.20531 percentage point; it was 0.20656 yesterday, 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, November 30, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Rose Today

The three-, six- and twelve-month Eurodollar LIBOR rates rose today, while the 1-month rate moved sideways. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.20656 percentage point; it was 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, November 27, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Sank Lower On The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all slid lower on the week.

On the day, the 1-, 3-, 6- and 12-month rates all rose, as financial markets around the world reacted to news that Dubai World wants a six-month deferment of repayments on $60 billion of debt.

The 3-month TED spread expanded on the day but contracted on the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.02%. Therefore, the 3-month TED spread is currently 0.23563 percentage point; it was 0.21438 yesterday, 0.25219 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, November 26, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Waned Today

The three-, six- and twelve-month Eurodollar LIBOR rates waned today, while the 1-month rate remained static. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21438 percentage point; it was 0.21563 yesterday, 0.25219 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, November 25, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all eased today. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.21563 percentage point; it was 0.22063 yesterday, 0.25219 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, November 24, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Slipped Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates slipped lower today, while the 1-month rate held steady. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.22063 percentage point; it was 0.24188 yesterday, 0.25219 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, November 23, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Slid Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates eased today, while the 1-month rate remained static. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.02%. Therefore, the 3-month TED spread is currently 0.24188 percentage point; it was 0.25219 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, November 20, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased On Both The Day and The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all eased on both the day and the week and established brand new 52-week lows. The 3-month TED spread contracted on the day and expanded on the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

52-Week Lows

The 52-week low for each of the above LIBOR rates is currently:

1-Month:
0.23594
3-Month: 0.26219
6-Month: 0.48938
12-Month: 1.02125

Right now, the yield on the 3-month U.S. Treasury Bill is 0.01%. Therefore, the 3-month TED spread is currently 0.25219 percentage point; it was 0.26156 yesterday, 0.2175 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, November 19, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Sank Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates sank lower today, while the 1-month rate remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.005%. Therefore, the 3-month TED spread is currently 0.26156 percentage point; it was 0.23906 yesterday, 0.2175 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, November 18, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Declined Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all declined today. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.03%. Therefore, the 3-month TED spread is currently 0.23906 percentage point; it was 0.21531 yesterday, 0.2175 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, November 17, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Slid Lower Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all slid lower today. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.21531 percentage point; it was 0.21625 yesterday, 0.2175 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, November 16, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The three-, six- and twelve-month Eurodollar LIBOR rates eased today, while the 1-month rate held steady. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.21625 percentage point; it was 0.2175 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, November 13, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Sank Lower On The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all sank lower on the week and established new 52-week lows. On the day, the 1-, 6- and 12-month rates waned, while the 3-month rate remained static. The 3-month TED spread contracted on the week and held steady on the day.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

52-Week Lows

The 52-week low for each of the above LIBOR rates is currently:

1-Month:
0.2375
3-Month: 0.2725
6-Month: 0.52063
12-Month: 1.09063

Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.2175 percentage point; it was 0.2175 yesterday, 0.22906 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, November 12, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The six- and twelve-month Eurodollar LIBOR rates eased today, while the 1- and 3-month rates remained static. The 3-month TED spread expanded slightly.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.2175 percentage point; it was 0.2125 yesterday, 0.22906 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, November 11, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Waned Today

The six- and twelve-month Eurodollar LIBOR rates waned today, while the 1- and 3-month rates were unchanged. The 3-month TED spread held steady.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.2125 percentage point; it was 0.2125 yesterday, 0.22906 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, November 10, 2009

The One-, Six- and Twelve-Month Eurodollar LIBOR Rates Declined Today

The one-, six- and twelve-month Eurodollar LIBOR rates declined today, while the 3-month rate remained static. The 3-month TED spread contracted.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.2125 percentage point; it was 0.2275 yesterday, 0.22906 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, November 9, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Sank Lower Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all sank lower today. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.2275 percentage point; it was 0.22906 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, November 6, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Eased On The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all eased on the week. On the day, the 3-, 6- and 12-month rates sank lower, while the 1-month rate held steady. The 3-month TED spread narrowed on both the day and the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

52-Week Lows

The 52-week low for each of the above LIBOR rates is currently:

1-Month:
0.24125
3-Month: 0.27406
6-Month: 0.55
12-Month: 1.16125

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.22906 percentage point; it was 0.24031 yesterday, 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, November 5, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Slid Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates slid lower today, while the 1-month rate remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.035%. Therefore, the 3-month TED spread is currently 0.24031 percentage point; it was 0.2325 yesterday, 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, November 4, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Rose Today

The six- and twelve-month Eurodollar LIBOR rates rose today, while the 3-month rate eased and the 1-month rate held steady. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.2325 percentage point; it was 0.22813 yesterday, 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, November 3, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Sank Lower Today

The three-, six- and twelve-month Eurodollar LIBOR rates sank lower today, while the 1-month rate edged higher. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.22813 percentage point; it was 0.23938 yesterday, 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, November 2, 2009

The One-, Three- and Twelve-Month Eurodollar LIBOR Rates Waned Today

The one-, three-, and twelve-month Eurodollar LIBOR rates waned today, while the 6-month rate rose. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

Right now, the yield on the 3-month U.S. Treasury Bill is 0.04%. Therefore, the 3-month TED spread is currently 0.23938 percentage point; it was 0.23563 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, October 30, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Slipped Lower On The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all slipped lower on the week. On the day, the 12-month rate rose while the 1-, 3- and 6-month rates remained static. The 3-month TED spread expanded on both the day and the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online

52-Week Lows

The 52-week low for each of the above LIBOR rates is currently:

1-Month:
0.24125
3-Month: 0.28063
6-Month: 0.56438
12-Month: 1.19813

Right now, the yield on the 3-month U.S. Treasury Bill is 0.045%. Therefore, the 3-month TED spread is currently 0.23563 percentage point; it was 0.23063 yesterday, 0.23188 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.

A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, October 29, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The six- and twelve-month Eurodollar LIBOR rates eased today, while the 1-month rate rose and the 3-month rate moved sideways. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.23063 percentage point; it was 0.22063 yesterday, 0.23188 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, October 28, 2009

The One-, Six- and Twelve-Month Eurodollar LIBOR Rates Slipped Lower Today

The one-, six- and twelve-month Eurodollar LIBOR rates slipped lower today, while the 3-month rate remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.22063 percentage point; it was 0.21063 yesterday, 0.23188 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, October 27, 2009

The One-, Six- and Twelve-Month Eurodollar LIBOR Rates Declined Today

The one-, six- and twelve-month Eurodollar LIBOR rates declined today, while the 3-month rate was unchanged. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.07%. Therefore, the 3-month TED spread is currently 0.21063 percentage point; it was 0.23063 yesterday, 0.23188 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, October 26, 2009

The Three-Month Eurodollar LIBOR Rate Eased Today

The three-month Eurodollar LIBOR rate waned today, while the 12-month rate rose. The 1- and 6-month rates held steady. The 3-month TED spread narrowed slightly.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.23063 percentage point; it was 0.23188 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, October 23, 2009

The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Slid Lower On The Week

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all slid lower on the week. On the day, the 3- and 6-month rates eased, while the 12-month rate rose and the 1-month rate remained static. The 3-month TED spread contracted slightly on the day but expanded on the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.23188 percentage point; it was 0.23219 yesterday, 0.22406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, October 22, 2009

The Three- and Six-Month Eurodollar LIBOR Rates Waned Today

The three- and six-month Eurodollar LIBOR rates waned today, while the 12-month rate rose and the 1-month rate remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.05%. Therefore, the 3-month TED spread is currently 0.23219 percentage point; it was 0.21844 yesterday, 0.22406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, October 21, 2009

The Three-Month Eurodollar LIBOR Rate Rose Today

The three-month Eurodollar LIBOR rate rose today, while the 1-, 6- and 12-month rates eased. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.065%. Therefore, the 3-month TED spread is currently 0.21844 percentage point; it was 0.20813 yesterday, 0.22406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, October 20, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The three-, six- and twelve-month Eurodollar LIBOR rates slid lower today, while the 1-month rate was unchanged. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.075%. Therefore, the 3-month TED spread is currently 0.20813 percentage point; it was 0.22338 yesterday, 0.22406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, October 19, 2009

The Three-Month Eurodollar LIBOR Rate Waned Today

The three-month Eurodollar LIBOR rate waned today, while the 6- and 12-month rates rose and the 1-month rate remained static. The 3-month TED spread contracted slightly.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.22338 percentage point; it was 0.22406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, October 16, 2009

The Three- and Six-Month Eurodollar LIBOR Rates Eased On The Week

The three- and six-month Eurodollar LIBOR rates eased on the week, while the 12-month rate rose and the 1-month rate remained static. On the day, the 6- and 12-month rates rose, while the 1- and 3-month rates were unchanged. The 3-month TED spread expanded on the week and contracted slightly on the day.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.22406 percentage point; it was 0.22906 yesterday, 0.21938 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, October 15, 2009

The One- and Three-Month Eurodollar LIBOR Rates Remained Static Today

The one- and three-month Eurodollar LIBOR rates remained static today, while the 6-month rate sank lower and the 12-month rate rose. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.055%. Therefore, the 3-month TED spread is currently 0.22906 percentage point; it was 0.21906 yesterday, 0.21938 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, October 14, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Eased Today

The three-, six- and twelve-month Eurodollar LIBOR rates eased today, while the 1-month rate remained static. The 3-month TED spread narrowed.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.065%. Therefore, the 3-month TED spread is currently 0.21906 percentage point; it was 0.22438 yesterday, 0.21938 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, October 13, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Slid Lower Today

The six- and twelve-month Eurodollar LIBOR rates slid lower today, while the 1-month rate climbed higher and the 3-month rate moved sideways. The 3-month TED spread was unchanged.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.22438 percentage point; it was 0.22438 yesterday, 0.21938 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, October 12, 2009

The One-Month Eurodollar LIBOR Rate Sank Lower Today

The one-month Eurodollar LIBOR rate sank lower today, while the 6- and 12-month rates rose and the 3-month rate remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 3-month U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.22438 percentage point; it was 0.21938 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, October 9, 2009

The Six-Month Eurodollar LIBOR Rate Eased On The Week

The six-month Eurodollar LIBOR rate eased on the week, while the 1-, 3- and 12-month rates rose. On the day, the one- and twelve-month rates advanced, while the 6-month rate declined and the 3-month rate moved sideways . The 3-month TED spread contracted on the day but expanded on the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 91-day U.S. Treasury Bill is 0.065%. Therefore, the 3-month TED spread is currently 0.21938 percentage point; it was 0.22438 yesterday, 0.19406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, October 8, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Declined Today

The six- and twelve-month Eurodollar LIBOR rates eased today, while the 1- and 3-month rates were unchanged. There was no change for the 3-month TED spread.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 13-week U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.22438 percentage point; it was 0.22438 yesterday, 0.19406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, October 7, 2009

The Three- and Twelve-Month Eurodollar LIBOR Rates Rose Today

The three- and twelve-month Eurodollar LIBOR rates rose today, while the 1- and 6-month rates moved sideways. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 13-week U.S. Treasury Bill is 0.06%. Therefore, the 3-month TED spread is currently 0.22438 percentage point; it was 0.21406 yesterday, 0.19406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Tuesday, October 6, 2009

The Six-Month Eurodollar LIBOR Rate Waned Today

The six-month Eurodollar LIBOR rate waned today, while the 12-month rate rose and the 1- and 3-month rates remained static. The 3-month TED spread expanded.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 13-week U.S. Treasury Bill is 0.07%. Therefore, the 3-month TED spread is currently 0.21406 percentage point; it was 0.19406 yesterday, 0.19406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Monday, October 5, 2009

The Six- and Twelve-Month Eurodollar LIBOR Rates Sank Lower Today

The six- and twelve-month Eurodollar LIBOR rates sank lower today, while the 1- and 3-month rates were unchanged. The 3-month TED spread remained static.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 13-week U.S. Treasury Bill is 0.09%. Therefore, the 3-month TED spread is currently 0.19406 percentage point; it was 0.19406 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Friday, October 2, 2009

The Three-Month Eurodollar LIBOR Rate Lost 0.156 Basis Point On The Week

The one-, six- and twelve-month Eurodollar LIBOR rates slid lower on the week, while the 3-month rate declined by 0.156 basis point. On the day, the 1-, 3-, 6- and 12-month rates all eased. The 3-month TED spread expanded modestly on both the day and the week.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 13-week U.S. Treasury Bill is 0.09%. Therefore, the 3-month TED spread is currently 0.19406 percentage point; it was 0.18938 yesterday, 0.1925 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Thursday, October 1, 2009

The Three-, Six- and Twelve-Month Eurodollar LIBOR Rates Waned Today

The three-, six- and twelve-month Eurodollar LIBOR rates sank lower today, while the 1-month rate was unchanged. The 3-month TED spread widened.

image courtesy: The Wall Street Journal
Image courtesy: The Wall Street Journal Online


Right now, the yield on the 91-day U.S. Treasury Bill is 0.095%. Therefore, the 3-month TED spread is currently 0.18938 percentage point; it was 0.17188 yesterday, 0.1925 last Friday and 4.60875 on October 10, 2008 during the peak of the global credit crisis.

For the 3-month TED spread, a figure between zero and 0.50 percentage point (0.50 percentage point = 50 basis points) is a strong indication that large, international banks are lending money to each other with confidence.


A Eurodollar is a U.S. dollar deposited in any bank outside the United States.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

Labels: ,

>  SITEMAP  <

Wednesday, September 30, 2009

The One-, Three- and Six-Month Eurodollar LIBOR Rates Declined Today

The one-, three-, and six-month Eurodollar LIBOR rates waned today, while the 12-month rate advanced. The 3-month TED spread widened.

image courtesy: The Wall Street Journal
Image courtesy: