LIBOR

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

noreply@blogger.com (Steve Brown) — Tue, 09 Feb 2010 01:04:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Sat, 06 Feb 2010 00:42:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Fri, 05 Feb 2010 00:54:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Thu, 04 Feb 2010 00:10:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Wed, 03 Feb 2010 01:07:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Tue, 02 Feb 2010 00:59:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Sat, 30 Jan 2010 01:01:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Fri, 29 Jan 2010 00:25:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Thu, 28 Jan 2010 00:56:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Wed, 27 Jan 2010 00:54:00 +0000

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 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.

The Three-Month Eurodollar LIBOR Rate Edged Lower Today

noreply@blogger.com (Steve Brown) — Tue, 26 Jan 2010 00:58:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Sat, 23 Jan 2010 01:15:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Fri, 22 Jan 2010 00:59:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Thu, 21 Jan 2010 00:38:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Wed, 20 Jan 2010 00:30:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Tue, 19 Jan 2010 01:04:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Sat, 16 Jan 2010 01:11:00 +0000

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 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.

The Six-Month Eurodollar LIBOR Rate Fixed Lower Today

noreply@blogger.com (Steve Brown) — Fri, 15 Jan 2010 01:09:00 +0000

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 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.

The Twelve-Month Eurodollar LIBOR Rate Fixed Lower Today

noreply@blogger.com (Steve Brown) — Thu, 14 Jan 2010 00:39:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Wed, 13 Jan 2010 00:19:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Tue, 12 Jan 2010 00:54:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Sat, 09 Jan 2010 00:36:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Fri, 08 Jan 2010 00:41:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Thu, 07 Jan 2010 00:50:00 +0000

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 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.

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

noreply@blogger.com (Steve Brown) — Tue, 05 Jan 2010 23:57:00 +0000

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 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.