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Overnight Interest Rate Update 11.14.08
Friday, 14 November 2008 11:06:42 GMT  |  DailyFX Research
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  Current   Yesterday
USD 0.41250   0.40000
GBP 3.00000   3.00000
EUR 3.05125   3.07875
JPY 0.53750   0.54375
CHF 0.96667   0.98333
AUD 5.75000   5.90000
CAD 2.46667   2.55833
NZD 6.47500   6.38750

3-month dollar Libor continues to edge higher while Sterling Libor continued to ease. The 3-month dollar Libor was fixed at 2.236%, versus 2.149% yesterday but the spread over OIS widened to 169 from 163 Thursday. Overnight dollar Libor rose 1 bp from yesterday, to 0.413%. Meanwhile, the Sterling 3-month Libor was fixed at 4.176%, still 118 bp above the BoE repo rate but down from 4.203% Thursday, as U.K. interbank lending conditions continue to improve.

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