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Overnight Interest Rate Update 11.17.08
Monday, 17 November 2008 11:04:31 GMT  |  DailyFX Research
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  Current   Yesterday
USD 0.40000   0.41250
GBP 3.00000   3.00000
EUR 3.00625   3.05125
JPY 0.52000   0.53750
CHF 0.99167   0.96667
AUD 5.81250   5.75000
CAD 2.50000   2.46667
NZD 6.62500   6.47500

3-month dollar Libor is largely stable while Sterling Libor continued to ease. The 3-month dollar Libor was fixed at 2.239%, versus 2.236% Friday but the spread over OIS widened to 175 from 169 Friday. Meanwhile, the Sterling 3-month Libor was fixed at 4.149%, still 115 bp above the BoE repo rate but down from 4.176% Friday, as U.K. interbank lending conditions continue to improve.

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