| Current | Yesterday | ||
| USD | 0.88125 | 1.00375 | |
| GBP | 3.00000 | 3.00000 | |
| EUR | 2.90375 | 2.90000 | |
| JPY | 0.52125 | 0.56625 | |
| CHF | 0.36667 | 0.41667 | |
| AUD | 5.00000 | 5.00000 | |
| CAD | 2.47500 | 2.48333 | |
| NZD | 5.35000 | 5.68750 |
Three months Dollar and Sterling Libor eased Wednesday. The 3-month Sterling Libor fell to 3.791% from 3.841% while the Dollar Libor was fixed at 2.201% versus 2.210% Tuesday. The 3-month dollar Libor spread to OIS widened to 183 bp from 182 bp. Meanwhile, the 1-month rate was fixed at 1.890% compared to 1.899% yesterday.