Full Libor Posting
October 20th, 2008 7:27 am | by John Jansen | 10/20 10/17 Change
OVERNIGHT 1.51250 1.66875 -.15625
1 WEEK 2.71875 3.15625 -.43750
2 WEEKS 3.08125 3.49375 -.41250
1 MONTH 3.75125 4.18125 -.43000
2 MONTH 3.93375 4.30625 -.37250
3 MONTH 4.05875 4.41875 -.36000
4 MONTH 3.99250 4.29500 -.30250
5 MONTH 3.90125 4.20375 -.30250
6 MONTH 3.82875 4.13000 -.30125
9 MONTH 3.76875 4.02250 -.25375
12 MONTH 3.71250 3.97250 -.26000
4 Responses to “Full Libor Posting”
By John C Lately on Oct 20, 2008 | Reply
There is a rumur floating around that
JP morgan executed a number of questionable transactions to manipulate Ted Spread and/or
Libor. Any comments for those fully initiated?
By John Jansen on Oct 20, 2008 | Reply
i heard rumors last week that they had “forced” the rate lower. The grassy knoll theorists suggested that Hank called Jamie and gave him marching orders.
By John C Lately on Oct 20, 2008 | Reply
Thanks for the response John and on a different but related topic:
Bernanke during his testimony today had a parapraxis moment when he refered to the “Treasury of the Secretary” instead of the “Secretary of the Treasury”. Quite a war chest the man controls; scary the concentration of power. And evidently Bernanke agrees.