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
                                                   

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  1. 4 Responses to “Full Libor Posting”

  2. 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?

  3. 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.

  4. 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.

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