Libor Skips a Handle

August 28th, 2009 8:01 am | by John Jansen |

Today 0.34750

Yesterday 0.36063

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  1. One Response to “Libor Skips a Handle”

  2. By frankl on Aug 28, 2009 | Reply

    ahem, isn’t the current 3mth LIBOR handle-less? Normally the handle comes *before* the decimal, no? As to the drop, recall that there will be no LIBOR setting on Aug31 due to it being a London holiday, so this is last setting in August.

    cheers,

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