Friday January 4, 2008 - 12:37:40 GMT
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FX Blog- CHART GVI LIBOR Credit Risk BarometerRefresh page to see updated charts
Note the tumble in GBP rates to BELOW pre sub-prime levels in July. Some expect a BOE rate cut next Thursday...
libor tgt O/N 1mo 2mo 3mo 3m chg Outlook
US 4.25% 4.338 4.515 4.580 4.620 -2.6 -25
UK 5.50% 5.610 5.695 5.746 5.785 -4.1 -25?
EUR 4.00% 4.093 4.205 4.443 4.630 -1.4 UNCH
JPY 0.50% 0.571 0.668 0.765 0.905 1.1 UNCH
CHF 2.75% 2.247 2.407 2.650 2.762 0.7 UNCH
CAD 4.25% 4.218 4.378 4.407 4.450 -2.3 UNCH
AUD 6.75% 6.670 6.658 6.940 7.125 -2.0 +25?
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