The One-, Three-, Six- and Twelve-Month Eurodollar LIBOR Rates All Fell Today

The one-, three-, six- and twelve-month Eurodollar LIBOR rates all fell today. The TED spread expanded.

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Overnight
0.2025

1 Week
0.32188
 
1 Month
0.4375

2 Month
0.87

3 Month
1.09188

6 Month
1.63938

1 Year
1.95

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Right now, the yield on the 91-day U.S. Treasury Bill is 0.095%. Therefore, the TED spread is currently 0.99688 percentage point; it was 0.96438 yesterday, 0.97188 last Friday and 4.34 on October 15, 2008. For the TED spread, a figure between zero and 50 basis points (50 basis points = 0.50 percentage point) is a strong indication that capital is flowing through international credit markets normally.
A Eurodollar is a U.S. dollar deposited in any bank outside the United States, and therefore not subject to regulation by the U.S. Federal Reserve.

Click here for historical LIBOR values.

Click here for a chart comparing LIBOR to the Prime Rate and the target fed funds rate.

Click here to read about how U.S. Dollar LIBOR fixing works.

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