===================
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
===================
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.
Overnight
0.2025
0.32188
1 Month
0.4375
2 Month
0.87
3 Month
1.09188
6 Month
1.63938
1 Year
1.95
===================
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.