Untitled

Commentaries — June 2, 2008

Overnight Index Swaps And LIBOR While short-term interest swaps may be moving from LIBOR to the overnight index swap market, spreads have narrowed, not widened, during this shift.

Open Overnight Index Swaps And LIBOR
While short-term interest swaps may be moving from LIBOR to the overnight index swap market, spreads have narrowed, not widened, during this shift.