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When LIBOR Comes Marching Home


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#1 tria

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Posted 04 December 2015 - 04:54 AM

Was that a midway gap 2-weeks ago? napoleon.gif

 


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#2 csw2002

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Posted 04 December 2015 - 11:02 PM

Hi Tria

 

LIBOR moving up is expected as FED is now expected to raise rates. What would be a problem is if LIBOR Treasury Yield spread start to increase dramatically. Are you able to chart that instead?

 

Thanks


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