USD FX Basis

Discussion in 'Forex Trading' started by Flapper, Dec 10, 2008.

  1. Flapper



    Anyone know if the USD / EUR libor basis curve is quoted on Bloomberg?
    Or know here I can get a graph for the last year?

    This basis swap is the blow out where USD is in demand V other currencies and cost a further circa 100bps through the basis swap.