where do I find the historical value of "LIBOR-OIS" spread?

Discussion in 'Trading' started by mizhael, Jun 16, 2011.

  1. mizhael

    mizhael

    I want to find yesterday's number?
    thx
     
    #1     Jun 16, 2011
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  2. Martinghoul

    Martinghoul

    Bloomberg
     
    #2     Jun 20, 2011
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  3. Rodney King

    Rodney King

    #3     Jun 20, 2011
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  4. bone

    bone

    Great question, miz. Very informative spread to watch.
     
    #4     Jun 20, 2011
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  5. bone

    bone

    Miz, overlay that spread with the TED spread as well.
     
    #5     Jun 20, 2011
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