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

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

  1. I want to find yesterday's number?
  2. Bloomberg
  3. bone

    bone ET Sponsor

    Great question, miz. Very informative spread to watch.
  4. bone

    bone ET Sponsor

    Miz, overlay that spread with the TED spread as well.