http://money.cnn.com/2009/04/21/markets/bondcenter/bonds/index.htm?postversion=2009042116 I have been getting Libor-OIS and TED spread from the above link daily. 3 days ago, CNN stopped reporting these 2 no. So I email them and tell them that it's Their Own CNN Money web site who reported Libor-OIS IS the very first no. that Greenspan look at daily. There is no reply and as of today, there is no report on these 2 no., and unlike other web site, you cannot email the author. So there is no way to communicate w/ the writer. Having said the above, is there some other web site that list the closing figure of TED Spread Libor-OIS
There is no single ticker for Libor-OIS on Bloomberg. Subtract to get the spread. LIBOR USD 3M http://www.bloomberg.com/apps/quote?ticker=US0003M:IND USD SWAP OIS 3 MO http://www.bloomberg.com/apps/quote?ticker=USSOC:IND
Weird, why is the OIS 3m priced at 0.20%?Ever since the fed increased their QE the effective FF averaged 0.15