Ted spread returns to pre-Lehman levels

The Ted spread, which tracks the difference between three-month dollar Libor and three-month US Treasury bill yields, stood at 1.26% as of 1540 GMT today, falling from 1.34% at close of trading yesterday. It reached a high of 4.64% on October 10, compared with 1.35% on September 12, the last trading day before the collapse of Lehman.

Three-month dollar Libor stood at 1.41%, a fall of five basis points from its December 29 rate of 1.46%. Over the same time period, euro and sterling Libor witnessed

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