Euro Libor falls on ECB rate cut

Three-month dollar Libor moved from 1.16% to 1.14% over the week, while sterling Libor fell from 2.33% to 2.26%.

The Ted spread, which measures perceived counterparty risk by tracking the difference between three-month dollar Libor and US treasury bills, closed yesterday at 0.98% from 1.01% at close on Monday, January 12. At 15:45 London time today, the Ted spread was up to 1.03%.

The overnight markets have been stable this week with euro Libor moving from 2.07% to 2.04% over the week, while

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