Ted spread hits new high
The Ted spread, which tracks the difference between three-month Libor and US Treasury bills, continued to smash previous records as it hit an all time high of 3.93% at 1300 London time today.
Three-month dollar and sterling Libor rates fell today, however, to 4.2888% from 4.3338% and 6.2675% from 6.27% respectively. Three-month euro Libor climbed
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