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Libor 3-Mth Dollar/OIS Spread 182bps vs 180bps
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Libor 3-Mth Euro/OIS Spread 163bps vs 165bps
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Libor 3-Mth Sterling/OIS Spread 242bps vs 231bps - BBA
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Libor 1-Mth Dollar Fix 1.90% vs 1.91% - BBA
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Libor 3-Mth Sterling Fix 3.84% vs 3.88% - BBA
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Libor 3-Mth Euro Fix 3.79% vs 3.82% - BBA
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Libor 3-Mth Dollar Fix 2.21% vs 2.22% - BBA
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EU's Kroes Says She Accepts ECB Price Formula for Banks is a Minimum; Has to be Adjusted Upwards Depending on Risk
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BoE Says GBP 20 Bln 3 Month Auction Cover Ratio 0.68
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UK DMO Says 2.25 Bln Sterling 4.25% Gilt Due 2049 Covered 2.12 Times At Sale
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ECB Should Do More on Rates -- French Econ Min
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DAX, Eurofirst Turn Positive
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ECB Lends EUR 339.520 Bln in Weekly Tender
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SNB Allots $3.1 Bln in 84 Day Dollar Repo
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German New Car Registrations Down 17.6% in Nov, Down 1.5% Yr-to-Date
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Euribor One-Wk Fix 3.09% vs 3.13%
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Euribor 3-Mth Fix 3.79% vs 3.82%
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Euribor 6-Mth Fix 3.82% vs 3.86%
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ECB Loans $67.47bln in 84-Day USD Tender
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EZ Oct PPI +6.3% y/y, -0.8% m/m
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Algorithms Where do we (and you) go from here?
FREE ARTICLE A whole industry has developed around algorithmic trading. Connferences, exhibitions, publications carrying articles (not dissimilar to this one) and advertising are but a few of the activities that are providing employment and profits for many. On top read this

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