Research

Looking at USD Libor

22 February 2019 0:00 RaboResearch

Bas van Geffen

Senior Macro Strategist Eurozone

Lyn Graham-Taylor

Senior Rates Strategist

Matt Cairns

Head of Credit Strategy & Regulation

Richard McGuire

Head of Rates Strategy

On 07/02/2019 there was a 4.1bp decline in the 3m USD Libor fixing and this was followed on 18/02/2019 by a 3.9bp decline. These are the two largest daily changes in...