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  2. MONEY MARKETS-U.S. swap spreads widen, three-month Libor ...

    www.aol.com/news/money-markets-u-swap-spreads...

    In another sign of concern brewing in money markets, analysts cited three-month Libor, which rose to 12.5 basis points, a four-week peak, according to Refinitiv data, which may reflect some stress ...

  3. Swap rate - Wikipedia

    en.wikipedia.org/wiki/Swap_rate

    For interest rate swaps, the Swap rate is the fixed rate that the swap "receiver" demands in exchange for the uncertainty of having to pay a short-term (floating) rate, e.g. 3 months LIBOR over time. (At any given time, the market's forecast of what LIBOR will be in the future is reflected in the forward LIBOR curve.)

  4. Libor - Wikipedia

    en.wikipedia.org/wiki/Libor

    Until 1998, the shortest duration rate was one month, after which the rate for one week was added. In 2001, rates for a day and two weeks were introduced. [40] [42] Following reforms in 2013, Libor rates were calculated for 7 maturities. [11] [20] [38] [41] Active until June 2023. 1 day; 1 month; 3 months; 6 months; 12 months; Inactive from ...

  5. U.S. swap spreads widen, three-month Libor rises as risk ...

    www.aol.com/news/u-swap-spreads-widen-three...

    In another sign of concern brewing in money markets, analysts cited three-month Libor, which rose to 12.5 basis points, a four-week peak, according to Refinitiv data, which may reflect some stress ...

  6. Interest rate future - Wikipedia

    en.wikipedia.org/wiki/Interest_rate_future

    A short-term interest rate (STIR) future is a futures contract that derives its value from the interest rate at maturation. Common short-term interest rate futures are Eurodollar, Euribor, Euroyen, Short Sterling and Euroswiss, which are calculated on LIBOR at settlement, with the exception of Euribor which is based on Euribor and Euroyen which is based on TIBOR.

  7. As LIBOR fades away, alternative rates get a closer look - AOL

    www.aol.com/finance/libor-fades-away-alternative...

    R.I.P. to the London Interbank Offered Rate which will die on Jan. 1, 2022 — sort of.

  8. Overnight indexed swap - Wikipedia

    en.wikipedia.org/wiki/Overnight_indexed_swap

    3-month LIBOR is generally a floating rate of financing, which fluctuates depending on how risky a lending bank feels about a borrowing bank. The OIS is a swap derived from the overnight rate, which is generally fixed by the local central bank. The OIS allows LIBOR-based banks to borrow at a fixed rate of interest over the same period.

  9. TED spread - Wikipedia

    en.wikipedia.org/wiki/TED_spread

    The TED spread is an indicator of perceived credit risk in the general economy, [2] since T-bills are considered risk-free while LIBOR reflects the credit risk of lending to commercial banks. An increase in the TED spread is a sign that lenders believe the risk of default on interbank loans (also known as counterparty risk ) is increasing.