FRA/OIS Update
February 12, 2009 at 08:03 AM EST
[Skip to the end] The 18m into 1yr FRA-OIS is now 51 bps mid vs 40 in January The FRA-OIS curve has steepened since January Mar 09 1) 90.00 Jun 09 2) 83.38 Sep 09 3) 78.50 Dec 09 4) 81.50 Mar 10 5) 63.00 Jun 10 [...]
