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  • Nicosmind - no the two rates that have diverged to around 10 times their normal spread are the banks's 3month eurolibor rate and the US equivalent OIS rate. Meanwhile the gap between £ 3-month LIBOR and OIS is at a 3-year high. LIBOR is a "commercial" rate in so far as the ECB doesn't really influence it whereas OIS is subject to a Fed target (as is the FF rate). More on this in another video I think as running out of space here...!

  • Ok the bit at the end i dont quite get. It sound like youre talking about the gap between LIBOR and the US over night index swap rate. However its a little bit ambiguous and could easily mean the gap between the overnight swap rate vs the federal reserve rate. Forgive me if it sounds like a silly question i just want to be 100% sure :)

  • I was stalked the other day by a big stalking thing. It had me filled with fear!!

  • Brilliant Video as always!! thanks for doing the good work

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