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LIBOR-OIS Jumps To 49, Highest Spread Since 2012 As Fed Prepares For Rate Increase (Probability of 99.7%)

The LIBOR-OIS spread (between the 3 month Libor rate and the 3 month USD swap overnight indexed swap [OIS]) has risen to its highest levels since early 2012.


The 3 month LIBOR rate is now at 2.145%.


The implied probability of a Fed rate hike at the next meeting is 99.7%.



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