In the overnight markets, US dollar Libor moved to 1.1% from 1.16% on Friday. Sterling borrowing costs remained at 3.01% while euro rates decreased slightly to 2.93% from 2.94%.
Three-month dollar Libor fell to 2.21% from 2.22%, while the cost of borrowing euros increased to 3.87% from 3.85%. Sterling rates dropped to 3.87% from 3.91%.
The Chicago Board Options Exchange Volatility Index (Vix), which measures the implied volatility of S&P 500 index options, closed at 55.28 on November 28, up from 5
The week on Risk.net, October 6-12, 2017Receive this by email