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Pastimes : The Naked Truth - Big Kahuna a Myth
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To: Defrocked who wrote (23169)3/4/1999 9:40:00 AM
From: accountclosed  Read Replies (1) of 86076
 
EURO $ MAR99 94.955 UNCH
LIBOR MAR99 95.0275A -.25

they both have the same date. So I am thinking that perhaps euro$ is overnight rate and libor is 90 day libor or something like that.

(edit: probably i have backwards as 90 day would be a higher rate.)

cme.com
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