quick look at some credit stress indicators

Some of the key credit market stress indicators we are watching – values taken 10:45a eastern time on Friday …

TED Spread — 49

LIBOR-OIS — 71

USD 2yr Swap Spread — 51

US Inv Grd Baa/10yr UST Spread — 311

Italy 10yr note — 6.67%

Spanish 10yr note — 6.76%

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