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For the same currency at the short term?I tries to drawn prediction for the 3 months treasury bills and 3 months LIBOR rates from BLOOMBERG.So I drawn the futures of 3 m T-bills and futures on LIBOR rates maturing every three months from now. Surprisingly, for 3,6,9, and 12 months I got the same exact results for the futures on 3 m T-bills and the futures on the 3 m LIBOR . Does anyone have any explanation for that?Can anyone tell me if there is a better fast way to predict the rates of 3 months T-bills and 3 months LIBOR for 3 years ,at the end of each calendar quarter?Thanks

I am not sure how you're arriving at the same rate for 3m T-bill and 3m LIBOR, but I am sure that your conclusion is wrong. 3m bill yields 3.23 at the mom, whereas 3m LIBOR is arnd 4.60. FWIW, the mkt I see on the T-bill - LIBOR 3m basis swap is 145/185; 6m is 115/155