The government hasn't said what role Moody Blues, who has been portrayed as a co-conspirator, played in the investigation.

WSJ: Agent describes grisly cannibal talk at NY trial

In what could be an encouraging sign for sterling, some analysts noted that the euro hasn't been battered by Moody's decision last week to strip France of its triple-A rating, a move that was widely anticipated by investors.

WSJ: Sterling Braces for a U.K. Credit Downgrade

While Moody's hasn't said whether and to what degree it will cut various banks' ratings, officials at multiple top European banks said they expect their grades to be knocked down at least one notch.

WSJ: Downgrades Loom for Banks