The difference between the rate for Treasury Bills and the rate for Eurodollar Bills. The resulting price discrepancy is an indicator of credit risk. An increasing TED spread is thought to indicate increasing risk, while a decreasing TED spread is thought to indicate decreasing risk.
Related information about TED spread:
- TED spread - Wikipedia, the free encyclopedia
The TED spread is the difference between the interest rates on interbank loans and on short-term U.S. government debt ("T-bills"). TED is an acronym formed ...
- Ted Spread Definition | Investopedia
The price difference between three-month futures contracts for U.S. Treasuries and three-month contracts for Eurodollars having identical expiration months.
- Rate:TED Spread
As shown in this post, the movement in the European LIBOR-OIS spread over the past few weeks is similar to the European TED spread and indicates that ...
- TEDSPD: 0.2395 0.01 (4.36%) - TED Spread - CNBC.COM
Real time stock prices for TED Spread, including TEDSPD stock quotes, stock trading and stock prices at CNBC.com.
- What ever happened to the TED spread? : Planet Money : NPR
Jul 9, 2012 ... Once seen as a useful gauge of risk in the banking system, the measure has been tainted by concerns that banks were manipulating a key part ...
- TED spread - Bloomberg
Quotes for .TEDSP:IND aren't available on Bloomberg.com. Get other quotes. You can get .TEDSP:IND quotes with the Bloomberg Professional Service.
- Ted Spread Definition from Financial Times Lexicon
In 2010, the Ted spread has returned slowly to its long-term average of 30 basis points, hitting a low of 11 basis points in March, as confidence returned. But as ...
- TED Spread Hits Highest Level Since Crisis - MarketBeat - WSJ
Nov 21, 2011 ... This shouldn't really shock you, but one measure of bank funding stress has hit its highest level going back to 2009.