TED spread

TED spread
Difference between U.S. Treasury bill rate and eurodollar rate; used by some traders as a measure of investor/trader anxiety. The New York Times Financial Glossary
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The difference between U.S. Treasury bill yields and yields for Euro deposit contracts of the same maturity. The TED spread is used as a measure of investor confidence. When the spread is small, investors are not requiring a large amount of additional compensation for the additional risk of Euro deposits. When the spread is large, investors are willing to give up yield to obtain the higher quality of U.S. Treasury bills. A sudden widening of the TED spread is indicative of a flight to quality.
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Difference between US Treasury bill rate and Eurodollar rate; used by some traders as a measure of investor/trader anxiety or credit quality. Bloomberg Financial Dictionary

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   Abbreviation for Treasury Eurodollar Spread. This is the yield difference between US Treasury bills and Eurodollar futures contracts and is a widely followed spread trade. ► See also Futures, Spread Trading.

Financial and business terms. 2012.

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Look at other dictionaries:

  • TED spread — Ted (finance) Pour les articles homonymes, voir Ted. TED, ou TED spread, en finance, sur les marchés de taux d intérêt, est l abréviation de l expression américaine Treasury Eurodollar. Sommaire 1 Origine et définition …   Wikipédia en Français

  • TED spread — The TED spread is the difference between the interest rates on interbank loans and short term U.S. government debt ( T bills ).Initially, the TED spread was the difference between the interest rates for three month U.S. Treasuries contracts and… …   Wikipedia

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  • TED Spread — Der TED Spread seit Januar 1999 Der TED Spread seit Januar 2007 Der TED Sprea …   Deutsch Wikipedia

  • Ted Spread — The price difference between three month futures contracts for U.S. Treasuries and three month contracts for Eurodollars having identical expiration months. The Ted spread can be used as an indicator of credit risk. This is because U.S. T bills… …   Investment dictionary

  • TED spread — noun the difference in yields between inter bank and U.S. Government loans …   Wiktionary

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  • Spread — est un mot anglais qui signifie, entre autres, écart. Son utilisation, sur les marchés financiers, sous cette acception, est universelle et très diverse. Sur tous les marchés Bid/Ask, de Bid and Ask spread Calendar spread Expiry spread Sur les… …   Wikipédia en Français

  • TED — steht für: Tele Dialog, ein Abstimmungsverfahren per Telefon TED (Konferenz), eine Konferenz für Technology Entertainment Design TED Notepad, einen Texteditor für Windows TED Spread, einen Finanzbegriff für Treasury Bill Eurodollar Difference TED …   Deutsch Wikipedia

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