TED Spread

theRedBaron · September 29th, 2012, 5:21 pm

Anyone has any knowledge, experience, or recommended resources on this? I am more interested in the short-term, but any additional information and advice will help a lot. Thanks!

Martinghoul · September 30th, 2012, 3:32 pm

You need to be a bit more specific.

nike61062x · October 3rd, 2012, 7:13 pm

TED Spread is a very generic term, but usually refers to Treasury vs Eurodollar strip...or better known as swap spreads.

theRedBaron · October 9th, 2012, 6:41 pm

Yes, I am interested in the (Treasuries-Eurodollars) spread. What makes it move on the long term? What kind of numbers/news/economic releases influence it and in what ways? What makes it move on intraday scale? Why does it move more in certain parts of the day? Who trades this spread and for what reasons? What kind of holding times do people that trade it have?

Martinghoul · October 10th, 2012, 4:18 pm

Oooh-la-la, that's a lot of questions... Have you read the papers that people (incl yours truly) have mentioned in older threads dedicated to this subject?

theRedBaron · October 13th, 2012, 2:37 am

No, any references please?

Martinghoul · October 15th, 2012, 2:05 pm

Check out some of the links I have posted in this thread: SpreadsThey offer a decent starting point.