Ted Spread

What is Ted Spread?

Ted Spread meaning (1) The difference between the interest rate on three-month U.S. Treasury bills and three-month LIBOR; (2) traditionally, the difference between the price of the three-month U.S. Treasury bill futures contract and the price of the three-month Eurodollartime deposit futures contract with the same expiration month (Treasury Over Eurodollar).

 

reference: U.S. COMMODITY FUTURES TRADING COMMISSION – CFTC Glossary

Tags: