TED spread


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TED spread

Difference between US Treasury bill rate and Eurodollar rate; used by some traders as a measure of investor/trader anxiety or credit quality.

Ted Spread

A measure of credit risk, calculated by subtracting the price of three-month U.S. Treasury securities and three-month eurodollar contracts. These contracts must have the same expiration month. Because Treasury securities are risk-free and eurodollar contracts are not, an increased Ted spread indicates a greater likelihood of default.

TED spread

The price spread that occurs when opposing transactions are made in Treasury bill futures and Eurodollar futures as, for example, a long position in Treasury bill futures coupled with a short position in Eurodollar futures. A long spread that anticipates the price spread between the two contracts will widen could involve buying a T-bill future and simultaneously selling a Eurodollar future. A short spread in which a Eurodollar future is purchased and a T-bill future is sold short would anticipate a narrowing of the price spread.
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earnings per share, TED spread,###Logit mode###VSTOXX index in order to
Specifically, for credit conditions, we use the EBP, the TED spread, and the survey-based measure of bank lending conditions.
The handicapper hasn't been kind to him and he's worse off with Ted Spread, who beat him last time.
But Cheltenham punters will not have missed the fact that Ted Spread was the third Paul Nicholls-trained favourite to fail.
Ted Spread consolidated upon a solid hurdling bow at Ascot in November when sent over this course and distance at the end of December.
The Mark Johnston-trained Corsica predictably set a generous gallop in his role as pacemaker to Rewilding, with Ted Spread and Total Command in respective second and third a mile from home.
6-4 Rewilding, 6-1 Arctic Cosmos, Midas Touch and Snow Fairy, 7-1 Dandino, 8-1 Joshua Tree, 16-1 Ted Spread, 33-1 Theology and Total Command, 50-1 Corsica.
Chart I shows the TED spread which is the difference between 3 month London Interbank Borrowing Rate (LIBOR) and the 3 month Treasury Bill rate from January 2007 through August 2008.
DARRYLL Holland will return to action at Epsom on Thursday and is already thinking about a possible Classic challenge with Ted Spread.
Derby odds:13-8 Jan Vermeer (from 7-4), 11-2 Workforce (from 6), 6-1 Midas Touch (from 7), Bullet Train (from 8), 9-1 Rewilding, 12-1 Azmeel, Cape Blanco, 20-1 Coordinated Cut, 25-1 Al Zir, 40-1 Ted Spread, 66-1 Buzzword, Hot Prospect 150-1 At First Sight, 200-1 Bright Horizon (odds from William Hill).
In arithmetic terms the TED spread is the difference between the (positive) interest rate on overnight, inter-bank loans and the (negative) interest or discount rate on short-term, 3-month U.
The TED spread is the difference between interest rates on three-month Treasury bills, considered risk-free, and three-month dollar Libor, a widely used index for lending between banks and for business and mortgage loans.