Futures TED spread make up?

Discussion in 'Financial Futures' started by Elitist Trader, May 2, 2010.

  1. How exactly can one makeup the TED spread with futures? Im assuming most people just use 13-week T-Bill futures (symbol GTB) with 3month Eurodollar futs (symbol GE) of the same expiration? Are the ratios just one to one?
  2. I think most people use the T-note futs vs Eurodollars... Therefore, I heard these things described as TUTED, FVTED, etc.
  3. It's DV01 or duration-weighted, rather than 1:1...
  4. Advantage Futures (dot) com------>Resources----->Upcoming Events----->TED Spread Seminar. Attend if it's convenient or wait for the archive recording. There may actually be some good ideas revealed in the seminar. :cool:
  5. hahha way ahead of ya buddy. Im gonna be watching the recording :)
  6. Aww, too bad. I heard they'll be serving Hennessy Paradis to the attendees after the event. :D
  7. Thanks AF is a good group, didn't know they offered any educational seminars.
  8. schwaan


    Hi, does anyone know of any books on ted spreads - specifically when your trading Euribor vs Schatz, thanks in advance...
  9. What sorts of books might those be? You looking for what ted spreads are, fundamentally, or some sort of a guide to trading schatz vs bor?
    #10     Sep 8, 2010