TED Spread at 2.00!!!!

Discussion in 'Trading' started by MrDODGE, Mar 19, 2008.

  1. AAAAAAAAAAAAHhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhhh! :eek:
  2. "The price difference between three-month futures contracts for U.S. Treasuries and three-month contracts for Eurodollars having identical expiration months. "

    "When the euro was launched in 1999, replacing the Mark and other European

    Just double checking the dates involved. Perhaps the credit spreads to the Mark or something in 1987 (can't remember for sure).

  3. [​IMG]

    The spike at the end occurred in August.
  4. Gotcha, thanks!!

  5. The market crashed "first", then short term bonds rallied driving down yields if I am not mistaken. I think you might imply the wrong causality.
  6. The article I was reading made it sound like it happened the other way around.
  7. Right, it has nothing to do with the "Euro".
  8. There is a squeeze in T-Bills this morning. All the money-market funds are looking for nothing but the best quality.

    This means nothing with regard to the share markets
    #10     Mar 19, 2008