ted spread

Discussion in 'Index Futures' started by Riskadverse, Aug 26, 2005.

  1. hello, was just wondering if anyone trades the bobl/schatz against the euribor ?

    Is this a good spread for a beginner ?

    Any advice would be greatly appreciated.

  2. dave202


  3. ig0r


    Just a note, I think traditionally the TED spread refers to ten years against eurodollars
  4. Banjo


  5. I believe the original TED spread was 2 year note against Eurodollars.
  6. mamt8r


    I've been researching a little bit on it lately. It looks like it is actually traded along all different types of duration. 3-month,2,5,10. Im having a problem finding anything as far as ratios or how to properly ratio it. Do any of you know how or can suggest a site or something to read.

    There was some webinar I've yet to watch on at the CME. That may shed more light. I'll post if anything substantial.
  7. try the Eurodollar and Option Handbook... it explains TED
  8. mamt8r


    Thanks. Do you trade them?

    I just have heard a few things about it lately, and its peeked a little interest. More of maybe an indicator than actual trade. Not too sure yet.
  9. pjbreen


  10. cheers, much appreciated
    #10     Aug 30, 2005