TED Spread

Discussion in 'Trading' started by ladidalimey, Sep 15, 2005.

  1. ladidalimey

    ladidalimey

    Hi,

    I looking into TED spreads which means the spread between the Treasury and Eurodollar rates. The Eurodollar (ED) future at the CME is used for Eurodollar rate, but given the 13 week T-Bill future at the CME seems to be dead, what do traders use for the Treasury leg?

    L
     
    #1     Sep 15, 2005
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  2. iza

    iza

    Ten year CME or the Eurex 30 year Buxl
     
    #2     Sep 15, 2005
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