TED spread

Discussion in 'Index Futures' started by nitro, Aug 16, 2002.

  1. JayS

    JayS

    5 yr Ted Spread
     
    #11     Aug 16, 2002
  2. JayS

    JayS

    10 yr Ted Spread
     
    #12     Aug 16, 2002
  3. nitro

    nitro

    Hmmmm,

    I get nothing when I click on the links :confused:

    nitro
     
    #13     Aug 16, 2002
  4. JayS

    JayS

  5. nkhoi

    nkhoi


    right click on his file (hint: this is not a picture, it is a pdf file) save it to your c drive and open it from there. edit: I'm 2m behind jays :mad: :D
     
    #15     Aug 16, 2002
  6. nitro

    nitro

    #16     Aug 16, 2002
  7. nitro

    nitro

    nkhoi,

    Thanks.

    nitro
     
    #17     Aug 16, 2002
  8. The TED is still traded by pro's in the cash market. Some traders trade the TED exclusively. The TED spread simply measures the risk between US treasuries and US dollar deposits between banks.

    I think the TED has some interesting possibilities as a hedge against disaster in the financial markets. at below 20 in the 3 month area, there is not alot of risk in the trade, but plenty of potential for reward if a large bank collapses and creates a chain reaction of failures.

    With the demise of the T-Bill contract years ago, I have been looking at the alternatives listed in previous posts. I look forward to hearing from anyone who has actually traded them.

    Remember that following the crash in 1929, interest rates on treasuries dropped while rates on non treasuries went up. A repeat of this could make the TED a career trade.
     
    #18     Aug 17, 2002
  9. cartm

    cartm

    This question does not have anything to do with TEDS, but instead of starting a whole new thread I thought it would be appropriate to post this question here. Does anyone know of a way to take advantage of the arm rate I think now at 6% and the fixed rate, I have looked for info on this but have not found any. Like taking advantage of the rates in some type of spread, or if you can post a link where I can get some more info on this it would be most appreciated..........tia
     
    #19     Aug 18, 2002
  10. josbarr

    josbarr

    "Treasury = no risk ('quality'), Libor = more risk"


    They called that the "Led" spread back in the day.


    jbarry@proedgeonline.com
     
    #20     Aug 19, 2002