Ted-spread

100-CME_DL:GEU2020-TVC:US03MY1D

Beschreibung

⋅ 15. Jul. 2020 12:33

A measure of the Ted-spread using LIBOR based Eurodollar futures and 3 month US treasury bill rate.

Higher Ted-spread signals stress in the interbank market (shadow-market), and is not a healthy sign with regards to liquidty.

Beyond Technical Analysis

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