DavidBelleFX

TEDSPREAD first sustained period above VIX since 06

QUANDL:FRED/TEDRATE   FRED/TEDRATE
101 0 5
The TEDSpread is an indicator of credit risk. I have no idea if this means anything, but the TedSpread (Red) has been above the VIX             (blue) for the last 3 or so months. This is the first sustained period since late 2006, exactly a decade later. The VVIX             ( volume volatility of the VIX             ) has had declining highs over the period. I'm going to investigate this more and ask some questions as to whether there is anything viable to take from this.
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