Ted-spread

100-CME_DL:GEU2020-TVC:US03MY1D

Description

⋅ Jul 15, 2020 12:33 PM

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