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I was asked about why there are differences in #TEDSPREAD values/plotting, so here’s what you should know. The acronym “TED” is derived from #TREASURIES minus #EURODOLLARS & expresses the difference between theoretically risk free yield & yield with embedded credit risk (cont)…
…classically TED spreads are plotted using same term cash #TREASURY bills against #LIBOR yields. Most often the terms used are 1M & 3M month tenors, though overnight tenors can also be used. Of course any risk free rate can be used such as #SOFR, as in my previous post (cont)…
If you’re wanting to trade #TED spreads using futures and/or you don’t have access to an #EIKON or Bloomberg terminal for cash plots you can construct/trade a viable version of them synthetically using 2Y #TREASURY & #EURODOLLAR futures which is very common (cont)… $ZT $ED $GE
Stocks resumed their plunge, wiping out more than $3 trillion in value this week alone, and U.S. Treasuries yields hit record lows on Thursday (27/2) as the #coronavirus spread faster outside China and investors fled to safe havens. #DataNow 
More #DataNow:
🔹Global equities have now fallen for six straight days.
🔹Spot #gold rose 0.5% to $1,649 per ounce and #silver gained 1% to $18.03 an ounce.
🔹Gold hit a 7-year high at near $1,688 per ounce on Mon (24/2)
reuters.com/article/us-glo…
🔹Global equities have now fallen for six straight days.
🔹Spot #gold rose 0.5% to $1,649 per ounce and #silver gained 1% to $18.03 an ounce.
🔹Gold hit a 7-year high at near $1,688 per ounce on Mon (24/2)
reuters.com/article/us-glo…
#Oil prices slide for fifth day to lowest in a year as #coronavirus fears grow. #Brent crude was down $2.29, or 4.3%, at $51.14 a barrel at 10:31 a.m. ET/ 1531 GMT on Thurs 27/2 - just off the session low of $51.13 a barrel. #COVIDー19 #DataNow reut.rs/2I2baAQ
