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- TED_spread abstract "The TED spread is the difference between the interest rates on interbank loans and on short-term U.S. government debt ("T-bills"). TED is an acronym formed from T-Bill and ED, the ticker symbol for the Eurodollar futures contract.Initially, the TED spread was the difference between the interest rates for three-month U.S. Treasuries contracts and the three-month Eurodollars contract as represented by the London Interbank Offered Rate (LIBOR). However, since the Chicago Mercantile Exchange dropped T-bill futures after the 1987 crash, the TED spread is now calculated as the difference between the three-month LIBOR and the three-month T-bill interest rate.The size of the spread is usually denominated in basis points (bps). For example, if the T-bill rate is 5.10% and ED trades at 5.50%, the TED spread is 40 bps. The TED spread fluctuates over time but generally has remained within the range of 10 and 50 bps (0.1% and 0.5%) except in times of financial crisis. A rising TED spread often presages a downturn in the U.S. stock market, as it indicates that liquidity is being withdrawn.".
- TED_spread thumbnail Ted-Spread.png?width=300.
- TED_spread wikiPageExternalLink TEDSPD.
- TED_spread wikiPageExternalLink understanding_t.html.
- TED_spread wikiPageExternalLink 14krugman.html.
- TED_spread wikiPageID "5997445".
- TED_spread wikiPageRevisionID "576798935".
- TED_spread hasPhotoCollection TED_spread.
- TED_spread subject Category:Economic_indicators.
- TED_spread subject Category:Economics_terminology.
- TED_spread subject Category:Interbank_offered_rates.
- TED_spread subject Category:Interest_rates.
- TED_spread subject Category:Macroeconomics.
- TED_spread subject Category:United_States_housing_bubble.
- TED_spread type Abstraction100002137.
- TED_spread type Charge113306870.
- TED_spread type Communication100033020.
- TED_spread type Cost113275847.
- TED_spread type EconomicIndicators.
- TED_spread type Fact106636259.
- TED_spread type Index106639674.
- TED_spread type Information106634376.
- TED_spread type InterbankOfferedRates.
- TED_spread type InterestRate113319032.
- TED_spread type InterestRates.
- TED_spread type MagnitudeRelation113815152.
- TED_spread type Message106598915.
- TED_spread type Outgo113275288.
- TED_spread type Possession100032613.
- TED_spread type Rate113325010.
- TED_spread type Rate115286249.
- TED_spread type Relation100031921.
- TED_spread type TransferredProperty113252973.
- TED_spread comment "The TED spread is the difference between the interest rates on interbank loans and on short-term U.S. government debt ("T-bills"). TED is an acronym formed from T-Bill and ED, the ticker symbol for the Eurodollar futures contract.Initially, the TED spread was the difference between the interest rates for three-month U.S. Treasuries contracts and the three-month Eurodollars contract as represented by the London Interbank Offered Rate (LIBOR).".
- TED_spread label "TED Spread".
- TED_spread label "TED spread".
- TED_spread label "TED spread".
- TED_spread label "TED-verschil".
- TED_spread label "Ted (finance)".
- TED_spread label "泰德利差".
- TED_spread sameAs TED_Spread.
- TED_spread sameAs Περιθώριο_TED.
- TED_spread sameAs TED_spread.
- TED_spread sameAs Ted_(finance).
- TED_spread sameAs TED-verschil.
- TED_spread sameAs m.0fjt2m.
- TED_spread sameAs Q1516844.
- TED_spread sameAs Q1516844.
- TED_spread sameAs TED_spread.
- TED_spread wasDerivedFrom TED_spread?oldid=576798935.
- TED_spread depiction Ted-Spread.png.
- TED_spread isPrimaryTopicOf TED_spread.
