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#finance #ted-spread
TED spread is now calculated as the difference between the three-month LIBOR and the three-month T-bill interest rate.
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TED spread - Wikipedia, the free encyclopedia
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,[1] the <span>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


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