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Flashcard 149627805

Tags
#finance #ted-spread
Question
For example, if the T-bill rate is 5.10% and ED trades at 5.50%, the TED spread is [...]bps.
Answer
40

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For example, if the T-bill rate is 5.10% and ED trades at 5.50%, the TED spread is 40 bps.

Original toplevel document

TED spread - Wikipedia, the free encyclopedia
ge dropped T-bill futures after the 1987 crash,[1] 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). <span>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






Flashcard 149627812

Tags
#finance #ted-spread
Question
For example, if the T-bill rate is 5.10% and ED trades at [...], the TED spread is 40 bps.
Answer
5.50%

statusnot learnedmeasured difficulty37% [default]last interval [days]               
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scheduled repetition interval               last repetition

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For example, if the T-bill rate is 5.10% and ED trades at 5.50%, the TED spread is 40 bps.

Original toplevel document

TED spread - Wikipedia, the free encyclopedia
ge dropped T-bill futures after the 1987 crash,[1] 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). <span>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






Flashcard 149627843

Tags
#finance #swaps
Question
An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal [...].
Answer
to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period

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An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period.

Original toplevel document

Overnight indexed swap - Wikipedia, the free encyclopedia
ader:filter:minify-css:7:3904d24a08aa08f6a68dc338f9be277e */ Overnight indexed swap From Wikipedia, the free encyclopedia Jump to: navigation, search <span>An overnight indexed swap (OIS) is an interest rate swap where the periodic floating rate of the swap is equal to the geometric average of an overnight rate (or overnight index rate) over every day of the payment period. The index rate is typically the rate for overnight unsecured lending between banks, for example the Federal funds rate for US dollars, Eonia for Euros or Sonia for sterling. The fixed ra






Flashcard 149627851

Tags
#bonds #duration #finance
Question
DV01 is short for "dollar value of an [...].
Answer
01" (or 1 basis point)

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DV01 is short for "dollar value of an 01" (or 1 basis point).

Original toplevel document

Bond duration - Wikipedia, the free encyclopedia
nit change in input (a basis point of yield). Dollar duration or DV01 is the change in price in dollars, not in percentage. It gives the dollar variation in a bond's value per unit change in the yield. It is often measured per 1 basis point - <span>DV01 is short for "dollar value of an 01" (or 1 basis point). The names BPV (basis point value) or PV01 (present value of an 01) are also used, although PV01 more accurately refers to the value of a one dollar or one basis point annuity. (For a par