CE ÎNSEAMNĂ TED SPREAD ÎN ENGLEZĂ?
TED sa răspândit
Diferența dintre TED este diferența dintre ratele dobânzilor la creditele interbancare și datoria guvernamentală pe termen scurt a SUA. TED este un acronim format din T-Bill și ED, simbolul ticker pentru contractul futures Eurodollar. Inițial, spread-ul TED a reprezentat diferența dintre ratele dobânzilor pentru contractele de trezorerie americane de trei luni și contractul Eurodollars de trei luni, reprezentat de rata dobânzii interbancare de la Londra. Cu toate acestea, din moment ce Chicago Mercantile Exchange a scazut contractele futures pe T-Bill după accidentul din 1987, spread-ul TED este acum calculat ca diferența dintre LIBOR de trei luni și rata dobânzii de trei luni a facturii T. Mărimea spreadului este de obicei exprimată în puncte de bază. De exemplu, dacă rata facturii T este de 5,10%, iar ED tranzacționează la 5,50%, spread-ul TED este de 40 bps. Distribuția TED fluctuează în timp, dar, în general, a rămas în intervalul de 10 și 50 bps, cu excepția situațiilor de criză financiară. Creșterea răspândirii TED declanșează adesea o încetinire a pieței bursiere din S.U.A., deoarece indică faptul că lichiditatea este retrasă.
Definiția TED spread în dicționarul Engleză
Definiția răspândirii TED în dicționar este diferența de valoare dintre contractele futures pe termen de trei luni pentru facturile de trezorerie și pentru eurodolari, utilizate pentru a măsura disponibilitatea băncilor de a împrumuta bani.
CĂRȚI ÎN ENGLEZĂ ÎN LEGĂTURĂ CU «TED SPREAD»
Descoperă întrebuințarea
TED spread în următoarea selecție bibliografică. Cărți în legătură cu
TED spread și extrase din aceasta pentru a furniza contextul de întrebuințare al acestuia în literatura Engleză.
1
Fixed-Income Arbitrage: Analytical Techniques and Strategies
TED Spread as a Put Option The TED spread, the price difference between the
91-day $1 million face value T-bill futures contract and the corresponding 90-day
$1 million Eurodollar futures contract, has been adopted by many as the indicator
...
2
Risk Management, Speculation, and Derivative Securities
structure will deviate from this condition due to restrictions on the underlying
arbitrage. This divergence can provide a basis for designing profitable trading
rules. C. TED SPREAD AND TED TANDEM TRADING STRATEGIES As a spread
trade, ...
3
Kiplinger's Personal Finance
Don't Take Gambles The special characteristics of The TED Spread make it an
almost perfect investment for the small investor with limited funds or people who,
though they may have more money, don't want to take unnecessary gambles.
4
The Great Reckoning: Protecting Yourself in the Coming ...
How It Works T-bills and Eurodollars form the basis of the Ted spread. The "T" in "
Ted" comes from "T-bills." The "ed" comes from "Eurodollars." To execute a Ted
spread, you buy T-bills and sell Eurodollars in equal amounts. The "spread" is ...
James Dale Davidson, William Rees-Mogg,
1994
5
Kiplinger's Personal Finance
So what's the answer? The TED" Spread Well, how about, for example, a little-
known technique that's been around for years . . . and used only by what we call
the "Super- Investors"? You know, the guys who make their living at it. The fat
cats.
6
Kiplinger's Personal Finance
I Here's how you can get all the information you need — and more — on ' I The
TED Spread-Send your name and address to: I Hume & Associates, 835 Franklin
Court, Box 105627, Atlanta, Georgia 30348 I Then we'll send you Superlnvestor ...
7
The CME Group Risk Management Handbook: Products and ...
Just as it may be cumbersome to use a strip of Eurodollar futures in the context of
a TED spread, it may likewise be cumbersome to use cash Treasury securities. In
particular, Treasury note futures are available and may conveniently be spread ...
CME Group, John W. Labuszewski, John E. Nyhoff,
2010
8
Bank Asset and Liability Management: Strategy, Trading, Analysis
Futures gains may be reinvested, and futures losses need to financed. The basic
hedge ratio is usually refined to counteract this timing mismatch, this process is
sometimes called “tailing”. The TED Spread From the inception of the Eurodollar
...
9
Principles of Financial Engineering
The “TED Spread” The difference between the interest rates on Treasury Notes (T
-Notes) and Eurodollar (ED) futures is called the TED spread. T-Note rates
provide a measure of the U.S. government's medium term borrowing costs.
Eurodollar ...
10
Handbook of Hedge Funds
13.2.6 The Treasury-Eurodollar spread (TED) Another common fixed income
arbitrage strategy focuses on the Treasury-Eurodollar spread (TED spread). The
TED spread (Figure 13.7) is defined as the difference between yields on US ...
François-Serge Lhabitant,
2011
ȘTIRI NOI CARE INCLUD TERMENUL «TED SPREAD»
Află ce ziare naționale și internaționale au scris despre și cum este întrebuințat termenul
TED spread în contextul următoarelor știri.
TED spread suggests correction may be coming
Take a look below at the TED Spread which is at a multi-year high. The TED Spread is the difference between three-month LIBOR and three-month Treasury ... «MarketWatch, Iun 15»
Ted spreads ideas in talks from teddy bears to introverts
So you want to go to Ted. Well you'll need to write an extensive application form, explain what makes you tick, demonstrate what you tend to share through ... «Irish Times, Iun 14»
The Ted Spread
In talking about the need for presidents to surround themselves with experts, he recalled someone bring up the Ted spread. He said he didn't even know what ... «Forbes, Mai 14»
Red Spreads
Chinese equivalents of the TED spread and other gauges of financial stress in the US have widened sharply. The widening in the TED spread was one of the ... «New York Times, Feb 14»
Treasurys? No thanks, I'll take bank debt
Has bank debt become more attractive than U.S. Treasurys? That's what recent market developments indicate. The TED spread, which measures the difference ... «CNBC.com, Oct 13»
TED spread relatively low; market liquidity is normal
Ted spread 04.10.2013 Enlarge GraphAn accurate way to measure liquidity, and hence safety, in the banking system is by looking at the TED spread, which is ... «Market Realist, Apr 13»
What ever happened to the TED spread?
Over the last week or so, we've been watching the scandal over manipulation of LIBOR, perhaps the single most important global interest rate: See Robert ... «NPR, Iul 12»
TED Spreads Its Heady Ideas
Now, on the heels of its annual confab last week, TED is testing how far the ideals and ideas of the area's intelligentsia can spread. Chris Anderson, curator of ... «Wall Street Journal, Mar 12»
What Is the European TED Spread Signalling?
Confidence in interbank lending has started improving, but the European TED spread needs to show a more meaningful decline in order for a calmer ... «Minyanville.com, Ian 12»
TED Spread Keeps Surging Higher As Banks Freak Out About …
As the European crisis gets worse, banks are getting more cautious about lending to one another. The "TED Spread," which is the difference between Treasury ... «Business Insider, Nov 11»