Discover and read the best of Twitter Threads about #Eurodollars
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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
1/5 It is done! After 4 years of intense study, field work in #Britain, #Germany, #Mexico and #Brazil my PhD is submitted - hardbound, handstiched. The politics of the invisible: #offshore finance and state power can be accessed here doi.org/10.17863/CAM.4….
2/5 I couldn't be more grateful for the excellent supervision by @HelenHet20 and Jason Sharman @Dept_of_POLIS. What an extraordinary experience!
3/5 A big thank you also to my viva examiners @JBRGreen and @fichtner_jan who read the thing cover to cover, asked great questions and gave helpful advice for the publications to come.
