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Glossary > T > "Ted Spread" Definition

Ted Spread

The price difference between three-month futures contracts for U.S. Treasuries and three-month contracts for Eurodollars having identical expiration months.

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Ted Spread - The price difference between three-month futures contracts for U.S. Treasuries and three-month contracts for Eurodollars having identical expiration months.

Ted Spread : the price difference between three-month futures contracts for u.s. treasuries and three-month contracts for eurodollars having identical expiration months.