More on the TED spread

Regular readers will know that I look at the TED spread as somewhat of a warning bell. When it is rising, especially when rising rapidly, at the very least I tend to respect that as an alert to take special care with longs.

This is a useful article discussing recent activity in short-dated Treasury instruments, and, by implication, the TED spread. Worth a read of you are interested.
New Fee Shakes Up a Lending Market
http://online.wsj.com/article/SB10001424052748703712504576242542837822736.html
(Subscription may be required to access this WSJ page. I don’t have another source, sorry. A digg around on Google can be helpful in accessing WSJ articles.).

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3 Responses to More on the TED spread

  1. Sam says:

    interesting, where do you look at the TED spread?

  2. fmtrading says:

    Usually on the Bloomberg website:
    http://www.bloomberg.com/apps/quote?ticker=.TEDSP:IND

    If the Bloomberg site doesn’t update, there is also a daily update on the Stockcharts site, the code for a chart of the TED spread is $TED. Example:
    http://stockcharts.com/h-sc/ui?s=%24TED

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