Ted Spread

This Issue in United States

Concept of Ted Spread in Futures Trading

In this context of financial law, the following are some alternative definitions of Ted Spread: (a) The difference between the interest rate on three-month U.S. Treasury bills and three-month LIBOR; (b) traditionally, the difference between the price of the three-month U.S. Treasury bill futures contract and the price of the three-month Eurodollar time deposit futures contract with the same expiration month (Treasury Over Eurodollar).