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« Market and Sector Outlook: An Update on the TCA System | Main | Housing Effects on the Economy »

September 05, 2007

Comments

oldprof

Mojave --

I'm sorry for not responding more quickly to your question, and I am glad that you found some information. I had a surprise trip with a sad mission, so I have gotten a little behind on some things.

I bought some Eurodollar futures a couple of weeks ago and took a small profit on the trade after the TAF results were announced. I did not hedge it with a TED spread type trade, but I also expect that to come in over time.

Thanks for your comment.

Jeff

mojave

Hmm, here's what I found: http://www.cme.com/edu/events/od/eurotedspread.html

Have a great holiday!

mojave

You wrote: "The TED spread is actively followed and traded." I was familiar w/ the old TED spread, long TBill futures / short ED futures (same month contract). Since the CME did away w/ T Bill futures, how is this spread currently traded?

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