Jesse's Café Américain

“I know there is a God — I see the storm coming and I see His hand in it — If He has a place for me then I am ready.”

John F. Kennedy, scrawled on a prayer breakfast program, NYT, May 15, 1964

Showing posts with label TED spread. Show all posts
Showing posts with label TED spread. Show all posts
21 May 2010

Much Ado About TED, LIBOR, and Currency Swaps

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There is some alarm being expressed about the recent increase in the TED spread from some quarters this week. Here is a short term chart of ...
02 October 2008

TED Spread Soars to a New Record - Symptom of the EuroDollar Squeeze?

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There is a real possibility that the TED Spread blowout is not an artifact of risk per se, but a symptom of the US dollar squeeze in Europe....
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