TED spread の推移

抜粋:

---
Snider goes on to demonstrate that the offshore EuroDollar system has effectively become the true reserve currency, and it’s just as broken as everything else. The commentary is too detailed to reproduce in full here, but the conclusion is clear: The data are telling us that the global EuroDollar system is convulsing:

Snider goes on to observe that not only is the TED-Spread trending upward now, but it’s also seen a marked increase in volatility since late 2015:

20160822_Reset8.jpg


--- http://www.zerohedge.com/news/2016-08-21/jeffrey-snider-all-signs-point-systemic-reset



コメント:

・TED spread とは…

---
The TED spread is the difference between the interest rates on interbank loans and on short-term U.S. government debt ("T-bills"). TED is an acronym formed from T-Bill and ED, the ticker symbol for the Eurodollar futures contract.

Initially, the TED spread was the difference between the interest rates for three-month U.S. Treasuries contracts and the three-month Eurodollars contract as represented by the London Interbank Offered Rate (LIBOR). However, since the Chicago Mercantile Exchange dropped T-bill futures after the 1987 crash,[1] the TED spread is now calculated as the difference between the three-month LIBOR and the three-month T-bill interest rate.
--- https://en.wikipedia.org/wiki/TED_spread

(2016-08-22)
関連記事

コメントの投稿

非公開コメント

プロフィール

横着者 (ご連絡はコメント欄にて)

Author:横着者 (ご連絡はコメント欄にて)

最新記事
最新コメント
最新トラックバック
月別アーカイブ
カテゴリ
検索フォーム
RSSリンクの表示
リンク
ブロとも申請フォーム

この人とブロともになる

QRコード
QR