# TED spread (also referred to in German as TED = Treasury Bill Eurodollar Difference)

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- Post ID: 592215
- Modified: 2023-07-25T21:14:10+00:00
- Language: en

## Definition

The difference between three-month LIBOR and the interest rate on U.S. three-month bonds in transactions on the interbank market. - 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 day. The price difference between the two rates is widely regarded as a measure of credit risk. - See depo-repo spread, Eurodollar, LIBOR. Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec. Professor Dr. Eckehard Krah, Dipl.rer.pol. E-mail address: info@ekrah.com https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk https://www.jung-stilling-gesellschaft.de/merk/ https://www.gerhardmerk.de/

## Machine-readable

- Generator: Merk Knowledge 2.0.0