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TED Spread

The price spread that results when opposing transactions are entered into in T-bill futures (T) and Eurodollar futures (ED). For…

Matched Maturity Swap Spread

A swap spread which measures the yield of a specific treasury security against the par swap rate of a swap...

Implied Price TED

The difference between a hypothetical note's yield and the Treasury note's actual yield. The hypothetical note's yield is the full price...