Ted spread returns to pre-Lehman levels

The Ted spread, which tracks the difference between three-month dollar Libor and three-month US Treasury bill yields, stood at 1.26% as of 1540 GMT today, falling from 1.34% at close of trading yesterday. It reached a high of 4.64% on October 10, compared with 1.35% on September 12, the last trading day before the collapse of Lehman.

Three-month dollar Libor stood at 1.41%, a fall of five basis points from its December 29 rate of 1.46%. Over the same time period, euro and sterling Libor witnessed

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: