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  • TED Spread

    Does anyone have an EFS available for the TED Spread? I am hoping to subtract the rates of the 3 month TBill from the 3 month Eurodollar future. Any ideas on how to code that as well? I would appreciate any help as I am new to eSignal. Thanks for the opportunity.

    Scott

  • #2
    If this is a simple calculation between two symbols, maybe a spread will do the trick.

    Thanks.

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    • #3
      What would you suggest for futures these futures (TB #F and ED #F)?

      I want the formula to look like (100 - ED#F) - (100 - TB# F).

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      • #4
        This works for me. Create a symbol for each-

        TEST1 -> 100 - 'ED #F'
        TEST2 -> 100 - 'TB #F'

        Then enter TEST1 - TEST2

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