Libor and TED Spread

[jhill1965]

I have been listening to CNBC and it appears an indicator being used to measure the severity of the credit crunch is the Libor rate and the TED Spread. Does anyone know the correct symbols and exchanges these can be found?

Thanks
Jason

[seiman]

Try
Libor 3 Months (USD) LIB M3-BA

TED is Libor 3 months moins T-Bill 3 Months.

Jean-Pierre

[jhill1965]

Jean-Pierre
Thanks for the tip. Do you know what exchange/service this symbol requires? I don't seem to have it becuase I can't get this symbol to come up.

thanks
Jason

[ACM]

Jason
The Libor rates require a subscription to the British Bankers Association (BBA) Libor Rates. Click the link for the complete symbol list and pricing details
For the 3 Month T-Bill you can use the symbol $IRX [which is based on the 13 week discount rate]
Alex

[jhill1965]

Thanks!

Thanks Alex!

[Larry Marchman]

fwiw, I just stumbled across the Bloomberg TED spread chart...

http://www.bloomberg.com/apps/cbuilder?ticker1=.TEDSP%3AIND

LAM

[ACM]

Re: Thanks!

Jason
You are most welcome.
Also here is a chart of the TED Spread in QCharts using the 3 Month LIBOR and the 13 Week T-Bill
Alex

Originally posted by jhill1965
Thanks Alex!

[tradertom]

[Social Commentary]

Every time I see this chart it really steams me. Dang banks.... grrrr.

[/Social Commentary]

Thanks for posting Alex! And thanks for the link Larry!

Tom