http://www.myvirtualdisplay.com/2008/03/18/ted-spread-data-from-bloomberg/ Random thoughts and notes to self Fri, 23 Dec 2011 20:21:20 -0700 hourly 1 http://wordpress.org/?v=3.1.2 http://www.myvirtualdisplay.com/2008/03/18/ted-spread-data-from-bloomberg/comment-page-1/#comment-3096 NC Wed, 25 May 2011 11:37:16 +0000 http://www.myvirtualdisplay.com/2008/03/18/ted-spread-data-from-bloomberg/#comment-3096 I don't know any free source. TED spread is not that difficult to compute (take 3-month U.S. dollar LIBOR, subtract the 3-month U.S. T-bill rate, and you're done), but British Bankers Association makes available for free only a limited rolling window of LIBOR data (six months ending two months before the beginning of the current month). For example, right now, the only <a href="http://www.bbalibor.com/rates/historical" target=_blank rel="nofollow">data available for free</a> are for September 2010 through February 2011... I don’t know any free source. TED spread is not that difficult to compute (take 3-month U.S. dollar LIBOR, subtract the 3-month U.S. T-bill rate, and you’re done), but British Bankers Association makes available for free only a limited rolling window of LIBOR data (six months ending two months before the beginning of the current month). For example, right now, the only data available for free are for September 2010 through February 2011…

]]> http://www.myvirtualdisplay.com/2008/03/18/ted-spread-data-from-bloomberg/comment-page-1/#comment-3095 Ameni Sfar Wed, 25 May 2011 08:26:59 +0000 http://www.myvirtualdisplay.com/2008/03/18/ted-spread-data-from-bloomberg/#comment-3095 Please, could you tell me where can i download TED spreads data historical? Please, could you tell me where can i download TED spreads data historical?

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