TEDRate goes above VIX when fixed for first time since 2006, exactly 10 years ago.

TEDRATE held above the VIX for 3 months leading up to November. Hadn’t held above for longer than 2 weeks since the 3 months leading into the end of 2006. VVIX made consecutive higher lows (don’t know if there is actually anything here but seemed interesting). Could have some bearing on LIBOR steadily increasing impacting Eurodollar spread.


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