Mish's Global Economic Trend Analysis Message Board

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Strategies & Market Trends : Mish's Global Economic Trend Analysis

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To: ajtj99 who wrote (88959)	10/23/2008 1:35:33 AM
From: John Pitera	Read Replies (1) of 116555

Hi AJ, the TED spread was hugely in vogue back in 1987 at the time of the crash, it and it's buddy the MOB Spread Muni's over Treasuries was blown out during the Orange County Ca wipeout in 1995. I lost money putting that spread on too late. TED is not as important as the LIBOR-OIS, and also the Commercial Paper rates during this time period, in my opinion. But it's all important and all of these credit metrics and spreads move in discernable patterns. What is pretty impressive is that these credit bench marks are not readily understood by many stock market participants. John

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