Eurodollar and Fed Funds Futures 
Can anyone help me solve this question….
As of February 5, 2002, two Treasury bonds were priced as follows:
Coupon Maturity TED Spread DV01
3.625 8/31/2003 31.1 1.53
4.500 11/15/2003 35.7 1.75
Qualitatively describe a spread of spreads trade suggested by these
numbers. How much would a trade involving $100,000,000 of the
4.5s of November 15, 2003, make if the TED spread of the two
bonds immediately equalized?
mahen
