Spreads

Workspaces

This Microsoft Excel® spreadsheet presents Eurodollar market data​. The data includes ten years of quarterly contracts for outrights and exchange-traded three-month and six-month calendar spreads.

Quarterly contracts are color-... more

Workspaces

This Microsoft Excel® spreadsheet presents Globex crude oil market data and forward curves. The data includes outrights, exchange-traded calendar spreads, and butterfly spreads. The exchange-traded calendar spreads include the following... more

Workspaces

CQG Integrated Client and CQG QTrader customers can pull the time the high and low occurred during today’s session into a Microsoft Excel® spreadsheet using these RTD formulas:

=RTD("CQG.RTD", ,"ContractData", "EP", "... more

Workspaces

This Microsoft Excel® dashboard offers four charts displaying seventy-five open, high, low, and close bars of a spread. The spread symbols are entered into Excel on the symbols tab and the time frame is set for the charts. The RTD formulas... more

Blogs

Request: I want to plot a historical daily chart of a spread: December Wheat versus December Corn. I want the chart to be a continuation chart and to always use December contracts for the two markets.

Solution: Enter this symbol for the... more

Workspaces

This Microsoft Excel® dashboard displays individual Euribor 3-month calendar spreads and their individual legs for tracking the rolls. All of the active deliveries for each individual symbol are displayed in a single dashboard detailing market... more

Workspaces

This Microsoft Excel® dashboard displays market data for RBOB Gasoline spreads traded on the CME Globex platform. This monitor uses a matrix style format. The outrights are along the top row and the start of each row. The best bid and best ask... more

Workspaces

This Microsoft Excel® dashboard displays individual Short Sterling three-month calendar spreads and their individual legs for tracking the rolls. All of the active deliveries for each individual symbol are displayed in a single dashboard... more

Workspaces

This Microsoft Excel® dashboard displays market data for heating oil spreads traded on the CME Globex platform. This monitor uses a matrix style format. The outrights are along the top row and the start of each row. The best bid and best ask are... more

Workspaces

This Microsoft Excel® dashboard displays market data for crude oil spreads traded on the CME Globex platform. The dashboard is in a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are... more