Globex Exchange-Quoted Crush Spreads Monitor

This Microsoft Excel® dashboard displays market data for Soybean Crush Spreads traded on the CME Globex platform. These spreads have an added layer of complexity due to the soybean contract not always having the same expiration month as the soybean meal and soybean oil contracts. For example, one crush spread uses October meal and oil contracts spread against the November soybean contract.

The crush spreads will automatically roll. The prices are quoted in 1/4s. For example, 43’02 is 43 & 2/4s and 43’03 is 43 & 3/4s.

You can enter in the symbols for three specific markets in the bottom row of the display for the three depth-of-market displays above the symbol entry cells. Those same symbols will also be used in the bottom three rows of the market quote display.

You can change the symbol for the chart and enter a different time frame below the chart.

Requires CQG Integrated Client or CQG QTrader and Excel 2010 or more recent.

Downloads

Disclaimer

Trading and investment carry a high level of risk, and CQG, Inc. does not make any recommendations for buying or selling any financial instruments. We offer educational information on ways to use our sophisticated CQG trading tools, but it is up to our customers and other readers to make their own trading and investment decisions or to consult with a registered investment advisor. The opinions expressed here are solely those of the author and do not reflect the opinions of CQG, Inc. or its affiliates.