Request:
The 12m DEC16DEC17 Eurodollar and the 12m DEC16DEC17 Sterling spread should be around 2, but I see 34. Why is this?
Solution:
In CQG the EDA spread is quoted as whole numbers and QSA is quoted as a decimal.
Multiply QSA by 100 and then the spread will calculate correctly:
EDAS12Z6-QSAS12Z6*100
and currently displays as 2.5.
More information:
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