CQG 2024 What's New: Synthetic Spread Strategies Upgrade

Fixed income traders know that FI markets that are yield based products move in the opposite direction as price based products. The Trading Ratios parameter has been upgraded to deal with this.

If you define a spread as SPREAD(Z10Y-Yield(TYA),,,1B:1B) then the additional B in the trading ratio is buying this spread means buy 1 Z10Y and buy 1 TYA. S is also available. Here is a link to the help file.

whatsnew2024syntheticstatupgradef1