ICE Euribor Three-Month Calendar Spreads Roll Dashboard

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 data. The volume column highlights, in gold, the contract that has the largest twelve-day moving average. You can change the look-back period for the moving average. You can also enter a calendar date and pull a moving average value of the volume from that date. The top five contracts by open interest are highlighted in gold. If the thirty-minute volume exceeds yesterday's thirty-minute volume for the same time, then the volume is highlighted in red.

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

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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.