ICE Brent Crude Oil Gas Spreads Monitor

This Microsoft Excel® dashboard displays market data for crude oil spreads traded on the ICE platform using a matrix-style format. The outrights are along the top row and the start of each row. The best bid and best ask are also included. If the latest quote is a new bid, then the bid price is highlighted green. If the latest quote is a new ask, then the ask price is highlighted red.

Below the best bid row for each contract is today’s traded volume. Each volume row is heat-mapped using black for the lowest traded volume and increasing levels of intensity of blue for the higher levels of traded volume. The outright contract at the start of each row is not included in the heat-mapping comparison.

The two forward curve charts use the last trade for the data points unless the last trade is outside of the best bid and best ask, then the mid-point of the best bid and best ask is substituted.

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


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