This Microsoft Excel® spreadsheet presents market data and forward curves of the Globex heating oil contracts. The data includes the outrights, exchange-traded calendar spreads, and synthetic butterfly. The butterfly spread quotes use CQG's spread function with the exchange-traded calendar spreads.
The forward curves use the last trade unless they are outside of the current best bid and ask. In that case, the midpoint of the best bid and best ask is displayed on the charts. The synthetic butterfly spreads use the spread bar function for the last price. The red line is the most recent settlement.
Requires CQG Integrated Client or CQG QTrader, data enablements for all symbols displayed in this spreadsheet, and Excel 2010 or more recent.