Support Board
Date/Time: Mon, 10 Mar 2025 07:27:29 +0000
Post From: ZB / ZB ATR
| [2022-03-15 14:22:47] |
| 1+1=10 - Posts: 270 |
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For treasuries/interest rate spreads, this link has the ratios for the most common pairs: https://www.cmegroup.com/trading/interest-rates/intercommodity-spread.html The above link is recommended but I will also explain the generic way that works for any products traded on the CME Group. All the exchange-traded spread margin & ratios are actually listed on each product's website on the CME but depending on the product there can be hundreds of inter-commodity pairs. Thus, you have to download the data to a spreadsheet and then search that way. For example: 1. navigate to: https://www.cmegroup.com/ 2. near top right click on search icon 3. enter product code, "CL", or name "crude oil" 4. in search results click result with "Overview" in title such as "Crude Oil Overview" -- this will take you to product's page. 5. Near middle-left of page you'll see "Overview" is highlighted. On the same row you'll see a button "Margin" -- click on it. 6. When margin page loads underneath the large, bold "Crude Oil - Margins" button there will be a button to "Intras" and "Inters". The former will give you intracommodity, such as CLJ22-CLK22. The latter will give you margins and ratios for intercommodity like we've been talking about. Again, this same process applies for ZN, ZB, or any other CME Group Product. Date Time Of Last Edit: 2022-03-15 14:23:38
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