Support Board
Date/Time: Mon, 13 Jan 2025 18:42:30 +0000
Post From: spreads for US tsy futures
| [2016-02-19 17:18:22] |
| User71961 - Posts: 144 |
|
is there a way to use SC to view custom spreads? For example, the CBOT NOB (Notes Over Bonds) is 3 ZN contracts vs 1 ZB contract. So, in this example I'd like to chart 3*ZN - 1*ZB (this will effectively show the change in the yield spread between the contracts...but in price terms) So, if the ZN price is 131 5/32, and the ZB price is 166 8/32, then my custom spread would be 3*131 5/32 - 166 8/32 = 393 15/32 - 166 8/32 = 227 7/32 can SC do this? |