Autospreader

Autospreader

Configuring Common Spreads

Below are listed parameters for configuring common synthetic spreads. These settings are intended for illustrative purposes and may not be the only way to create these spreads. The performance of these synthetic instruments is dependant on market conditions are in no way guaranteed profitability.

The parameters displayed in the table are entered into the spread configuration fields where labeled in the image below. Note that tick size is entered in the field labeled Override which requires activation of the checkbox. For more information about spread parameters, refer to Spread Configuration.

Crush

Formula: Price Differential Tick Size: 1/100
123
ContractsZS / CMEZM / CMEZL / CME
Ratio-10.011.09.0
Multiplier-1.02.211.0

CRACK

Formula: Price Differential Tick Size: 1/100
123
ContractsCL / CMERB / CMEHO / CME
Ratio-3.02.01.0
Multiplier-1/314.014.0

ES/YM Ratio

Formula: Ratio Tick Size: default
12
ContractsES / CMEYM / CME
Ratio5.0-6.0
Multiplier50.05.0

TUT

Formula: Net Change Tick Size: 1/4
12
ContractsZT / CMEZN / CME
Ratio-2.0-1.0
Multiplier1/4-1/8

TUF

Formula: Net Change Tick Size: 1/4
12
ContractsZT / CMEZF / CME
Ratio4.0-3.0
Multiplier1/4-3/32

TUB

Formula: Net Change Tick Size: 1/4
12
ContractsZT / CMEZB / CME
Ratio6.0-1.0
Multiplier1/4-1/12

FYT

Formula: Net Change Tick Size: 1/4
12
ContractsZF / CMEZN / CME
Ratio3.0-2.0
Multiplier1/4-1/3

FOB

Formula: Net Change Tick Size: 1/4
12
ContractsZF / CMEZB / CME
Ratio5.0-1.0
Multiplier1/4-1/5

NOB

Formula: Net Change Tick Size: 1/2
12
ContractsZN / CMEZB / CME
Ratio3.0-1.0
Multiplier1/2-1/3