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08.14.15

New Price Ratios for Treasury Intercommodity Spreads (ICS)

Please see the message below from the CME Group.

Effective Sunday, August 16 (for trade date Monday, August 17), new price ratios will become available for Treasury Futures Intercommodity Spreads (ICS) based on December 2015 contract months. Treasury ICS are predefined, implied Treasury futures yield curve spreads listed on CME Globex.

For more information about the December 2015 spreads, please refer to the following page:
http://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2015-12.pdf

The new December 2015 spreads will be available on Sunday, August 16, for customer testing in the New Release environment.

 

 

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The information contained herein is from sources believed to be reliable, but we can not guarantee either its accuracy or completeness. The information is provided for informational purposes only. Nothing contained herein shall be construed as a recommendation to buy or sell commodity futures or options on futures.

 

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