Spread Symbology | CQG News
Summary
The 12m DEC16DEC17 Eurodollar and the 12m DEC16DEC17 Sterling spread should be around 2, but I see 34. Why is this? In CQG the EDA spread is quoted as whole numbers and QSA is quoted as a decimal. Multiply QSA by 100 and then the spread will calculate correctly: and currently displays as 2.5.
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