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CME Group Exchange Spreads

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  • CME Group Exchange Spreads

    I am searching for ticker symbol for CME Group Exchange Spreads, specifically legacy Nymex/Comex.

    I know that legacy CME products are listed as follows: ES Z2:ESH3

    I know that legacy CBOT products are listed (same format) as follows: ZC Z2:ZCH3

    Can anyone tell me what legacy Nymex or Comex products are?
    CL F3:CLG3 does not work.
    CL F3:CLG3=1 does not work
    CL F3=1:CLG3 does not work
    CL F3=1:CLG3=1 does not work.
    Same for GC (Gold).

    Thank you in advance.
    Last edited by JJRR; 12-12-2012, 08:45 AM.

  • #2
    CL F3:CLG3 should be CL F3:CLG3=2

    The gold Spreads should be as follows depending on what you are looking for

    GC F3:GCV4
    GC G3:GCM6=2
    GC G3:GCM7=2
    GC G3:GCV4
    GC G3:GCZ3=2
    GC G3:GCZ5=2
    GC G3:GCZ6=2
    GC G4:GCJ4=2
    GC G4:GCV4
    GC J3:GCV4
    GC J4:GCM4=2
    GC J4:GCV4
    GC M3:GCV4
    GC M4:GCV4
    GC Q3:GCV4
    GC Q4:GCV4
    GC V3:GCV4
    GC V4:GCM5
    GC V4:GCM6
    GC V4:GCM7
    GC V4:GCZ4
    GC V4:GCZ5
    GC V4:GCZ6
    GC V4:GCZ7
    GC Z2:GCQ3=2
    GC Z2:GCV4
    GC Z2:GCZ7=2
    GC Z2BF:GCZ4:GCZ6=2
    GC Z3:GCV4
    GC Z3BF:GCM4:GCZ4=2
    Thank you,
    Eric O.
    eSignal Support

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    • #3
      Eric,
      Thank you for the quick reply.

      CL F3:CLG3 should be CL F3:CLG3=2 does not work for me. I can provide screenshot if needed.

      Regarding GC, some of these symbols work, some do not. The most liquid gold spread should be Feb 2013 (G3) and Apr 2013 (J3)?
      GC G3:GCJ3 does not work for me.
      GC G3:GCJ3=2 does not work for me.

      Thank you.
      Last edited by JJRR; 12-12-2012, 08:56 AM.

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      • #4
        CL F3:CLG3=2 Still NOT working. Help?

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