CME Intercommodity Spreads

[stevie314159]

The CME has added intercommodity spreads (NOB, FYT, etc) as tradable instruments on Globex. The write-up is at http://cmegroup.com/trading/interest...ty-spread.html

When I enter the symbols, such as NOB H9 into a chart, I do get the correct description "Implied Spread-Notes over Bonds", but no data-says Invalid Symbol.

Can you advise if there is data under those symbols?

[ScottJ]

I see the same thing on my system but not sure whether we're supporting these yet or not. I have a query out to our Market Data team and will advise when I know more.

Thanks.

[ScottJ]

Good news. We already support these but treat them as exchange-traded spreads and build them accordingly.

NOB ZN H9IV:ZBH9 10-Year T-note vs. 30-Year T-bond

FOB ZF H9IV:ZBH9 5-Year T-note vs. 30-Year T-bond

TUB ZT H9IV:ZBH9 2-Year T-note vs. 30-Year T-bond

FYT ZF H9IV:ZNH9 5-Year T-note vs.10-Year T-note

TUF ZT H9IV:ZFH9 2-Year T-note vs. 5-Year T-note

TUT ZT H9IV:ZNH9 2-Year T-note vs. 10-Year T-note

You can find others in the Symbol Search tool under "Exchange-traded spreads".

Thanks.

[pcdunham]

Is there any way to get historical data for these spreads?