nob,fite,tuf spreads

[dimob]

I need advice or Knowledge regarding creating a nob or other yield curve spread that replicates the cbot exchange nob or the other yield curve spreads.

I currently am using CQG's graphs to replicate the yield curve spread that the CBOT offers and would like to ditch thier product.

The previous posts and advice I have received from esignal makes me create a spread that is remarkable different than what I need and is not right. ..The CBOT yield curve exchange product is based on NET CHANGE not price. Can someone direct me . Thanks.

[ACM]

Re: nob,fite,tuf spreads

dimob
Assuming I understood you correctly you may want to see this post by Scott Johnson in reply to a similar query
Alex

Originally posted by dimob
I need advice or Knowledge regarding creating a nob or other yield curve spread that replicates the cbot exchange nob or the other yield curve spreads.

I currently am using CQG's graphs to replicate the yield curve spread that the CBOT offers and would like to ditch thier product.

The previous posts and advice I have received from esignal makes me create a spread that is remarkable different than what I need and is not right. ..The CBOT yield curve exchange product is based on NET CHANGE not price. Can someone direct me . Thanks.

[dimob]

Those are exchange symbols..you can't change the hedge ratios in those.

I'm interested in creating a spread chart not from the exchange spread smbols but from the indivdual outrights...based on net changes.

Some of those spreads rarely trade on the exchange but trade almost simultaneosly like a spread but aren't quoted as such.