How do you approach trading spreads like this?

Discussion in 'Commodity Futures' started by Adam777, Feb 9, 2017.

  1. Adam777

    Adam777

    Am I reading this right, that these are "US Treasury" exchange traded spreads with Implication turned on?
    https://www.cmegroup.com/trading/interest-rates/files/ics-ratios-2017-03.pdf
     
    Last edited: Aug 4, 2017
    #101     Aug 4, 2017
  2. bone

    bone

    Well, some execution platforms may require that exchange supported, or "implied" spreads be enabled within that platform. In fact, I can think of a few execution platforms that dont even support exchange spreads. Some retail clearing firms don't support exchange spreads (their bread and butter are scalpers). Several charting platforms won't support exchange spreads. A quick call to your platform's Tech Desk would resolve that question. Also, obviously that .pdf does not list the many hundreds of exchange implied Eurodollar Spreads which are intramarket spreads. The US Treasury spreads that are listed in that.PDF are intermarket spreads. That .pdf does NOT include US Treasury exchange implied Calendar Spreads, which are intramarket spreads (same product - legs with different expiry).

    The ICE owned exchanges and Eurex also have many exchange supported implied spreads.
     
    Last edited: Aug 5, 2017
    #102     Aug 5, 2017
    Adam777 likes this.
  3. BAT31

    BAT31

    Adam777, how did you fare in your exploration of spread trading?
     
    #103     Mar 24, 2021
  4. I feel like spread betting is comparatively less risky and can be a great trading strategy. I'm more of a long term player but I have used spread betting to turn a profit once or twice in the past.
     
    #104     Apr 6, 2021
  5. TraDaToR

    TraDaToR

    That was a nice thread. I am wondering if some here like xandman, i960 or propwarrior have found some gold in their tight range multileg mean reverting techniques...Perhaps they will want to share or even better...pretend they wasted their time, when all of a sudden all their posts are on the tax and trading jurisdictions forums...:D
     
    #105     Apr 9, 2021
  6. Ytintod

    Ytintod

    If I have to trade based on spreads, do I need to resort to a certain type of broker/platform or my usual would do?
     
    #106     Apr 10, 2021