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Date/Time: Sat, 27 Apr 2024 21:00:43 +0000



Post From: Charting Exchange-Traded Futures Spreads

[2022-02-11 14:41:49]
1+1=10 - Posts: 270
https://www.sierrachart.com/image.php?Image=1644589731174.png

My custom calculated spread on CME's CL front 2 contracts is top chart. Also, I was incorrect about the intermarket exchange-listed spreads. For CL, some of them are listed under its "Get Spread" button -- e.g. HO-CL.

Oh, it looks like you were curious about intra-exchange inter-market spreads on ICE. But if you ever trade inter-exchanges spreads like CME WTI vs ICE WTI, then the following resource may be helpful: https://www.fia.org/resources/global-futures-and-options-trading-reaches-record-level-2020

Specifically, see the "Contract Ranking (2020)" excel doc which reported the annual volume of the top 40-50 contracts across all worldwide exchanges for each category -- Agriculture, Metals, Energy, etc. -- so totaling at least 40 * 6 = 240 worldwide futures contracts.