It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
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Calendar Spread Options (CSOs) are options on the price differential between two futures months. The price differential is defined as a specified nearby futures month price minus a specified deferred futures month price. Unlike standard options, CSOs are sensitive only to the value and volatility of the spread itself, rather than the price of the underlying commodity. Fluctuations in grain and oilseed prices do not affect CSO premiums as strongly as a hedging strategy that simply combines standard options from two different calendar months. This fact card will give you a quick snapshot of who uses these contracts and why, plus the contract specifications you need to know to begin trading.