Cash Futures Analysis

Configure the dashboard for Cash Futures Analysis display:

Percentage of Traded Volume and TOB Spread in Cents for Each Market Segment

Features:

  • Plots the traded volume for each of the three markets: CME Group metals futures, and EBS Market and EBS Direct as a percentage of the hours selected.
  • Overlays the bid-ask spread for the selected order book levels for EBS Market and futures.

Note: EBS Direct TOB spreads are not available as they are bilaterally quoted between counterparties.

EBSM TOB Spread Distribution in Cents

A box-whiskers (percentile) plot that buckets TOB EBS Market spreads into an hourly statistical plot. The median spread is shown in orange. The blue box highlights the range observed 50% of the time between the 25th and 75th percentiles.

Metals Futures TOB Spread Distribution in Cents

This feature has a similar display to EBS Market TOB spread distribution but displays TOB CME Group metals futures spreads.

EBSM and Metals Futures Order Book Volume in Ounces

A side-by-side comparison of available EBS Market and CME Group metals futures order book volume for the selected orderbook levels.