Cash Futures Analysis

Configure the dashboard for Cash Futures Analysis display:

Types of Analysis

Percentage of Traded volume and orderbook spread in 32nds for each market segment

• Plots the traded volume for UST Futures and BrokerTec Cash as a percentage of the hours selected.
• Overlays the bid-ask spread for the selected orderbook levels in 32nds.

BTEC Cash TOB Spread Distribution in 32nds (Percentile Box plot, 50% of the time within the Blue Box, Boundaries 10th and 90th Percentiles)

A box-whiskers (percentile) plot that buckets TOB BrokerTec 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 10th and 90th percentiles.

UST Futures TOB Spread Distribution in 32nds (Percentile Box plot, 50% of the time within the Blue Box, Boundaries 10th and 90th Percentiles)

Similar display to BrokerTec TOB spread distribution but displaying TOB UST futures spreads.

BrokerTec Cash and UST Futures Order book volume

A side-by-side comparison of available BrokerTec cash and U.S. Treasury orderbook volume for the selected orderbook levels.