Version 7.9 includes the ability to display yield and forward curves. This page displays both cash Fed Funds term pricing and the Fed Funds Futures contracts. The cash side quotes overnight out to 1-year term. The futures side quotes 15 contracts. The daily bar chart is linked to futures contracts display. Two forward curve charts plot the cash and the futures contracts curves respectively. Globex and ICAP SwapPx exchanges are required.
Download PAC:
OvernightandTermFedFundsCurves.zip
For more information about yield and forward curve charts in CQG, download this PowerPoint:
CQG Yield and Forward Curve Charts in 7×9
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