In addition to the posting of the inter-city quotes for both the East and West Coast from last week, this week I’ve added some CUS versus regional inter-city spreads. I chose to focus on the Nov 2016 contracts as that should be the one where relative value plays out the strongest over time.
I’ll post these, and updates as I see them, to the reports section here.
You can follow all spread markets (inter-city as well as calendar spreads) on the CME links noted on the right-hand column of my home page.
Again, any permutation of regional contracts and expirations is possible, and there are too many to show (somewhat tight markets) at one time. Please contact me email@example.com if there’s a combination that you’d like to discuss.