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Charting Expired Spreads

ICE Data Services -

While many active spreads have designated symbols, expired spreads must be written out in a formula to be charted.

For example, the formula for 3-Contract spread is (Price of Outer Contract 1 + Price of Outer Contract 2) / 2 - Price of Middle Contract" - where each "price" represents the price of one futures contract with the desired delivery date.

Real symbol example: ((NQ G2025 + NQ J2025) / 2) - NQ H2025