Quantifi Tapped for ICE Futures Price-Spread Calculator

Peter Barsoom
Peter Barsoom, ICE COO

The calculator was designed by the two partners to provide several pieces of information, including the underlying spread that corresponds to futures price quotes for specific settlement dates, the price implied by a given spread, and the 'when issued' calculation based on forward starting indices.

"By leveraging Quantifi's experience in analytics we are able to provide credit futures participants with a tool that allows them to assess the relative value of the index futures contract against

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