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update spread costs csv
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robcarver17 committed Mar 1, 2024
1 parent 7bb46d7 commit 5495a19
Showing 1 changed file with 50 additions and 50 deletions.
100 changes: 50 additions & 50 deletions data/futures/csvconfig/spreadcosts.csv
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
Instrument,SpreadCost
AEX,0.063
AEX_mini,2.4
ALUMINIUM,1.8
ALUMINIUM,1.1
ALUMINIUM_LME,1.0
AMERIBOR-1M,0.0
AMERIBOR-3M,0.0
Expand All @@ -18,8 +18,8 @@ AUDJPY-SGX,0.015
AUD_micro,5.9999999999999995e-05
AUSCASH,0.005
BARLEY,0.0
BB3M,0.017
BBCOMM,0.1
BB3M,0.037
BBCOMM,0.068
BEL20,9.0
BITCOIN,9.4
BITCOIN-BAKKT,0.0
Expand Down Expand Up @@ -54,7 +54,7 @@ CAN-FINANCE,0.0
CAN-GOLD,0.0
CAN-TECH,0.0
CANNABIS_small,0.0
CANOLA,0.95
CANOLA,0.35
CH10,0.25
CHEESE,0.0031
CHF,5.7999999999999994e-05
Expand All @@ -63,30 +63,30 @@ CHFJPY-ICE,0.022000000000000002
CHF_micro,0.00011
CHINA120,0.0
CHINAA-CON,0.2
CLP,3.6e-06
CLP,6.4e-07
CNH,0.00022999999999999998
CNH-CME,0.0
CNH-CME_micro,0.0
CNH-HK,0.0
CNH-onshore,0.00015
CNH-onshore,0.00027
CNHEUR,0.0
COAL,1.6
COAL-GEORDIE,4.5
COAL-RICH-BAY,0.0
COCOA,0.77
COCOA_LDN,1.0
COFFEE,0.1
COPPER,0.00043
COFFEE,0.065
COPPER,0.00027
COPPER-micro,0.0007
COPPER-mini,0.0017000000000000001
COPPER-mini,0.0012
COPPER_LME,1.5
CORN,0.16
CORN-EURO,0.12
CORN-JPN,0.0
CORN_mini,0.2
CORRA,0.008
COTTON,0.25
COTTON2,0.044
COTTON,0.05
COTTON2,0.022
CRUDE_ICE,0.015
CRUDE_W,0.012
CRUDE_W_micro,0.017
Expand All @@ -102,11 +102,11 @@ DJUBS,0.0
DOW,0.82
DOW_YEN,0.0
DOW_mini,0.75
DX,0.043
DX,0.011
EDOLLAR,0.0025
EPRA-EURO,0.0
EPRA-EUROPE,3.2
ETHANOL,0.38
ETHANOL,0.095
ETHER-micro,1.8
ETHEREUM,0.68
ETHRR,0.0
Expand All @@ -115,7 +115,7 @@ EU-AUTO,0.22
EU-BANKS,0.029
EU-BANKS-DIVI,0.12
EU-BANKS2,0.0
EU-BASIC,0.26
EU-BASIC,0.16
EU-CHEM,0.4
EU-CONSTRUCTION,0.23
EU-DIV30,0.68
Expand All @@ -133,7 +133,7 @@ EU-DJ-INDUSTRY,0.6
EU-DJ-INDUSTRY2,0.0
EU-DJ-INSURE,0.35
EU-DJ-MEDIA,2.85
EU-DJ-OIL,0.26
EU-DJ-OIL,0.16
EU-DJ-RETAIL,2.1
EU-DJ-TECH,0.35
EU-DJ-TELECOM,0.15
Expand All @@ -142,19 +142,19 @@ EU-DJ-UTIL,0.18
EU-ESG,0.0
EU-FINANCE,0.2
EU-FOOD,0.25
EU-HEALTH,0.32
EU-HEALTH,0.22
EU-HOUSE,0.35
EU-INSURE,0.12
EU-MEDIA,0.14
EU-MID,0.2
EU-OIL,0.14
EU-REALESTATE,0.1
EU-RETAIL,0.15
EU-TECH,0.27
EU-TECH,0.16
EU-TELECOM,0.0
EU-TRAVEL,0.2
EU-UTILS,0.16
EUA,0.088
EU-UTILS,0.11
EUA,0.031
EUIRS10,0.0
EUIRS2,0.0
EUIRS5,0.0
Expand All @@ -168,7 +168,7 @@ EURCHF,0.00011
EURCHF-ICE,0.0
EURCZK,0.0
EURHUF,0.0
EURIBOR,12.0
EURIBOR,1.8
EURIBOR-ICE,0.0025
EURINR,0.0
EURMXP,0.0
Expand Down Expand Up @@ -196,11 +196,11 @@ FTSEAFRICA40,0.0
FTSECHINAA,1.0
FTSECHINAA-CSOP,0.0
FTSECHINAA-IS,0.0
FTSECHINAH,13.0
FTSECHINAH,5.4
FTSEINDO,5.4
FTSETAIWAN,0.14
FTSEVIET,12.0
GAS-LAST,0.0027
FTSEVIET,5.4
GAS-LAST,0.0017000000000000001
GAS-PEN,0.002
GASOIL,0.21
GASOILINE,0.00049
Expand All @@ -209,7 +209,7 @@ GASOILINE_micro,0.037000000000000005
GAS_NL,0.0
GAS_UK,0.0
GAS_US,0.0011
GAS_US_mini,0.005
GAS_US_mini,0.0028000000000000004
GBP,6.1e-05
GBP-ICE,0.0
GBPCHF,0.00021
Expand All @@ -236,7 +236,7 @@ GOLD-mini,0.24
GOLD_micro,0.08800000000000001
HANG,1.5
HANG-DIV,0.0
HANGTECH,0.0
HANG-TECH,0.0
HANGENT,1.0
HANGENT-GTR,0.0
HANGENT-NTR,0.0
Expand All @@ -245,12 +245,12 @@ HANG_mini,2.0
HEAT-DEG-AMS,0.0
HEAT-DEG-LON,0.0
HEAT-DEG-NY,0.0
HEATOIL,0.0007700000000000001
HEATOIL,0.00054
HEATOIL-ICE,0.0011
HEATOIL-mini,0.0325
HEATOIL_micro,0.0
HIBOR,0.0
HIGHYIELD,0.028
HIGHYIELD,0.037
HOUSE-BO,3.4
HOUSE-CG,3.0
HOUSE-DC,0.0
Expand All @@ -261,12 +261,12 @@ HOUSE-MI,4.1
HOUSE-NY,3.6
HOUSE-SD,2.45
HOUSE-SF,1.95
HOUSE-US,2.4
HOUSE-US,1.7
HSCEI-DIV,0.0
HUF,6.5000000000000004e-06
HUFEUR,0.0
IBEX_mini,2.5
IBEX,0.0
IBXEX,0.0
IG,0.029
IND-BANK,0.0
IND-FIN,0.0
Expand All @@ -281,8 +281,8 @@ IRON-CME,0.0
IRS,0.0006799999999999999
JGB,0.005
JGB-SGX-mini,0.01
JGB-mini,0.24
JP-REALESTATE,1.6
JGB-mini,0.12
JP-REALESTATE,1.0
JPY,2.7e-07
JPY-SGX,0.01
JPY-SGX-TITAN,0.01
Expand All @@ -297,16 +297,16 @@ KR10,0.0065
KR3,0.005
KRW,0.00015
KRWJPY,0.0
KRWUSD,1.6000000000000001e-06
KRWUSD_mini,0.00016999999999999999
KRWUSD,5.8e-07
KRWUSD_mini,0.00011
LEAD_LME,1.8
LEANHOG,0.026000000000000002
LIBOR1,0.01
LIVECOW,0.018000000000000002
LUMBER,2.1
LUMBER-new,2.8
LUMBER-new,1.2
MARS-ARGUS,0.0
MIB,5.0
MIB,2.9
MIB-DIVI,0.0
MIB_micro,0.0
MIB_mini,0.0
Expand Down Expand Up @@ -352,7 +352,7 @@ NASDAQ,0.24
NASDAQ_micro,0.24
NASDAQ_mini,0.0
NICKEL_LME,0.0
NIFTY,3.3
NIFTY,5.2
NIFTY-IN,0.0
NIKKEI,2.5
NIKKEI-CME,0.0
Expand All @@ -369,7 +369,7 @@ NZD,4.2e-05
OAT,0.0072
OAT5,0.0
OATIES,0.98
OJ,1.075
OJ,0.73
OMX,25.0
OMX-SWE,0.0
OMXESG,0.0
Expand All @@ -379,7 +379,7 @@ PIPELINE,0.0
PLAT,0.23
PLAT-JPN,0.0
PLAT-JPN_mini,0.0
PLN,0.00014
PLN,9.2e-05
PLZEUR,0.0005
PRECIOUS_small,0.0
R1000,0.4
Expand All @@ -391,7 +391,7 @@ RICE,0.022000000000000002
ROBUSTA,0.84
RUBBER,0.1
RUBBER-RSS,0.48
RUR,4.4e-05
RUR,1.1e-05
RUSSELL,0.11
RUSSELL-GROWTH,0.0
RUSSELL-VALUE,0.0
Expand All @@ -400,7 +400,7 @@ SARONA,0.0025
SEK,2.9999999999999997e-05
SGD,0.00014
SGD_mini,0.00018
SGX,11.0
SGX,62.0
SHATZ,0.0025
SILVER,0.004
SILVER-mini,0.0125
Expand All @@ -415,7 +415,7 @@ SOFR1,0.0025
SONIA,0.0
SONIA1,0.0
SONIA3,0.0025
SOYBEAN,0.25
SOYBEAN,0.17
SOYBEAN_mini,0.35
SOYMEAL,0.091
SOYOIL,0.015
Expand Down Expand Up @@ -484,19 +484,19 @@ SS-ZUR-INSR,0.0
STEEL,5.4
STERLING3,0.0025
SUGAR11,0.005
SUGAR16,0.3
SUGAR16,0.57
SUGAR_WHITE,0.2
SWISSLEAD,3.3
SWISSLEAD,6.9
TECDAX,0.0
TECH60_small,0.0
THB,0.08
TIN_LME,12000.0
TIN_LME,2300.0
TOPIX,0.18
TOPIX30,0.0
TOPIX_Large,0.0
TSE60,0.0
TSX,0.0
TWD,0.0093
TWD,0.0060999999999999995
TWD-mini,0.00015
UMBS-20,0.0
UMBS-25,0.0
Expand All @@ -507,7 +507,7 @@ UMBS-45,0.0
UMBS-50,0.0
URANIUM,0.0
US-BIOTECH,0.0
US-DISCRETE,0.48
US-DISCRETE,0.33
US-ENERGY,0.3
US-FINANCE,0.12
US-HEALTH,0.3
Expand All @@ -522,7 +522,7 @@ US-RETAIL,0.0
US-SEMICONDUCTOR,0.0
US-STAPLES,0.17
US-TECH,0.35
US-UTILS,0.25
US-UTILS,0.17
US10,0.008
US10U,0.0081
US10Y_micro,0.0
Expand Down Expand Up @@ -567,16 +567,16 @@ V2X,0.026
VHANG,0.0
VIX,0.025
VIX_mini,0.032
VNKI,0.24
VNKI,0.17
VOLQ,0.0
WATER-CALI,0.0
WHEAT,0.37
WHEAT,0.26
WHEAT-ASX,0.0
WHEAT_ICE,0.7
WHEAT_mini,0.28
WHEY,0.59
WTI_small,0.0
YENEUR,0.011000000000000001
YENEUR-ICE,0.0
ZAR,3.6e-05
ZAR,2.1e-05
ZINC_LME,1.8

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