diff --git a/data/futures/csvconfig/spreadcosts.csv b/data/futures/csvconfig/spreadcosts.csv index 95b8372b3f..c8b8885096 100644 --- a/data/futures/csvconfig/spreadcosts.csv +++ b/data/futures/csvconfig/spreadcosts.csv @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -142,7 +142,7 @@ 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 @@ -150,11 +150,11 @@ 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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -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 @@ -567,10 +567,10 @@ 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 @@ -578,5 +578,5 @@ 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