Do We Have To Create Connection Before Creating SqlCacheDependency?

do we have to create connection and assign it to command object before creating SqlCacheDepency? chek the code below. SqlServer is not invalidating cache when there is update. When i create Dependency using command object, at that time command object does not have connection. It will assign connection to command object in Excute method

SqlCommand cmd = new SqlCommand(commandText);
cmd.CommandType = CommandType.StoredProcedure;
SqlCacheDependency cacheItem = new SqlCacheDependency(cmd);
DataSet result;
result = DBHelper.Execute(cmd);
HttpRuntime.Cache.Insert(cacheItemName, result, cacheItem);