Skip to end of metadata
Go to start of metadata

Scanning Tiers

This report shows the tiers (either individual or overall) for each Combined Commodity in a portfolio comprised of tiers that are scanned apart from other tiers within the same Combined Commodity.  For contract periods within a Combined Commodity that are not highly correlated, this allows them to be treated much like separate products.

Comb Comm:  Combined Commodity

The set of all eligible products used to generate a total requirement for each Exchange Complex within a portfolio.  A Combined Commodity generally consists of all products of the same underlying physical. For example, at the CME, the Eurodollar combined commodity encompasses Mid-Curve options, Eurodollars and Eurodollar options. 

Tier #  - Either Overall, or broken down into tier numbers

Start Period: If other than Overall, the beginning date of the tier

End Period: If other than Overall, the ending date of the tier

  • No labels