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