Child pages
  • Inter Tiers
Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

« Previous Version 4 Current »

 

Inter Commodity Spread Tiers

This report shows the specific tiers associated with each Combined Commodity for Intercommodity Spreading, meaning the offsets for spreads between products of different Combined Commodities but with related underlying instruments.

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 #:   Shows the overall and individual tiers

Start Period:  The beginning date of the tier

End Period:  The ending date of the tier

  • No labels