The table at the bottom of this page outlines all the functions that are available, outside of the Season Strips and Quarterly Strips.
For the functions available there are a couple additional overrides that are available that can help customize the outcome of the function calculation:
Decimal Override
You can override the decimal precision with any of the functions in the same manner in which you would override decimal precision with a normal user defined expression.
You would do this by appending a comma and number of decimal places. Example: ,2 would go out 2 decimals places
Example: =COFFEEARB(H4),2
Field Override
You can override the field that the function evaluates with on any of the functions in the same manner in which you would override a field with a normal user defined expression.
You would do this by appending a Period and a Field Name. Example: .High would use the field high within the expression.
Example: =COFFEEARB(H4).High
Example: =COFFEEARB(H4).High, 2
Symbol Input
Any of the Functions can take in either a Month Year or Forward designator. This is for both functions that only require a MY and those which require a Full Symbol.
Example: =COFFEEARB(2!),2
Function |
Syntax |
Function Details |
SUGARARB |
=SUGARARB([MoYrLiffeSugar],[MoYrNYSugar]) OR =SUGARARB([MoYrForAllSyms]) |
NYSE Liffe Sugar Root Symbol: W-ENC |
| ICE US Sugar Root Symbol: SB | ||
| Example Usage =SUGARARB(H4,H4) Or =SUGARARB(H4) | ||
| Formula Used = W H4-ENC - (SB H4 * 22.0462) ($/ton) | ||
|
|
|
COFFEEARB |
=COFFEEARB([MoYrLiffeCoffee],[MoYrNYCoffee]) OR =COFFEEARB([MoYrForAllSyms]) |
NYSE Liffe Coffeer Root Symbol: RC-ENC |
| ICE US Coffee Root Symbol: KC | ||
| Example Usage =COFFEEARB(H4, H4) Or =COFFEEARB(H4) | ||
| Formula Used = (RC H4-ENC / 22.0462) - KC H4 (cents/lb) | ||
|
|
|
HEATCRACK |
=HEATCRACK([MoYrHeatOilNY],[MoYrCrudeNY]) OR =HEATCRACK([MoYrForAllSyms]) |
NYMEX Heating Oil Root Symbol: HO |
| NYMEX Crude Root Symbol: CL | ||
| Example Usage =HEATCRACK(Z3,Z3) Or =HEATCRACK(Z3) | ||
| Formula Used = (HO Z3 * 42) - CL Z3 | ||
|
|
|
GASCRACK |
=GASCRACK([MoYrRBOBNY],[MoYrCrudeNY]) OR =GASCRACK([MoYrForAllSyms]) |
NYMEX RBOB Root Symbol: XRB |
| NYMEX Crude Root Symbol: CL | ||
| Example Usage =GASCRACK(Z3,Z3) Or =GASCRACK(Z3) | ||
| Formula Used = (XRB Z3 * 42) - CL Z3 | ||
|
|
|
GASOILCRACK |
=GASOILCRACK([MoYrGasOilICE],[MoYrBrentICE]) OR =GASOILCRACK([MoYrForAllSyms]) |
ICE Gas Oil Root Symbol: GAS-ICE |
| ICE BRENT Root Symbol: BRN-ICE | ||
| Example Usage =GASOILCRACK(Z3,Z3) Or =GASOILCRACK(Z3) | ||
| Formula Used = (GAS 3Z-ICE / 7.45) - BRN 3Z-ICE | ||
|
|
|
HOGO |
=HOGO([MoYrHeatOilNY],[MoYrGasOilICE]) OR =HOGO([MoYrForAllSyms]) |
NYMEX Heating Oil Root Symbol: HO |
| ICE Gas Oil Root Symbol: GAS-ICE | ||
| Example Usage =HOGO(Z3,Z3) Or =HOGO(Z3) | ||
| Formula Used = HO Z3 - (GAS 3Z-ICE / 313) | ||
|
|
|
BRENTWTI |
=BRENTWTI([MoYrBrentICE],[MoYrCrudeNY]) OR =BRENTWTI([MoYrForAllSyms]) |
ICE BRENT Root Symbol: BRN-ICE |
| NYMEX Crude Root Symbol: CL | ||
| Example Usage =BRENTWTI(Z3,Z3) Or =BRENTWTI(Z3) | ||
| Formula Used = BRN 3Z-ICE - CL Z3 | ||
|
|
|
SPREAD |
=SPREAD([Symbol1],[Symbol2]) |
Any 2 symbols can be used |
| Example Usage =SPREAD('CL 1!','CL 2!') | ||
| Formula Used = Symbol1 - Symbol2 | ||
| Subtraction of Two Symbols | ||
|
|
|
RATIO |
=RATIO([Symbol1],[Symbol2]) |
Any 2 symbols can be used |
| Example Usage =RARTIO('CL 1!','CL 2!') | ||
| Formula Used = Symbol1 / Symbol2 | ||
|
|
|
STRIP |
=STRIP([ROOTSymbol],[MoYr1,MoYr2,…]) |
Any Root and any MonthYr or Forward Designator (i.e. 1!, 2!) |
| Example Usage =STRIP(CL ,1!,2!,3!) or =STRIP(CL,Z3,F4,G4,H4) | ||
| Formula Used = Average of Contracts for a given root | ||
|
|
|
AVG |
=AVG([Symbol1],[Symbol2][…]) |
Any number of symbols |
| Example Usage =Avg('CL 1!','BRN 1!-ICE') | ||
| Formula Used = Average of any number of symbols | ||
|
|
|
OILSHARE |
=OILSHARE([SoyBeanOilSymbol],[SoyBeanMeal]) |
Any CME Group Soybean Oil Symbol &Soybean Meal Symbol |
| Example Usage =OILSHARE('ZL Z3','ZM Z3') | ||
| Formula Used = 100 * ZL Z3 * 11 / (ZL Z3 * 11 + ZM Z3 * 2.2) | ||
|
|
|
SOYCRUSH |
=SOYCRUSH([SoyBeanMealSymbol],[SoyBeanOilSymbol],[SoyBeanSymbol]) |
Any CME Group Soybean Meal Symbol & Soybean Oil Symbol & Soybean Symbol |
| Example Usage =SOYCRUSH('ZM F4','ZL F4','ZS F4') | ||
| Formula Used = ZM F4 * 2.2 + ZL F4 * 11 - ZS F4 | ||
|
|
|
CORNCRUSH |
=CORNCRUSH([EthanolSymbol],[CornSymbol]) |
Any CME Group Ethanol Symbol & Corn Symbol |
| Example Usage =CORNCRUSH('ZH Z3','ZC Z3') | ||
| Formula Used = ZH Z3 * 280 - ZC Z3 | ||
|
|
|
BTUSPREAD |
=BTUSPREAD([NatGasSymbol],[CoalSymbol]) |
Any Natural Gas Symbol & Coal Symbol |
| Example Usage =BTUSPREAD('NG Z3','QL Z3') | ||
| Formula Used = NG Z3 - (QL Z3 / 25) | ||
|
|