Add Seasonal Spread Chart Dialog

Years

Description

Year

Years to view chart history from

Individual Years

Only time series from the selected years will be displayed

Statistics

Only statistical overlays are plotted for selected years. Statistical overlays are 3 lines:

Min - Lowest settle over the selected years. Does not include current year in calculation
Max - Highest settle over the selected years. Does not include current year in calculations
Average - Average settle over the selected years. Does not include current year in calculations
When you include current year in your range, you can choose to optionally include those values in the average. This will only apply to average, not min or max.

Include current year in Avg

When you include current year in your range, you can choose to optionally include those values in the average. This will only apply to average, not min or max.

Statistics Band

Display the statistics overlay as a band plot

Both

Individual years and statistics are displayed

Contract Form

Description

Single Symbol

Select to chart symbols such as indices, stocks, or futures continuation

Symbol

Two tabs, #1 and #2. Input field for symbols you wish to spread. Input 1st leg in #1 and second leg in #2

Futures Spread

Select to spread futures contract. Use "Single Symbol" for Futures Continuation Symbol.  Two Tabs, # 1 & # 2.   Root, Suffix, Exp. Month, & Pick Period Prior to Exp must be independently entered for both Tabs # 1 & # 2.

Root

Input field for the futures root symbol

Suffix

Input field for futures symbols that contain a suffix at the end

Contract Month

Select the contract month for the futures

Offset

View history from the year prior to contract year for the symbol. Example: Offset of 1 year prior to expiration for M will use the M19 contract in 2018 instead of M18.

Years

The number of years to offset

Season

Description

Year Range: Jan 1 - Dec 31

Season is Jan 1 thru Dec 31

Year Range: Ends at Current Contract Expiration

Uses the Futures Contracts expiration date as the range end date.

Year Range: Ends Today (Relative)

Uses current day as the range end date

Specify Month Range

Specify a month range to chart. Month range may span Jan 1st, but is limited to 12 consecutive months

Specify Day Range

Specify a date range to chart. Day range may span Jan 1st, but is limited to 12 consecutive months

Selected Only

Only use the selected months in the curve

Multipliers

Description

Override Default

Select to override the default of 1.00

#1

Multiplier value applied to symbol 1

#2

Multiplier value applied to symbol 2