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Function |
Syntax |
Function Details |
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SUGARARB |
=SUGARARB([MoYrLiffeSugar],[MoYrNYSugar]) OR =SUGARARB([MoYrForAllSyms]) |
ICE Liffe Sugar Root Symbol: W-ICL |
| ICE US Sugar Root Symbol: SB | ||
| Example Usage =SUGARARB(H18,H18) Or =SUGARARB(H18) | ||
| Formula Used = W H18-ICL - (SB H18 * 22.0462) ($/ton) | ||
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COFFEEARB |
=COFFEEARB([MoYrLiffeCoffee],[MoYrNYCoffee]) OR =COFFEEARB([MoYrForAllSyms]) |
ICE Liffe Coffeer Root Symbol: RC-ICL |
| ICE US Coffee Root Symbol: KC | ||
| Example Usage =COFFEEARB(H18, H18) Or =COFFEEARB(H18) | ||
| Formula Used = (RC H18-ICL / 22.0462) - KC H18 (cents/lb) | ||
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HEATCRACK |
=HEATCRACK([MoYrHeatOilNY],[MoYrCrudeNY]) OR =HEATCRACK([MoYrForAllSyms]) |
NYMEX Heating Oil Root Symbol: HO |
| NYMEX Crude Root Symbol: CL | ||
| Example Usage =HEATCRACK(Z18,Z18) Or =HEATCRACK(Z18) | ||
| Formula Used = (HO Z18 * 42) - CL Z18 | ||
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GASCRACK |
=GASCRACK([MoYrRBOBNY],[MoYrCrudeNY]) OR =GASCRACK([MoYrForAllSyms]) |
NYMEX RBOB Root Symbol: XRB |
| NYMEX Crude Root Symbol: CL | ||
| Example Usage =GASCRACK(Z18,Z18) Or =GASCRACK(Z18) | ||
| Formula Used = (XRB Z18 * 42) - CL Z18 | ||
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GASOILCRACK |
=GASOILCRACK([MoYrGasOilICE],[MoYrBrentICE]) OR =GASOILCRACK([MoYrForAllSyms]) |
ICE Gas Oil Root Symbol: GAS-ICE |
| ICE BRENT Root Symbol: BRN-ICE | ||
| Example Usage =GASOILCRACK(Z18,Z18) Or =GASOILCRACK(Z18) | ||
| Formula Used = (GAS 18Z-ICE / 7.45) - BRN 18Z-ICE | ||
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HOGO |
=HOGO([MoYrHeatOilNY],[MoYrGasOilICE]) OR =HOGO([MoYrForAllSyms]) |
NYMEX Heating Oil Root Symbol: HO |
| ICE Gas Oil Root Symbol: GAS-ICE | ||
| Example Usage =HOGO(Z18,Z18) Or =HOGO(Z18) | ||
| Formula Used = HO Z18 - (GAS 18Z-ICE / 313) | ||
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BRENTWTI |
=BRENTWTI([MoYrBrentICE],[MoYrCrudeNY]) OR =BRENTWTI([MoYrForAllSyms]) |
ICE BRENT Root Symbol: BRN-ICE |
| NYMEX Crude Root Symbol: CL | ||
| Example Usage =BRENTWTI(Z18,Z18) Or =BRENTWTI(Z18) | ||
| Formula Used = BRN 18Z-ICE - CL Z18 | ||
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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 | ||
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RATIO |
=RATIO([Symbol1],[Symbol2]) |
Any 2 symbols can be used |
| Example Usage =RARTIO('CL 1!','CL 2!') | ||
| Formula Used = Symbol1 / Symbol2 | ||
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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,Z18,F19,G19,H19) | ||
| Formula Used = Average of Contracts for a given root | ||
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AVG |
=AVG([Symbol1],[Symbol2][…]) |
Any number of symbols |
| Example Usage =Avg('CL 1!','BRN 1!-ICE') | ||
| Formula Used = Average of any number of symbols | ||
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OILSHARE |
=OILSHARE([SoyBeanOilSymbol],[SoyBeanMeal]) |
Any CME Group Soybean Oil Symbol &Soybean Meal Symbol |
| Example Usage =OILSHARE('ZL Z18','ZM Z18') | ||
| Formula Used = 100 * ZL Z18 * 11 / (ZL Z18 * 11 + ZM Z18 * 2.2) | ||
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SOYCRUSH |
=SOYCRUSH([SoyBeanMealSymbol],[SoyBeanOilSymbol],[SoyBeanSymbol]) |
Any CME Group Soybean Meal Symbol & Soybean Oil Symbol & Soybean Symbol |
| Example Usage =SOYCRUSH('ZM F18','ZL F18','ZS F18') | ||
| Formula Used = ZM F18 * 2.2 + ZL F18 * 11 - ZS F18 | ||
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CORNCRUSH |
=CORNCRUSH([EthanolSymbol],[CornSymbol]) |
Any CME Group Ethanol Symbol & Corn Symbol |
| Example Usage =CORNCRUSH('ZH Z18','ZC Z18') | ||
| Formula Used = ZH Z18 * 280 - ZC Z18 | ||
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BTUSPREAD |
=BTUSPREAD([NatGasSymbol],[CoalSymbol]) |
Any Natural Gas Symbol & Coal Symbol |
| Example Usage =BTUSPREAD('NG Z18','QL Z18') | ||
| Formula Used = NG Z18 - (QL Z18 / 25) | ||
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