Home > Strip Functions > Other Functions
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) | ||
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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) | ||
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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(Z3,Z3) Or =HEATCRACK(Z3) | ||
| Formula Used = (HO Z3 * 42) - CL Z3 | ||
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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 | ||
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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(Z3,Z3) Or =GASOILCRACK(Z3) | ||
| Formula Used = (GAS 3Z-ICE / 7.45) - BRN 3Z-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(Z3,Z3) Or =HOGO(Z3) | ||
| Formula Used = HO Z3 - (GAS 3Z-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(Z3,Z3) Or =BRENTWTI(Z3) | ||
| Formula Used = BRN 3Z-ICE - CL Z3 | ||
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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,Z3,F4,G4,H4) | ||
| 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 Z3','ZM Z3') | ||
| Formula Used = 100 * ZL Z3 * 11 / (ZL Z3 * 11 + ZM Z3 * 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 F4','ZL F4','ZS F4') | ||
| Formula Used = ZM F4 * 2.2 + ZL F4 * 11 - ZS F4 | ||
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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 | ||
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BTUSPREAD |
=BTUSPREAD([NatGasSymbol],[CoalSymbol]) |
Any Natural Gas Symbol & Coal Symbol |
| Example Usage =BTUSPREAD('NG Z3','QL Z3') | ||
| Formula Used = NG Z3 - (QL Z3 / 25) | ||
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