CME Ratio'ed Metals Spreads !!

Discussion in 'Commodity Futures' started by bone, Sep 22, 2016.

  1. trilogic

    trilogic

    ACD method called the Silver perfectly
     
    #21     Oct 7, 2016
  2. Trader13

    Trader13

    Post a chart, please?
     
    #22     Oct 7, 2016
  3. trilogic

    trilogic

    I was joking, or anticipating "commentary" how it "called" for a short.... but di not take it


    Sort of like the "adjectives" all this people money mangers use to "foreshadow" like El Erian , they are dealing with random events and using there best to try to discern

    Just post returns and stats around the return thats all
     
    #23     Oct 8, 2016
  4. i960

    i960

    So these spreads are known by these symbols:
    • GSR: Gold/Silver ratio spread. "Once a reference price is established for Gold, the Gold reference price will be divided by the settlement price of Silver to establish the settlement price of the ratio spread."
    • GPS: Gold - Platinum spread. "Once a reference price is established for Gold, the Platinum settlement price will be subtracted from the reference price of Gold to establish the spread settlement price."
    • PPS: Platinum - Palladium spread. "The settlement for the platinum/palladium spread will be equal to the settlement price for the corresponding settlement price of platinum minus the settlement price of palladium rounded to the nearest PPS tradable tick."
    http://www.cmegroup.com/confluence/display/EPICSANDBOX/Metals

    Other than 4 contracts traded on GPSZ6 back in November I don't see a lick of volume on any of these things.

    He's dead Jim?
     
    Last edited: Mar 18, 2017
    #24     Mar 18, 2017
  5. xandman

    xandman

    Roger. No signs of trading. The only market being made is APR17 for GSR. 60bid/82offer.
     
    #25     Mar 19, 2017
    i960 likes this.
  6. bone

    bone

    For the record, I haven't even bothered to look at these order books as of yet. It is SO difficult for any exchange to introduce a new product.
     
    #26     Mar 20, 2017