Hello, I am fed up with those out of line settlements on grains. Sometimes I watch my statement in the morning and start wondering why I have a 10K hole in my account. "Oh yes it must have settled 20 ticks lower in a deeply liquid calendar spread, it makes total sense". How do you explain those ? According to CME, deferred months settle based on the VWAP of spread transactions bettween 13:14 and 13:15 in the pit and on globex( the average of the 2??? ). Does it mean those pit traders screwed the customers 20 ticks compared to globex to get a 10 ticks off settlement? It seems enormous...