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Support for Spreads

Overview

This section explains how the TT LME Gateway handles spread trades.

Carries

The TT LME Gateway supports a prescribed subset of carries:

  • 3rd Wednesday-3rd Wednesday (all combinations for two consecutive months)
  • 3M-3rd Wednesday
  • Cash-3M
  • Cash-3rd Wednesday (for the following three months)
  • Tom-Next