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Forwards Spread Calculator

This screen is accessed from the LME Forwards control on the right hand side of the home page, by clicking the icon. The page appears in the main area of the home page. It allows you to calculate a spread from any date to any date.

The default is to calculate from Cash date, but you can also choose to calculate from 3M date or a date of your choice. You must choose a valid end date. If the start date or end date are beyond the 3M date, then they must be a third Wednesday. The 3rd Wednesday dates are highlighted with an orange background. The selected date is shown in orange with a grey background.

When you have selected the dates you require, click the Get Data>> link. The spreads are calculated across all four clearing currencies and displayed with backwardation and contango indicators. It also shows for which settlement date the spread has been based on.