AGgregator
Fly on the Wall
- Messages
- 9
- Reaction score
- 4
- Points
- 3
At this stage of this impromptu project, I would consider this result a preliminary rough draft as a first attempt on answering the question of which transactions in the CME Daily Reports are for Futures Deliveries and which ones support underlying ETF and other Exchange storages in order to get an idea of CME Vault breakdowns
I made presumptions on a aspects that may still require some more moving around in the 'stocks' shell game. So far, I have not addressed if any Registered to Eligible Adjustments should be applied to either ETF's or Exchange Loans or if such a thing even happens - since they allude to it being 'no problem' in theory to tag Eligible Stocks with a Warrant and subsequently Adjust those to Registered if it happens the other way-around.
There are probably instances where a number reflected on a Daily Report is a summation of multiple transactions from more than one of the Eligible sub-categories, so I'm not sure if or how that may be addressed going forward, but this is a start of breaking down the AG stocks.
Here's the summary of 'suspected' Deliveries. I'll send the Excel file to PMBug should anybody wish to see more of the underlying data and calculations. Interestingly, they used to just Withdraw right from Registered on a regular basis up until about a decade ago.
I made presumptions on a aspects that may still require some more moving around in the 'stocks' shell game. So far, I have not addressed if any Registered to Eligible Adjustments should be applied to either ETF's or Exchange Loans or if such a thing even happens - since they allude to it being 'no problem' in theory to tag Eligible Stocks with a Warrant and subsequently Adjust those to Registered if it happens the other way-around.
There are probably instances where a number reflected on a Daily Report is a summation of multiple transactions from more than one of the Eligible sub-categories, so I'm not sure if or how that may be addressed going forward, but this is a start of breaking down the AG stocks.
Here's the summary of 'suspected' Deliveries. I'll send the Excel file to PMBug should anybody wish to see more of the underlying data and calculations. Interestingly, they used to just Withdraw right from Registered on a regular basis up until about a decade ago.
