I'm reading the docs on CME Metal's settlement methodology and looking at the examples section: https://www.cmegroup.com/confluence/display/EPICSANDBOX/Metals+Futures+Settlement+Algorithm+Examples
For the April contract, since no spreads traded during the 13:15-13:30 settlement window, they calculate an implied bid/ask using all of the calendar spread markets where the April was the deferred leg. Does this mean all spreads traded during the standard market session for this day? I don't understand what all means and how far it reaches.
Also, for the December (deferred) contract, they only use spreads Aug-Dec, June-Dec and Dec-Dec(deferred). What about Feb-Dec, Apr-Dec? Were they simply not traded during the window?