Rollover Monitor, 17 Feb 2010
Rollover Monitor, 17 Feb 2010
Somebody at Morgan Stanley (I don't know who) put me on an email distribution list, which caused this .pdf file to arrive in my inbox today. It shows Morgan's way of analyzing futures contract rollover timing. Enjoy!
- Attachments
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- roll_monitor.pdf
- Commodity Futures Roll Monitor; Feb 17, 2010
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