Rollover Monitor, 17 Feb 2010

General discussions about futures.
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sluggo
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Joined: Fri Jun 11, 2004 2:50 pm

Rollover Monitor, 17 Feb 2010

Post by sluggo »

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!
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roll_monitor.pdf
Commodity Futures Roll Monitor; Feb 17, 2010
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