Rollover Monitor, 17 Feb 2010

General discussions about futures.
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sluggo
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Rollover Monitor, 17 Feb 2010

Post by sluggo » Thu Feb 18, 2010 1:06 pm

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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