Calculate the roll-over from crude futures

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Reference no: EM131914249

Instructions: Use Bloomberg or Factset to help with the following questions. Either obtain screenshots from Bloomberg or Factset, or briefly explain how you would do each problem.

1. Obtain the futures contract information for chosen products in a selection of markets (select 1 of each type): indices, commodities, precious metals, agriculture, treasury, fx.

2. Calculate the roll-over from Crude futures from Dec 17 to Jan 18.

3. For a soon-to-expire futures contract, obtain a plot of the futures price and spot price over the last 6 months. You should see convergence of futures to spot.

Reference no: EM131914249

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