Hello, just thought in the Trading forum would have most users familiar with futures...
I'm trying to work with historical prices of futures on emissions EUA. I downloaded some data from Bloomberg terminal in our university library.
I have timeseries which span years (actually, 155 columns of some products related to EUA futures with prices going back to January 2008), and I want to find corresponding rolling dates and expiry dates. I know that from description it would be third Monday of expiry month, but from looking at data it doesn’t quite look like that is the case.
Question 1: for given below contract description, MO13 Comdty, what does Underlying field "MOU9 Comdty" mean? Also, I expanded list of contracts and I can see that all of them have Start and End dates around 3 months - but I would expect a Generic 13th 'MO' Future contract to have a longer time to expiry?
https://www.dropbox.com/s/79wjinb6wibfo ... y.PNG?dl=0
Question 2: tbc, once I get back to my office and grab another screenshot for another interesting case.
Thank you for reading!