Noted! My interpretation was that for ED2 you start with the EDM04 contract that is 2-quarters. Then EDU04 becomes ED1 so I have to roll-over to...
Hi H20 Thanks for explaining again. I read a paper which stated the following: " I construct series of generic ED contracts with different...
So what I wrote is wrong then? We r at 01-01-2004 and I start with EDM04 it is ED1 even though EDH04 is the first contract to expire?
Ok. Let's assume it is 01-01-2004. The first contract to expire is EDH04. I roll-over to the next contract to expire EDM05...and so on. This is...
Thanks for replying so quickly guys. I really appreciate it. Let me summarize your explanation and see if I get it right. 1. ED1 - EDH04 should...
Hi everyone I am looking at Eurodollar Futures contracts and was wondering how to build series ED1 up to say ED20. Let's assume I have data from...
Hi Alexx5 I was looking into your post. I am currently trying to build ED1...ED20 contracts. Would you mind explaining how to go around doing...
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