I am currently looking at the corn and wheat futures prices and creating historical forward curves for both commodities dating back to 1st of January 2002.
Does anyone know answers to the following:
To clarify, consider the information CME's website provides for natural gas: 'A new calendar year will be added following the termination of trading in the December contract of the current year.' no such information is provided for corn or wheat.
Thanks in advance. I hope someone can help.
Does anyone know answers to the following:
- Does the exchange add a new contract after each contract's expiration? Or are many new contracts are added at the same time, at a particular time in the year?
- Precisely which date in the month or year are these new contracts added?
To clarify, consider the information CME's website provides for natural gas: 'A new calendar year will be added following the termination of trading in the December contract of the current year.' no such information is provided for corn or wheat.
Thanks in advance. I hope someone can help.