Question
Instructions: Use Bloomberg or Factset to help with the following ques- tions. Either obtain screenshots from Bloomberg or Factset, or briefly explain how you would
Instructions: Use Bloomberg or Factset to help with the following ques- tions. 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.
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