Futures (connecting them into curve)

Overview

See below examples how to connect Position-series with each other, creating a curve. Then it can be connected to the main-series.

Examples

Crude Oil Brent curve - current (1-24th Position)

Create curve, but only from 1st Position to 24th Position series.

Crude Oil Brent curve - current and 1y before

Create curve from all Position series - for current date and for 1 year before.

Gas curve - current

Create curve for Gas futures and connect it to 1st Position series.

Futures - currency curve

Create futures curve for a currency (latest and selected date).

Futures - currency curve (flipped currency)

Create futures curve for a currency (latest and selected date). It's the same file as above but currency is flipped from USD/ILS to ILS/USD.

Yield curve from futures

Create Yield curve (with analysis) or through formulas & analyses.