Email of the day
Comment of the Day

January 09 2012

Commentary by Eoin Treacy

Email of the day

on adding futures curves to the Chart Library
“One suggestion I have is that I would like to see more of the futures curve. From experience, I believe all I can get are the first two contracts on Fullermoney. I think it would be of value to see the shape of a curve in graph form e.g.; the euro dollar curve or a bond curve.”

Eoin Treacy's view Thank you for this suggestion. However we currently have no capability to compile futures or yield curves in the Chart Library. The nearest proxies are the yield curve spreads of 10-year minus 2-year maturity sovereign bonds and the spread between the 1st and 12th continuation charts for oil.

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