SeasonAlgo Forum

Hi,

I've been looking at the Term Structure option under Continuation.

Would I be right in assuming that you disregard the serial months (i.e. the non quarterly months like K,N,Q,V etc)?

I hope this is the case as they are a pain. I guess some people use them.

Thanks,

Nick

Hi Nick

Currently we use all months with one exception for ED, where only quarterly months are used. I don't think that we can disregard them for other commodities, maybe as extra option.

Roman

Hi Roman - Thats good. Personally, I only want to see quarterly contracts in ED, but want to see all contracts in everything else!

So its fine how it is

Nick