Continuous series of futures

When you request futures (and options) from Datastream you can choose between Life and Dead, but there is also a third option: the continuous serie. From Datastream you can’t see what’s meant by this.

The continuous series are calculated by Thomson, they are not ‘real’ future contracts.

On the Extranet of Datastream (accessible through Datastream Navigator – there is a link in the right upper corner) there is a document (you probably have to login with the DS Navigator username and password) explaining the methodology.

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