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Rolling and expiry dates for emissions futures contracts

Discussion in 'Derivatives' started by BinksInTown, Jun 19, 2019.

  1. BinksInTown


    Likes Received:
    Jun 19, 2019
    Hello, I'm trying to work with historical prices of futures on emissions EUA, which I downloaded from Bloomberg terminal. I have timeseries which span years, and I need to find corresponding rolling dates and expiry dates. Questions: for given below contract description, MO13 Comdty, what does Underlying field "MOU9 Comdty" mean? Also, I expanded list of contracts and I can see that all of them have Start and End dates around 3 months - but I would expect a Generic 13th 'MO' Future contract to have a longer time to expiry... How to read that? MO13Cmdty.PNG

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