Backwardation Index - creative services new york
Backwardation Index - creative services new york
Backwardation Index - creative services new york
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Investment Methodik (3)<br />
___________________________<br />
1. Illustratives Beispiel<br />
Tracking Error to FYA<br />
8%<br />
7%<br />
6%<br />
5%<br />
4%<br />
3%<br />
2%<br />
1%<br />
0%<br />
Filter – Illiquide Kontrakte<br />
Filter – Verzerrte Kontrakte<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
<br />
Tracking Error zum FYAP 1<br />
<br />
<br />
Kontraktwahl <br />
<br />
<br />
<br />
<br />
WIENER ROHSTOFF-KONFERENZ<br />
1 2 3 4 5 6 7 8 9 10 11 12<br />
Punkt auf der Terminkurve
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