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9. In the same excel worksheet the SECOND tab gives you the gold futures and the S&P spot index prices. Simply plot them... are they correlated? Eyeball estimation can be v tricky. Compute the correlation coefficient between the series. Digression On 24Sep21 l consolidated the Corn and Gold Data into separate folders within the Homework Assignments Folder, to which some of the following Problems will direct you. They are very similar, containing a DEScription file and graph and/or excel data files on futures prices for December contracts along with Volume and Open Interest. I've also put up a folder containing information on Crude Oil contracts: one is an excel file of particular interest, it contains the prices of the December Futures Contract along with the exchange provided prices for West Texas Intmdt quality crude Spot Prices. That data enables us to compute and study the basis, defined as S(t) - F(t,Dec). It is the fluctuations in the basis that concerns most users of commodities. Finally: I've also consolidated all the S&P Data into a folder called SPEMini. Within the Homework Assignments folder. That has a file called README.Doc which you should read right away! It points out that the Old Futures contract that was scaled so that gains 4 You should note that in the world of Financial Futures it is a more common practice switch the definition: to look at the basis or spread defined as F(t,T) - S(t). In part that's because in the commodity world it is more common to find the constellation of futures prices in the forward curve (the plot of F(t,T) versus T) in backwardation, so that most observed commodity bases {S(t) - F(t,T)} are positive when defined this way. In the world of Financial Futures, however, the basis defined as F(t,T) - S(t) is typically positive: this is true for stocks whenever the interest rate is greater than the dividend yield which was very common until a few years ago. Still, you should be careful when you meet up with professionals who use the words "basis" or "spread" often in conversation - you should ask them whether they mean {Futures minus Spot} or {Spot minus Futures)! and losses were assessed for daily mark-to-market at $250 times the futures price change are now assessed at $50 times. 9. In the same excel worksheet the SECOND tab gives you the gold futures and the S&P spot index prices. Simply plot them... are they correlated? Eyeball estimation can be v tricky. Compute the correlation coefficient between the series. Digression On 24Sep21 l consolidated the Corn and Gold Data into separate folders within the Homework Assignments Folder, to which some of the following Problems will direct you. They are very similar, containing a DEScription file and graph and/or excel data files on futures prices for December contracts along with Volume and Open Interest. I've also put up a folder containing information on Crude Oil contracts: one is an excel file of particular interest, it contains the prices of the December Futures Contract along with the exchange provided prices for West Texas Intmdt quality crude Spot Prices. That data enables us to compute and study the basis, defined as S(t) - F(t,Dec). It is the fluctuations in the basis that concerns most users of commodities. Finally: I've also consolidated all the S&P Data into a folder called SPEMini. Within the Homework Assignments folder. That has a file called README.Doc which you should read right away! It points out that the Old Futures contract that was scaled so that gains 4 You should note that in the world of Financial Futures it is a more common practice switch the definition: to look at the basis or spread defined as F(t,T) - S(t). In part that's because in the commodity world it is more common to find the constellation of futures prices in the forward curve (the plot of F(t,T) versus T) in backwardation, so that most observed commodity bases {S(t) - F(t,T)} are positive when defined this way. In the world of Financial Futures, however, the basis defined as F(t,T) - S(t) is typically positive: this is true for stocks whenever the interest rate is greater than the dividend yield which was very common until a few years ago. Still, you should be careful when you meet up with professionals who use the words "basis" or "spread" often in conversation - you should ask them whether they mean {Futures minus Spot} or {Spot minus Futures)! and losses were assessed for daily mark-to-market at $250 times the futures price change are now assessed at $50 times