Consistent outperformance of Coffee Continuous Contract [as well as Dec 2013/2014 futures contracts] relative to the iPath DJ-UBS Coffee Total Return Sub-Index JO
Comments
rphessing
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How do you trade this? Do you use a spread?
MPortfolios
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I posted this for a colleague that was looking at the futures or options on JO for a long position. Thought important to highlight the consistent outperformance of the futures contracts - probably due to roll issues for the ETN.