Where can I find historical weekly (or monthly) rollover premium data for the majors?
Thanks in advance.
Thanks in advance.
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DislikedWhere can I find historical weekly (or monthly) rollover premium data for the majors?
Thanks in advance.Ignored
DislikedWhy would you ever need that data? Are you planning on making historical carry trades?Ignored
DislikedYou can get historical Libor rates from dataservices like eSignal, and adjust them for the interest rate spread. Or you could pull historical roll rates from Oandas web-query (would be easy if you know some scripting..).Ignored