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View Futures Prices Term Structure

View the real-time and historical term structure of futures prices with the Futures Term Structure window. This window displays a split chart that shows the real-time and historical settlement prices of the existing futures contracts for the given underlying (top chart) and the differences between the older settlement price curves and the most recent selected curve (bottom chart).

To view Futures Term Structure

1.  Select a futures contract.

2.  Use the right-click menu to select Charts and then select Term Structure. Note that if you don't see this command, use the down arrow to expand the list and view all available commands.

Alternatively, use the New Window Search field in Mosaic and start typing Term to see the full tool name.

Data and Data Selection

 

Underlying Prices

The first node of a term structure series is the current or historical underlying index or stock price when it is available. The spot price is rendered by an unfilled symbol. Add horizontal markers at the current spot from the right-click menu by selecting Underlying. The current last price and price change is displayed in the right side of the window header (when available).

Difference series definitions

Highlights/Tooltips

Configuration

Use the Configure icon in the top right corner to manage:

Color scheme
Domain Axis Mode

You can change the display mode of the horizontal axis. It can display the absolute 'Last Trading Days' (uniform or proportional spacing) or the relative 'Days to Last Trading Day' in days.

Price Difference

You can change the display mode of the vertical axis of the difference plot. It can display the real price difference of the selected two series or the percentage price change (as known as return).

Default difference with respect to...

Based on the configuration of this section, the default difference series will be generated with respect to the latest (Today, if selected) series or it will generate incremental differences between the selected dates.

Important Disclosures