Hey guys, I am in need of help, I need to find the wti closing futures curve prices specified for at least till 2016 for anytime from 01.12.11 to 14.12.11. I wonder if anyone can point me to where to find it or even much much better send me a msg with the series. Thank you in advance to all answers, and of course SB guaranteed :).
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What were the WTI future prices 1m, 2m, 3m, etc up to 2016 in the days between 01.12 and 14.12 of 2011, I could use one day. Something like this, the prior settle numbers: http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude.html
have no idea...where would we get this data? cap IQ?
I do not think you could get this anywhere free. CME datamine may give you a free trial. Beyond that you need a data service provider.
What is the purpose of this? I actually own all of this data (closing price of every single CL future contract that ever traded on the NYMEX). It wasn't that expensive to buy, but takes some searching for the right vendor and it isn't pretty. Takes a lot of data cleaning to do anything useful with it.
I am doing a case valuation dated the 15th of December 11, I have a one year curve for the 12th of dec and used a curve of may 2012 to project it, it doesnt fit great but should work because of the flat term structure of the rf, the thing is that It is part of my thesis and wanted to add the actual numbers, thats why I could do with just one day, even with the not-so-accurate by say 1% data if need be.
Email the CME or ICE, give them your school, thesis subject and so on. I am sure they will give you the data easily especially if its for only 1 or a couple days.
Thanks!, Ill try that :) (maybe should have started there), I think my approach is good enough, but I want to improve this thing.
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