Reply To: COAL Swaps ( OTC and EXCHANGE ) with Friday Fixings

#8480
Gareth Evenson
Participant

For ComSwap:

Reset Conv = Friday
Roll Convention = Month End
Settlement Period = 1m
Reset Period = 1m
Avg Period = 1m
Nearby = 1

For future pretty similar
Start Date = Start of Month
End Date = end of Month
Reset Conv = Friday
Averaging Period = 1m
Payment Period = 1m

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