- CRB PowerSystem™ Quick Start Tutorial

Volatility Tab

Create custom Nearby or Continuation data series.

1. Conversion Type: Select Nearby, Continuation or Contract

Conversion Type = Nearby

1. Expiration: Select Use Options expiration dates (default) or Use Futures expiration dates
2. Rollover Period: Select Last Day, days before expiration, Previous Week, Previous Month, day of expiration month or day of month before expiration
   • Last Day: Use contract through last trading day
   • days before expiration: Enter number of days
   • Previous Week: Use contract through last day of previous week
   • Previous Month: Use contract through last day of previous month
   • day of expiration month: Enter calendar day
   • day of month before expiration: Enter calendar day
3. Select series (Nearby 1 - Nearby 99)

Conversion Type = Continuation

2. Expiration: Select Use Futures expiration dates (default) or Use Options expiration dates
3. Rollover Period: Select Last Day, days before expiration, Previous Week, Previous Month, day of expiration month or day of month before expiration
   • Last Day: Use contract through last trading day
   • days before expiration: Enter number of days
   • Previous Week: Use contract through last day of previous week
   • Previous Month: Use contract through last day of previous month
   • day of expiration month: Enter calendar day
   • day of month before expiration: Enter calendar day
4. Select months (January - December)

Conversion Type = Contract

1. Start contract: Enter year (yyyy) and select contract month (F-Z) from drop-down.
2. End contract: Enter year (yyyy) and select contract month (F-Z) from drop-down.

2. Click Apply Changes to save

Back to Main Setup Tab | Proceed to Conversion Process