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What is the continuous index of the stock market lf this month?
All contracts in the latest month (not the current month, explained below) are continuous, because the distance between contract months is different, and the price change law is also different. For example, the price in the delivery month is closest to the spot price, and the contract transactions after three or four months from the delivery month are the most. Therefore, for the convenience of research, we take the form of "continuous" contract to observe. The "continuous month" here is not a fixed month, but always changes. For example, today is 12.22, so "continuous in the current month" is IF090 1, because IF08 12 has been delivered on 12+09 (the third Friday of each month). If 65438+20091October16 (the delivery date of if 0901), then "continuous in the current month" becomes IF0902 again.