Combined Futures (#F)

[Tomcat8]

I cant find anything but I am sure this was discussed sometime.
My question is: Are the #F Futures adjusted or only put together
with no substruction or addition. Thank you.

Tomcat

[MarwanAC]

Hi Tomcat,

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[Tomcat8]

What does this mean?

Keep in mind that these #F symbols are designed to be a continuation of PRICES, not activity.

This means that you dont roll the future at the point of
most liquity. I think so.

But do you also add/substract the difference from the old
future to the new.

Tomcat

[ACM]

Tomcat
#F continuous contracts are not back adjusted.
Alex