These .csv files provide the list of contracts extracted from Bloomberg for the following futures indices:AIH8, AIM8, AIU8, AIZ8, AIH9, AIM9, AIU9. Which are futures indices on the FTSE/JSE Top 40 Index.<div><br></div><div>The BLB_GEN_DATA_Oct.csv contains price information relating to the FTSE/JSE continuation contract, 3-month Jibar, and Top 40 Index. <br> <div>This data was used to generate the data found in the 'ALSI Futures Options Data' folder in this collection.</div><div><br></div><div>This data was used for the production of my minor dissertation at the University of Cape Town.</div></div>
