|
PureBytes Links
Trading Reference Links
|
Hello Mike,
The roll is when the volume shifts from the front month to the 2nd
month.
I don't know about recent contracts but in the past I have seen them
roll at the beginning of the final month.
best regards
foolsgold
MM> Hello List,
MM> When do the Bonds/Notes (US, TY, FV, TU) roll to the next contract? Is
MM> it a set date or is it based on volume? Where would I find info on this?
MM> S&P contract rolls on the Thursday the week prior to expiration - do the
MM> bonds/notes do the same?
MM> Any info would be greatly appreciated. Thank you.
|