|
PureBytes Links
Trading Reference Links
|
On 05/05/05 16:47 Joe S wrote:
Would someone please tell me what the convention is for calculating
the day to roll over to the next contract month in 30 year T-Bonds,
Interactive Broker's symbol ZB? Specifically, I want to know when to
roll from the current June'05 contract to the September contract.
Thank you very much.
Hey Joe
I would roll over when the next month's volume overtakes the expiring
month's volume. Or 3 days prior to expiry.
Adam
|