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Unfortunately there is only one way to roll over to the next month. Exit
the now front month and reenter the to become the front month taking any
loss or gain that that transaction may occur.
Skip
At 02:11 AM 3/9/98 -0600, De Vries, Trevor wrote:
>R'Ters
>
>Is there any rule-of-thumb for rolling over commodity contracts into the
>next expiry month.
>I have the ability (via dialdata) to rollover contracts up to 30 days
>before, into the new expiry month.
>The problem is what i'm seeing in my charts and what's actually trading is
>not always the same thing.
>
>Regards
>
>Trevor De Vries
>
>
>
James "Skip" Semmons with Eudora Pro Ver 3.0.5(32) USA
Voice: (573) 874-1822 Fax: (573) 443-7304
E.Mail: jsemmons@xxxxxxxxxxxx
Web Site: http://members.sockets.net/~jsemmons
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