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Hello RTers,
A detail I have not never understood is how to determine exactly
the "front month" day: is it established by exchange or is it 5 days
before the last trading day?
I'm referring to the stock index futures (ND e SP) and T-bond 30Y.
Obviously I received the messages at the right time from my broker via
email or through the platform but the criteria is obscure for me.
Thanks for your time.
Alberto
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