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» @YG#
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| Author | Topic: @YG# (6 messages, Page 1 of 1) |
 subq -Interested User- Posts: 7 Joined: May 18, 2007 |
Posted: May 31, 2007 09:08 PM
Msg. 1 of 6
@YG# is still showing June 2007, I believe they rolled to August 2007
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005 
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Posted: Jun 1, 2007 09:39 AM
Msg. 2 of 6
@YG# currently points to the @YGM7 contract (as you pointed out).
The expiration date of the @YGM7 is 06/27/2007. This contract should roll on 06/07/2007. The general rule is that electronic contracts that start with an '@' roll 8 days before the 3rd friday of the expiration month. |
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subq -Interested User- Posts: 7 Joined: May 18, 2007 |
Posted: Jun 1, 2007 12:01 PM
Msg. 3 of 6
Interesting, I got notification from broker to roll.
In addition, the CBOT page shows that the volume is now on August. http://www.cbot.com/cbot/pub/page/0,3181,1463,00.html |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
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Posted: Jun 1, 2007 12:32 PM
Msg. 4 of 6
This is simply a discrepancy in the definition of "front month contract" and the old debate of wether it should be the contract closest to expiration or the most active contract.
While August is the most active currently, June is the closest to expiration. The definition I gave above is how front month is determined in the IQ servers. |
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subq -Interested User- Posts: 7 Joined: May 18, 2007 |
Posted: Jun 7, 2007 08:34 AM
Msg. 5 of 6
Still no roll?
In addition, you guys didn't roll @ES# for today? |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005
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Posted: Jun 7, 2007 10:55 AM
Msg. 6 of 6
This should be resolved
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