Support Board
Date/Time: Sat, 28 Dec 2024 10:39:10 +0000
Post From: Problems with ICE London Cocoa or ICE Robusta rollover logic
| [2016-02-21 10:54:16] |
| i960 - Posts: 360 |
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Why can't the exchange rules be used here? I don't see anything special about a "commodity" future vs any other form of future. They're all futures. The concern with Robusta for instance is the FND being 1 month prior to the end of the contract month. No small specs will trade past the FND, regardless of what the actual last trading day is. I do understand volume based rollover will probably help in that case - but anyone using date based rollover might have issues.
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