Do finacial futures rollover earlier than others?
- Thread starter Traber
- Start date
I can only guess: Are you talking e.g. about the 10-Year U.S. Treasury Note (and its brethren)?
Then have a look at the corresponding Trading Calendar.
They role the last week of the month before expiration month.
Then have a look at the corresponding Trading Calendar.
They role the last week of the month before expiration month.
1) Physical commodities tend to rollover after their options expiration, atleast one week before FND, first notice day. This is much sooner than the same for financials.
2) Bonds and notes rollover a day or two before FND.
3) Stock indices rollover one week before LTD, their last trading day.
2) Bonds and notes rollover a day or two before FND.
3) Stock indices rollover one week before LTD, their last trading day.