product calendars on CME Group website ?

TraDaToR

TraDaToR

Hello,

I was watching the new CME group website looking for product calendars, and it seems that there aren't there anymore. I found it useful to get first notice date and roll my contracts.

Where can I find it for ex cbot commodities( not to calculate the whatever third friday preceding the eleventh business day of the prior week LOL)?

Also, It seems like lean hogs has no period of notice. Is it right? Can you trade 'til last trading day without danger of delivery?

I am not really aware of delivery mecanism. I just try not to be in the market after first notice. Is it what you all are doing too?

Thanks .
 
?..........Hogs are cash-settled. The spot-month is less volatile than the deferred months because of the 2-day averaging effect and basis convergence. First Notice Day, FND, for grains is the last business day of the month preceding the beginning of the delivery month. Rollovers usually take place after the options expire on the third Friday, atleast a full week before FND.
 
Quote from nazzdack:

?..........Hogs are cash-settled. The spot-month is less volatile than the deferred months because of the 2-day averaging effect and basis convergence. First Notice Day, FND, for grains is the last business day of the month preceding the beginning of the delivery month. Rollovers usually take place after the options expire on the third Friday, atleast a full week before FND.
More...

Thanks for these informations.I may research more before posting. I thought the day of first notice was more complicated than that( I just roll when I see more volume on new contract or watch CME calendars...)
 
Nope. there was a product calendar for each product with date of beginning of trading, first ntice, first delivery, last trading day...However, if it's the last business day of the prior month, it's OK, i can make the calculation...

Thanks.
 
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