B basis Nov 30, 2006 #1 I haven't traded bonds in a while, but the last two days h07 is more active than z06. They used to roll the Weds before expiry .... Anyone have an explanation?
I haven't traded bonds in a while, but the last two days h07 is more active than z06. They used to roll the Weds before expiry .... Anyone have an explanation?
N nazzdack Nov 30, 2006 #3 Rollover is usually 2 or 3 business days before the first business day of the delivery month.
