Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
I have been trying to figure out the futures roll dates for CBOT/CME grains and interest rates. Specifically when the second calendar contract becomes the lead. There are an array of answers that involve different day count calculations. After doing my own research it appears that the roll takes place 1 day prior to the first notice day. I would greatly appreciate it if someone could confirm this. Thank You
Can you help answer these questions from other members on NexusFi?
The following applies to many (if not most) futures contracts especially those from the Chicago Mercantile Exchange (CME) and Chicago Board of Trade (CBOT).
Rollover is 8 days before expiration.
Expiration is the …
