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» CME Currencies Continuous Contract Rollover
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| Author | Topic: CME Currencies Continuous Contract Rollover (3 messages, Page 1 of 1) |
 mikem -Interested User- Posts: 1 Joined: Dec 9, 2010 |
Posted: Dec 9, 2010 05:52 AM
Msg. 1 of 3
Yesterday, 12/8/2010, the continuous contracts for EU (@EU#C) and BP (@BP#C) were quoting the Mar11 contract. Today, 12/9, they are quoting the Dec10 contract. Does anyone have any idea what's going on?
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Stan S -DTN Guru- Posts: 256 Joined: Apr 13, 2006 
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Posted: Dec 9, 2010 07:17 AM
Msg. 2 of 3
Hi Mikem,
We have adjusted the roll dates for currencies to 3 days before the expiration date. it was 6 days. They were tracking March 2011 yesterday & are tracking Dec 2010 today. Sorry for the confusion. Stan S What we do today, determines how people remember us forever. Be the positive force in someone life. |
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Dec 13, 2010 07:42 AM
Msg. 3 of 3
Looks like the currency futures volume rolled on Friday last week
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