Do finacial futures rollover earlier than others?

Discussion in 'Financial Futures' started by Traber, Dec 16, 2008.

  1. Traber


  2. Explain more precisely what you're asking. :confused:
  3. FGBL07


    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.
  4. Traber


    ^^^ Yes. That's what I'm talking about. Sorry for the bad wording.

  5. 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.