Futures Rollover Calendar

Discussion in 'Energy Futures' started by CPTrader, Dec 13, 2012.

  1. There is so much conflicting information on futures rollover/ active months.

    I am looking for a reliable futures rollover rule based calendar similar to what exists here:

    http://pinnacledata.com/clc.html

    The pinnacle data site seems OK, but I want a site or a spreadsheet or calendar to compare.

    Also I am interested in knowing what are the active months for commodities.

    For example index & FX are on a quarterly expiration cycle,

    Gold is different with active months being: Feb, April, June, Aug, Dec

    What would be active months for:

    Silver, Copper, the energy products (CL, NG, BRN, GAS, RBOB, Heating Oil), corn, soy, wheat, Eurodollar, Euribor.


    Please fell free to upload spreadsheets or documents.

    Thanks!
     
  2. Wow whenever I log into IB i get an alarm at rollover.. who needs calendars!:p