After the debacle 3 months ago with the way IB prematurely liquidated the March treasury futures contracts before the last trading day, I thought I would ask for confirmation for the upcoming last trading day for June treasury contracts. Has anyone figured out when IB customers must roll Long positions from June into September? Thanks
Everything will go in accordance with http://www.interactivebrokers.com/e...calDeliveryLiquidationRules.php?ib_entity=llc The event that you describe was caused by a bug that woke up because of CBOT Sunday trading time change. We recognized the problem, compensated the harm, and fixed the bug.
Since you mention it, I got the following email from IB today: "It has been detected that your account currently holds a position in one or more of the following physically delivered products. R YG YI ZB ZF ZG ZI ZN ZT A long position in any of the above products will become subject to an automated liquidation if it is not closed out in accordance with IB's Closeout Schedule for physically delivered commodities."