Roll over time

Discussion in 'Trading' started by Mup, Sep 12, 2007.

  1. Mup


    Is the +13 on ES Z7 over ES U7 about right for tomorrow :confused:

    15.31 (Premium) (FV) being shown on index arb..

  2. Hank Camp

    Program Trading Execution Levels
    Our FairValue for the SP 500 today is $14.50

  3. In english?
  4. Mup


    Just trying to see if there is any clues in the Premium difference between ES September (U) & ES December (Z)contracts as we start Z tomorrow.

  5. I sent you PM and email from programtrading website...thanks!!!
  6. Up til now, I've never physically rolled anything in my life (except maybe a few joints, which I'll save for some other time), but I'm thinking of rolling the near month ES contract over into December. I would like to hold it until the end of October, so obviously there's no need for me bail out of the trade just yet. I take it that this transition would be done automatically without my intervention. Or is it? What are some of the unknowns that's in store for me come tomorrow? What might be the advantages and disadvantages when it comes to a roll over? BTW, I use Interactive Brokers.

  7. If you're planning to hold position into October, you don't have a choice. The Sep contract will expire and you'll have to continue with the Dec. The "rollover" only refers to the fact that starting tomorrow, the Dec will be the most active contract.
  8. In forex, any position left open at the expiration is automatically rolled over into the next expiry. Hence I was thinking the futures might go through the same spin cycle.
  9. ess1096


    TRADERS understood him.
  10. Funny you should ask. Let me translate for you. BUY BUY BUY BUY BUY RIMM AAPL BLAH BLAH ARRGHH BUY BLAHH I AM AN ANNOYING SHITHEAD!!!!!!
    #10     Sep 12, 2007