Discussion in 'Commodity Futures' started by mizhael, May 5, 2010.
thanks a lot!
I am not sure if this is exactly what you're looking for but if you look at a daily chart of the front-month GSCI futures with daily volume, the "roll" generally occurs on the 5th thru 11th business day of the month denoted by the volume spike in that time-frame.
Sorry I should have made myself clearer.
I am asking in which months do GSCI roll its suger contracts?
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