why is march ZB more active?

Discussion in 'Financial Futures' started by basis, Nov 30, 2006.

  1. basis


    I haven't traded bonds in a while, but the last two days h07 is more active than z06. They used to roll the Weds before expiry ....

    Anyone have an explanation?
  2. sharp10


    ZB march07 was top step today
  3. Rollover is usually 2 or 3 business days before the first business day of the delivery month.
  4. basis


    Thanks. Like I said, been a while.