why is march ZB more active?

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

  1. basis

    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?
     
    #1     Nov 30, 2006
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  2. sharp10

    sharp10

    ZB march07 was top step today
     
    #2     Nov 30, 2006
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  3. nazzdack

    nazzdack

    Rollover is usually 2 or 3 business days before the first business day of the delivery month.
     
    #3     Nov 30, 2006
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  4. basis

    basis

    Thanks. Like I said, been a while.
     
    #4     Nov 30, 2006
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