Futures Rolling

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A trader can roll the pricing period of a part of a delivery line to price that part against a different period of the same future instrument. Specifically, you can select a period to roll to when selecting the Still to be fixed line on the Contract Risk tab. The action name turns into Roll and the price entered is the agreed difference that the client will pay for moving x amount of lots to the new period. On Save this will either cause a new Roll to period section to appear or it will be added if such a section already exists for the intended Roll to period.

 

Please refer to the Price Rolling or Position Rolling sections for more information.