Market and Period Display on the Risk Tab

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On the Risk tab of a contract, the Position Rolling period is displayed.  The Futures market is displayed under the Position Rolling section. If the Position is rolled to a different Futures market, both Futures markets will also be displayed under the Position heading.  This could result in a warning about different units in different markets as illustrated in the following screen shot.

 

Note: In this example, the Position is rolled from a Sugar #11 Futures market position to a Sugar #5 Futures market position. Valuation periods for different Future markets could be different. The same period used for the old position will appear as a default for the new position. If this is not possible:

If the previous or next month is valid, that will automatically be used as the default.
Otherwise, there is no default value but the field is required.

 

 

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