Price 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. Save to cause a new Roll to period section to appear. If such a section already exists for the intended Roll to period, it will be added to that section.

 

Note:

A premium cannot be edited once there is a full pricing. The premium and the roll premium from the priced quantity is used.
While the rolling price has 2 decimals, the newly calculated premium has 4. It is a weighted average of the rolled quantities and the commission is added on top of it.