Is it? i’ve never seen them being being more than a week. Even then the usual is one day. An educated guess would be that the items would take a long time to deliver
Roll times depends on the futures contract,they all roll different times and dates,we also use different methods for the rolls to join the data together.
Maybe you are thinking about option contracts on futures. Since future contracts expire also(unlike stocks,ETFs,etc) the options need to be cleared before the future contracts are settled. Otherwise it would be chaotic.
June 24th, 2010 at 9:58 am
Is it? i’ve never seen them being being more than a week. Even then the usual is one day. An educated guess would be that the items would take a long time to deliver
June 24th, 2010 at 9:58 am
It’s not. Give an example.
June 24th, 2010 at 9:58 am
Roll times depends on the futures contract,they all roll different times and dates,we also use different methods for the rolls to join the data together.
June 24th, 2010 at 9:58 am
Maybe you are thinking about option contracts on futures. Since future contracts expire also(unlike stocks,ETFs,etc) the options need to be cleared before the future contracts are settled. Otherwise it would be chaotic.