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»Forums Index »Archive (2017 and earlier) »Data and Content Support »CME Currencies Continuous Contract Rollover
Author Topic: CME Currencies Continuous Contract Rollover (3 messages, Page 1 of 1)

mikem
-Interested User-
Posts: 1
Joined: Dec 9, 2010
Posted: Dec 9, 2010 05:52 AM          Msg. 1 of 3
Yesterday, 12/8/2010, the continuous contracts for EU (@EU#C) and BP (@BP#C) were quoting the Mar11 contract. Today, 12/9, they are quoting the Dec10 contract. Does anyone have any idea what's going on?

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006
Posted: Dec 9, 2010 07:17 AM          Msg. 2 of 3
Hi Mikem,

We have adjusted the roll dates for currencies to 3 days before the expiration date. it was 6 days. They were tracking March 2011 yesterday & are tracking Dec 2010 today. Sorry for the confusion.
Stan S

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skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
Posted: Dec 13, 2010 07:42 AM          Msg. 3 of 3
Looks like the currency futures volume rolled on Friday last week
 

 

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