- Joined
- 2/8/25
- Messages
- 1
- Points
- 1
I am trying to understand why ZT and ZN on CBOT have their roll period one month before contract expiry?
The various GPTs I tried talk about liquidity, contract delivery etc but it seems contrived.
I found that TAS trading ends one month before contact expiry. But why would that cause rolls to happen on month early?
The various GPTs I tried talk about liquidity, contract delivery etc but it seems contrived.
I found that TAS trading ends one month before contact expiry. But why would that cause rolls to happen on month early?