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When the front-month contract approaches expiry, volume and open interest tend to migrate to the next contract, and the price gap between the two can distort charts, levels and any indicator that was built on one series. Traders who stitch …
Verified facts (as reported by the sources below)
- CFTC Announces Semiweekly Publication of the COT Report — CFTC — press releases
In brief
The COT report is a primary tool for gauging speculative and commercial positioning across…
Rollovers are one of those details that are easy to overlook until they cause trouble. Front-month contracts expire on fixed dates, and open interest often shifts to the next contract well before expiry, which can change liquidity, spreads …
Backtests on futures look convincing surprisingly often, and I keep wondering how many of those results would hold up on data the parameters never saw. A single in-sample curve tells you very little on its own, since with enough tunable set…
Index futures traders often face a quiet decision a few days before expiry: keep the front month or move to the next contract. Volume and open interest usually migrate in the final sessions, and the spread between the two contracts reflects…
Margin requirements for futures can change with volatility, and the exchange or clearing firm may update them without much notice. I have seen members mention that a position that fit comfortably last week suddenly leaves less room than exp…
Before I roll a futures position, I like to read the contract's calendar in the exchange or broker documentation rather than relying on memory. The key dates to note are the first notice day, last trading day, and the settlement method, sin…
Futures rulebooks define a lot of details that matter once a contract approaches expiry: the last trading day, the first notice day, the settlement method (cash or physical), and the exact rule for when open positions must be closed or roll…
Verified facts (as reported by the sources below)
- CFTC Seeks Public Comment on Notice of Proposed Rulemaking Concerning the Inclusion of Certain Event Contracts in the Definition of Swap — CFTC — press releases
In brief
This prop…
