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Tradesight

Educational E-mini Trade Reviews and Trading Tips

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This short video explains the impact of quarterly futures contract roll on the markets and why volume drops for two days because of it.

 

[ame=http://www.youtube.com/watch?v=XluEb7Lk4CE]Futures Trading: How Quarterly Contract Roll Impacts the Markets - YouTube[/ame]

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Welcome....I'm an retired institutional trader looking to learn something new from an expert like yourself....I have a couple of simple questions....I am sure you can help me....

 

1) If we have an inverted basis (on the S&P Futures contract), how can I use the pace of the roll to obtain favorable position on rollover day?

 

2) Is there a quick & dirty way to know if the roll is going to be cheap or rich compared to implied financing levels? If so, how can that be used to trade the rollover?

 

Thanks

Edited by steve46

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