Are you referring to the carry cost? Apart from that, the lower
the volume, of course, the greater likelihood of slippage &
higher volatility relative to the more heavily traded contract.
No...just pointing out that fact that rollover occurs this week
and one should be prepared as volume begins to shift into the March
contract later this week.
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Are you aware of discrepancies
The continuous ES contract (all Equity contracts) have rolled over ...
Posted by junkie on 10th of Dec 2015 at 11:00 am
Are you aware of discrepancies in price actions in the old and new contracts within this period?
Are you referring to the
Posted by a_l_ on 10th of Dec 2015 at 11:15 am
Are you referring to the carry cost? Apart from that, the lower the volume, of course, the greater likelihood of slippage & higher volatility relative to the more heavily traded contract.
No...just pointing out that fact
Posted by steve on 10th of Dec 2015 at 11:13 am
No...just pointing out that fact that rollover occurs this week and one should be prepared as volume begins to shift into the March contract later this week.