Reply To: Daylight Savings for Gas Futures rollover into Physical

Phil Walsh

Firstly, can you confirm why you’re not getting the correct volume on the physical trade when it is generated by the rollover process? I would expect that to work on the following basis: I have a position of 10 lots for an October contract. If the COMM-PHYS that it rolls into a set with Deal Volume Type = Hourly, this should then generate a position of 7,450 MWh.

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