Reply To: Daylight Savings for Gas Futures rollover into Physical

#7252
Phil Walsh
Keymaster

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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