Case is Iron Ore Futures.
The M’s trade all the way within month still the last gbd.
The Q’s and Y’s trade until the last day of the 1st month within the Q and Y.
I had lazily set the Q’s and Y’s to end on the last day of the Q, Y so needed negative deliveries for all 3, 12 months.
However setting the Q and Y correctly means that just the first month is negative.
Which funnily enough is what Rollover Conventions allows you ..ie max one negative date.
Not sure if that’s a coincidence or by design.
We have unrivalled expertise in successful C/ETRM and TMS implementations, and digital transformation projects, as well as defining market solutions that have become system industry standards. We have a proven track record of successful deliveries at greenfield projects and at existing clients.
Copyright 2022 KWA Analytics
Openlink®, Endur®, Findur®, and the Openlink logo are trademarks, service marks or registered trademarks of Openlink Financial LLC.
KWA Analytics and Openlink Financial LLC are unaffiliated companies.