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  • Roll Over Expiry Date not accurate?

    I was trading the DA6H17 via the PaperTrading. The instrument (DA6H17) had an expiry date of 23rd March with an expiry rule of 8 Calendar days prior. This would have made it the 15th March. However I found that the Instrument stopped about the 11th of March. So any open position at that time was frozen and could not be closed as a result.. So is this normal??

  • #2
    According to the CME website:

    http://www.cmegroup.com/trading/fx/g...fications.html

    the Australian Dollar March 17 contract had a termination date of Monday the 13th of March.

    Normally I roll over this contract on the 2nd Thursday of the expiry month.

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    • #3
      Thank you, however the QuoteManager showed the date to be 8 days prior to expiry of 23rd March making it the 15th not 13th? Appreciate your feedback.

      regards

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      • #4
        HI on M5 THE EPH7 when expier?
        thank you

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        • #5
          siamak

          For the E-Mini S&P 500 Trading can occur up to 8:30 a.m CST on the 3rd Friday of the contract month so the March contract officially expired on March 17th, 2017

          http://www.cmegroup.com/trading/equi...fications.html
          Last edited by Johnny; 03-20-2017, 08:56 PM.

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          • #6
            tradingtr

            You can change the DA6 symbol root expiration rule in the QuoteManager. To open the quote manager within Multi-Charts go to file-new quote manager window once open->Tools->Symbol Dictionary->CQG->DA6->Edit to "2 business prior 3rd wed". Per Multi-Charts support they will have this corrected for new installations in the next update.

            Click image for larger version  Name:	DA6 expiration rule.jpg Views:	1 Size:	62.4 KB ID:	783

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            • #7
              Hi Johnny

              this makes sense and it confirms that there is a need for MC to make some changes. Again thank you for the reply.

              Comment

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