Trading the roll....

This is a discussion on Trading the roll.... within the Commodities & Money Markets forums, part of the Markets category; Hello, you will have to excuse me, new to all this... Can someone please let me know about trading the ...

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Old Aug 14, 2009, 12:57pm   #1
Joined Aug 2009
Trading the roll....

Hello, you will have to excuse me, new to all this...

Can someone please let me know about trading the Bund roll... Now I have heard that all you have to do is buy it early doors and keep on it, selling it all out before it rolls..
I could test this out but obviously with it only happening 4 times a year it would take a while.. But if anybody does this or knows someone that does this let me know..

Thanks...
XR3i is offline   Reply With Quote
Old Aug 14, 2009, 11:37pm   #2
Joined Dec 2008
to trade the roll you need to know the CTD for the sep and dec contract. then go on to calculate the theoretical value for the sep and dec contract. you will need to know the repo rates to do this.
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