Posted 5/2/2016 22:41 (#5279176 - in reply to #5278785) Subject: RE: Rolling basis contracts and spreads?
Southeast Colorado
I have never done a basis contract that I didn't deliver on. I thought that was why you set the basis.......that gave you the right to deliver and set the price later. If you didn't like the futures price at the time of expiration then you could roll the futures for the spread difference. However, I believe the basis should be locked to your delivery time.
Rolling basis contracts and spreads?
