Posted 5/4/2016 10:29 (#5281952 - in reply to #5278785) Subject: RE: Rolling basis contracts and spreads?
EC IL
If I have a basis -10 the May and want to roll to July they charge me .03 plus whatever the carry is on the board. Or if it's inverted then I get to add that much to the plus side. No way would they just let a guy roll it and give you the spread it doesn't work that way if that's what you are asking.
Rolling basis contracts and spreads?
