Page 1 of 1

Pinnacle recommended roll date for --> Natural Gas (NG)

Posted: Sun Feb 23, 2014 12:31 pm
by chimera123

Actually I am struggling to understand the recommended roll over date for NG that is shown on Pinnacles Website

They mentioned there that the roll over for NG should happen by "18th of MPDM" (Month Prior Delivery Month)

NG has contracts for every month (FGHJKMNQUVXZ)
There is no "Prior" month for NG contracts. How to interpret the mentioned roll over date provided by Pinnacle?

Thanks for your response


Posted: Sun Feb 23, 2014 2:25 pm
by Jake Carriker
If it is after January 18 but not yet February 18, the current delivery is H (March). On February 18 the current delivery rolls/changes from H to J (April), which is the current delivery until March 18, when it rolls again to K, and so on.

Posted: Mon Feb 24, 2014 6:08 am
by rhc
Example below shows a roll date on the 16th of each month (in your case it will be the 18th)
Note how the roll occurs on the month prior to the delivery month.
Hope that helps.