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CL rolled to Dec12

Posted: Tue Feb 14, 2012 2:36 am
by CyTrend
It seems like my Oil contract rolled recently from Mar12 to Dec12. I have it rolling with open interest and looking at open interest data from CME it seems this is correct. However i feel there is something weird going on here. Usually my oil contracts roll to the immediate next month. Does anyone have any suggestions?

Posted: Tue Feb 14, 2012 3:26 am
by Chris67

Posted: Tue Feb 14, 2012 4:12 am
by Chelonia
Check roll setting in CSI. They have added more roll options and it could be you have to check OI & V as the default setting is now OI only. Check all your contracts