Switching from contract to contract.

Here, pancake, what a hassle with rolling futures contracts. Who doesn't know, this is when there is a futures position, and the futures expire and you need to close it and open it next. Today, according to the schedule, it was necessary to roll 5 pieces of legumes. You can just, for example, if long position, quickly sell one futures at the bid and buy the next one at the ask — at the same time we immediately lose the spread, Tick 2-3 (15-40 Dollars) and a commission for two transactions. Some advanced platforms have such a feature as “spread trader” — there we just set the desired difference between the two contracts, for example the difference between yesterday's close or even taking into account compensation for commissions. But in this case, it may not be fulfilled and then at the end of the day you will have to do everything manually, losing on the spread between bid and ask. So still there until you figure out what spread to expose, minus whether, with a plus, whether to buy it or sell it — the head is tense. Could regulators come up with no expiration futures for the convenience of speculators :)

  “whatever it takes”
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