有些大小户就会 rollover to next expire contract.
所以往往动荡比较大。
for example :
NYBOT | KC | 201712 | COFFEE C | 2 business days prior to cutoff | 2017/11/21 13:30 (ET) |
ECBOT | ZW |
201712 |
WHEAT FUTURES | 1 business day prior to cutoff |
2017/11/29 13:15 (CT) |