Posted 3/4/2024 10:46 (#10650996 - in reply to #10650904) Subject: RE: What did everyone end up doing on March basis contracts
TA1070 - 3/4/2024 09:44
I have a question...why sell futures and then roll as you approach that month? Can you not just sell against a month that is further out to begin with? Does the spread typically get wider as you approach the month you sold therefore gaining more than you would've just selling further out initially?
In bear markets the spread typically widens out
There is nothing wrong with putting short hedge or HTA further down the curve.
What did everyone end up doing on March basis contracts
