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Roll (rollover)

Closing a position in an expiring futures contract and opening the same position in a later month.

Rolling avoids settlement or delivery. Index futures roll around the second Thursday of the expiry month; other products have their own conventions. Continuous charts stitch months together and can show a roll gap that never actually traded.

The roll has a cost: the price difference between months plus two spreads. In contango a long position rolls to a higher price; in backwardation to a lower one.

Example: you are long ESU at 5,000 and ESZ trades at 5,030 because of carry. Rolling means selling ESU and buying ESZ; your position is now measured against 5,030.

Related: contract-month, front-month, contango, backwardation, first-notice-day

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Contango and backwardationTwo futures curves against contract expiry: one rising above spot, one falling below it.The same commodity, priced for delivery at different dates.78.0076.0074.0072.0070.00Futures pricespot+1m+2m+3m+4m+5m+6mMonths until the contract expiresspot price74.00CONTANGOlater contracts cost more than spotBACKWARDATIONlater contracts cost less than spot
Contango and backwardation. A futures curve shows what buyers will pay for delivery in one month, two months and so on. When later contracts cost more than the spot price the curve is in contango; when they cost less it is in backwardation.

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