Using Continuous Contract Roll Schedule Reports

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We provide a Continuous Contract Roll Schedule Report for subscribers who use our series of Continuous Contracts to monitor Futures markets.

These reports essentially help you keep track of when to roll your futures contracts to the next nearest contract, before the current contract you're in loses liquidity, and expires.
These reports can be generated on demand, or generated automatically and displayed each time you run a daily update. Instructions to do this are contained on this page.
Your may reference past generated reports by viewing them in the UA Log viewer. The reports are also saved in files located under the UA\\Logs folder.
All roll timing is based on the rules you've used when setting up your continuous contracts. Any changes you make will be reflected in these reports.

Configuring your Roll Schedule Report

The first step in configuring your report is to select the portfolios you wish to monitor. To do this, refer to the image flow diagram below while following these steps:

To begin:

1) Click the Preferences button on the main UA toolbar.

2) Select the Data Distribution 2 section on the General Program Settings branch.

3) Check the box to the left of Display Continuous Roll Schedule and Roll Alert Report After Updating setting.

4) Set the number of trading days to display a Roll Alert after it has been scheduled to roll. The default setting is Include Roll Alerts Going Back 5 Days.

5) Click the highlighted Configure button to the right of that setting. This will display all of your portfolios.

6) Select all the portfolios that contain the Futures Continuous Contracts you wish to monitor, and then click OK.

7) A test Roll Schedule Report will be generated so you can see the results.

8) See the section below - Interpreting your Roll Schedule Report for details regarding the generated report.

9) Click the Save button on the Preferences dialog after reviewing, approving, and closing the generated report.

Interpreting your Roll Schedule Report

Here are sample results, sorted by Days To Go, of a Continuous Contract Roll Schedule Report.

The Days To Go column is the main attraction in this report, followed by the Roll Date, the From Contract, and the To Contract columns.

The Days To Go column indicates how many days to go before deciding to roll the corresponding futures From Contract to the next, recommended To Contract.

Or, in the case of Natural Gas, how many days it's been since an advised roll, according to it's rules, has taken place since the roll From May 2025 Contract, To June 2025 Contract.

The following chart illustrates when this roll took place, 2 days ago ( or -2 Days To Go ):

There's an improtant note at the bottom of each report that states:

* Roll dates are relative to the nearest expiry date, not predictive roll dates for V/OI rolling contracts.
When a roll is detected, it is aligned with the date the V/OI was surpassed, providing a roll signal.
Roll When Known timing rolls the next trading day.

In other words, we cannot predict in advance when a roll will take place when you roll on Volume and/or Open Interest. The Roll Date used is based off the
expiry date of the current contract, or the date calculated if also using the Trading Days Before Expiry safety setting with V/OI rolling. We provide the
Volume and Open Interest values of the current contract, and the next candidate contract, so that you can roughly measure, or estimate how close they
are to each other. As they draw closer, you can preempt the roll yourself, or wait for the software to alert you.

When you roll using Strictly By Trading Days Before Expiry, or by Trading or Calendar Day offsets, the Days To Go values are accurate, so there
are benefits to using those methods here, for certainty, when rolling your contracts in a timely predictive manner is important.

Other Features

You can generate a report at any time by clicking the yellow/orange checked button in the Portfolio Manager section, shown here:

Reports are stored in files under the UA\Logs folder in the following filename format, using the generation date: Roll.Schedule.Report.YYYYMMDD.log

You can also access your reports at any time from within the UA Data Logs viewer:

You can also open your reports in text format:

You can also print them out, using our viewer or in text format from Notepad.

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