Underlying Futures Contract: ICE Gasoil (G)
Depth: Continuous Futures Contract #1 (G1)
Roll Date: Roll on First Day of Delivery Month. Contracts roll on the first day of the delivery month of the expiring or front contract. If the front contract expires before the first day of the deliverty month, then contracts roll on the expiry date instead.
Price Adjustment: Unadjusted. Prices are not adjusted in any way. Continuous contracts reflect raw prices from the underlying contracts.
Methodology: To read more about the Stevens roll date and price adjustment methodology, see the Documentation tab on the Stevens Continuous Futures database home page.
Contract Size: 100 metric tons
Deliverable Good: One or more lots of 100 metric tonnes of gasoil, with delivery by volume namely 118.35 cubic metres per lot being the equivalent of 100 metric tonnes of gasoil, at a density of 0.845 kg/litre in vacuum at 15°C.
Tick Size: .US dollars and cents
Pricing Unit: 25 cents per tonne
Columns: Open, High, Low, Settle, Volume, Previous Day Open Interest. Note that Open Interest is always reported for the previous trading day, to avoid lookahead bias.