Just thought I'd post some roll over volume examples of the spi march and june contracts. Note the very large 1 min volume that don't effect market action. There was at least one example of an on market roll over that I saw. It happened at 3425 and put a cap on market action for 10 or so minutes around 3pm sydney time. The market depth gave away the game. The order depth at 25 kept getting "topped up" each time the market hit it.
Rollovers have been happening since early last week.![]()
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