- The ICE Markets investment system uses fixed rollover dates for all Managed Accounts and Portfolios.
- The trading period of any account is a multiple of the trading month.
- The length of the trading month varies dynamically in view of the convenience of carrying out the rollover on weekends and, as a consequence, binding the trading month to a whole number of trading weeks.
- The length of the trading month is 4 or 5 trading weeks.
- The length of the trading quarter is 13 trading weeks (always). Any trading quarter consists of 2 trading months length of 4 trading weeks and one trading month with a length of 5 trading weeks.
- The length of the trading year is 52 trading weeks (always).
Schedule
2020
01
Feb
29
Feb
04
Apr
I quarter
02
May
06
June
04
June
II quarter
01
Aug
05
Sept
03
Oct
III quarter
31
Oct
05
Dec
02
Jan2021
IV quarter
2021
06
Feb
06
March
03
Apr
I quarter
01
May
05
June
03
July
II quarter
31
July
04
Sept
02
Oct
III quarter
06
Nov
04
Dec
01
Jan2022
IV quarter
2022
05
Feb
05
March
02
Apr
I quarter
30
Apr
04
June
02
July
II quarter
06
Aug
03
Sept
01
Oct
III quarter
05
Nov
03
Dec
31
Dec
IV quarter
2023
04
Feb
04
March
01
Apr
I quarter
06
May
03
June
01
July
II quarter
05
Aug
02
Sept
30
Sept
III quarter
04
Nov
02
Dec
06
Jan2024
IV quarter