Quoting the roll on NYSE Liffe U.S.

 From my colleague John McGonegal:

As you gear up for NYSE Liffe U.S. becoming the sole U.S. marketplace for futures on MSCI Indices, it is important to note that our roll quoting convention differs from the CME convention.

Using the NYSE Liffe U.S. convention, the bid price is equal to the NEGATIVE of the ASK price using the CME convention. Similarly the ask price using the NYSE Liffe U.S. convention is equal to the NEGATIVE of the BID price using the CME convention.

Keeping this relationship in mind, it is easy to convert between the two conventions.

For examples of quoting the roll on NYSE Liffe U.S., please see our FAQ or  contact John McGonegal at jmcgonegal@nyx.com