Support Board
Date/Time: Wed, 22 Jan 2025 11:38:04 +0000
[User Discussion] - ES Contract September vs December
View Count: 947
| [2018-09-17 18:32:40] |
| User371906 - Posts: 141 |
|
Hello, Can anybody tell me when is the usual change from one contract to the next as I see there is more volume right now in the December contract compared to September which is not yet expired? Precipitate any information. Thanks g |
| [2018-09-17 18:59:46] |
| Sawtooth - Posts: 4158 |
|
For the ES, the usual rollover date is the Thursday before the 2nd Friday of the expiration month. However, volume is usually not greater in the new contract until the 2nd Friday. Expiration is the 3rd Friday of the expiration month. https://www.cmegroup.com/trading/equity-index/rolldates.html |
| [2018-09-17 19:09:53] |
| User371906 - Posts: 141 |
|
Tom, Kudos for information. So I understand that this Thursday 21 I would need to change my month from September to December, correct? |
| [2018-09-17 20:03:27] |
| Sawtooth - Posts: 4158 |
|
You should have rolled to December when the volume was greater than September, which was last Friday the 14th. Or you could have rolled on Thursday the 13th like most do. Rollover is a week before expiration, and expiration is the 3rd Friday of the expiration month. You don't have to roll when volume is greater in the new contract, but do not wait until expiration! Date Time Of Last Edit: 2018-09-17 22:12:22
|
| [2018-09-18 05:24:46] |
| User371906 - Posts: 141 |
|
Tom, Once again Thank You for info. Wish you a great trading day. BR |
| [2018-09-19 07:24:10] |
| ticinotrader - Posts: 400 |
|
Hi BR Previously I uploaded a video to Youtube that you may find useful regarding how to determine the exact time when you need to switch to the new expiration. https://youtu.be/eDfcJ2gqTvE Hope it helps. |
| [2018-09-19 09:04:37] |
| User371906 - Posts: 141 |
|
Ticino, Very nice to have your video, Thank You! Interesting enough I have come across some of your videos before on YouTube. I subscribed just now to your YouTube channel.... Wish you a good day. Kindly Giovanni |
To post a message in this thread, you need to log in with your Sierra Chart account: