Support Board
Date/Time: Fri, 10 Jan 2025 13:38:59 +0000
Contract Rollover Date Change for ES, YM, TY, NQ
View Count: 1778
| [2016-09-09 22:35:40] |
| nth - Posts: 46 |
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CME contracts above have a new/different rollover date changing to 8th from 16th. Has the adjustment be made in SC --- specifically the "Use rollover rules for Transition" or is there something I manually need to do? This may be related to http://www.cmegroup.com/trading/equity-index/rolldates.html ??? Thank You! nth |
| [2016-09-09 22:45:34] |
| i960 - Posts: 360 |
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I see nothing from CME about rollover dates changing from 3rd Friday. If you look at that link, it's only about a day or so different in actual rollover. The exchange doesn't define rollover anyway, the market does. The only thing the exchange defines is end of trading or first notice day.
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| [2016-09-09 22:59:28] |
| Sawtooth - Posts: 4147 |
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Rollover and expiration are two different things. The rollover dates shown in that link are 8 days before the contract expiration, IOW, the Thursday before the 2nd Friday of that month. This is not a requirement but is when most traders roll to the new contract. Personally I don't rollover until the 2nd Friday of that month, when volume in the new contract has exceeded volume in the old. |
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