10 yr T-note rollover date?

H

high99

I am getting educated on the 10 year t-note. The electronic
version (ZN). The ES mini rollover is two weeks from today
(going from the March contract, to June). I was following the
March contract for ZN today, and the volume was 122,000+
contracts. However the June volume was 392,000.
So obviously the volume is now in June contracts. Question?
When was the rollover date from the March to the June
contract? Is the rollover date similar to the ES mini, meaning is
it a set date following (or preceeding) some specific event or date?
 
Roll over started TODAY, 2/27/03, for all bonds 2's 5's 10's 30's and agency.

Rollover dates for bonds are generally the last thursday of the month before contract expiration.

Roll over for equity futures are the 2nd thursday of the expiring contract month.

Good Luck.
 
high99,

I suggest you get a copy of the "2003 commodity calander" from any Futures brokerage house, there free, I am sure any broker would be happy to send you one.

Inside is a monthly calander with all important dates on First Notice Days, Last Trading Days, Last Trading Day Options, along with important economic releases from the government!

It will help you alot


good luck
 
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