how do i figure out the rollover volume ?

[polee2000]

for Eminis
like ER2 December has 212K
sep has 192K

 

[Thunderdog]

Front month rollover for CME equity index futures: the Thursday prior to the 2nd Friday of the expiration month (generally, the 2nd Thursday).

 

[m4a1]

this is what everyone says, but there's still plenty of volume in the U contract.

 

[polee2000]

basically i want to know the net trade volume for december
because i think the current volume includes the rollover volume

 

[Thunderdog]

Quote from m4a1:

this is what everyone says, but there's still plenty of volume in the U contract.

There may still be "plenty" of volume in the September contract, but it is no longer the front month. The December contract becomes the more active one at the rollover date I noted in my prior post. Further, the September contract expires in a couple of days.