Is rollover this Thursday?

H

high99

Changing over to the December contract
begins in earnest this Thursday, correct?
Also, the symbol will change from "U"
to what?
 
Isn't it the Thursday preceding the 2nd Friday of the month, for rollover?
That's when the volume switches over
to the next contract?
 
Originally posted by high99
Changing over to the December contract
begins in earnest this Thursday, correct?
Also, the symbol will change from "U"
to what?
More...
Symbol for Dec. is "Z"
The time to watch Dec is whenever there is more open interest than in the Sept. contracts.

Other expirations for Index contracts are:
March which is "H" and June which is "M"
 
Re: When to rollover to the next month's contract.
The S&P futures expire the 3rd Friday of the month in March, June, Sept,and Dec. The day before the 2nd Friday of the month (Thursday) is the day the new contract begins to trade actively. This will usually be the 2nd Thursday of the month, but could be the 1st Thursday of the month if the first day of the month is a Friday - thus I say the day before the 2nd Friday of the month. ( Also ES, NQ etc.)

This is from:

http://www.traders2traders.com/papers/when_to_rollover_to_the_next_month.htm
 
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