rollover dates changed?

[hilmy83]

must've knocked my head upside down to miss this. Did cme announce rollover dates change? used to be 2nd thursday of expiration month.

 

[savoir]

You missed the memo that announced the Monday roll date. It was a welcome change for me since I update my front-month charts over the weekend and trade the entire week of rollover in the same contract.

 

[maxinger]

there is no such thing as an official rollover date.


Rollover could be done automatically by the charting software, or trading platform.
Do note that automatic rollover could be done poorly (see below).

you can roll over anytime you want.
Better roll over when the further month's contract volume is higher than the front month's contract.

depending on the products,
you roll over a day before expiration (eg some European index futures).
or you roll over a few days/weeks before



for ES/NQ .... typically you can roll over tomorrow, Friday.

for gold/corn/copper/currency /other indexes/bonds ... futures, rollover based on what I said earlier.

 

[Overnight]

must've knocked my head upside down to miss this. Did cme announce rollover dates change? used to be 2nd thursday of expiration month.

View attachment 294514

I do recall a notice from them about this change, now that I think about it. I'll check my archives, but I don't think I saved the notice.