I was working with some historical futures data and I had to figure out the rollover dates. I made up the following table using a continuous calendar from this site:
http://www.timeanddate.com/calendar/custom.html?year=2008&country=1&lang=en&moon=on&hol=25
2004 March 11, June 10, Sept 9, Dec 9
2005 March 10, June 9, Sept 8, Dec 8
2006 March 9, June 8, Sept 7, Dec 7
2007 March 8, June 7, Sept 13, Dec 13
2008 March 13, June 12, Sept 11, Dec 11
2009 March 12, June 11, Sept 10, Dec 10
Rollover = 2nd Thursday, if 1st day is Friday = first Thursday
Does my table look correct?
http://www.timeanddate.com/calendar/custom.html?year=2008&country=1&lang=en&moon=on&hol=25
2004 March 11, June 10, Sept 9, Dec 9
2005 March 10, June 9, Sept 8, Dec 8
2006 March 9, June 8, Sept 7, Dec 7
2007 March 8, June 7, Sept 13, Dec 13
2008 March 13, June 12, Sept 11, Dec 11
2009 March 12, June 11, Sept 10, Dec 10
Rollover = 2nd Thursday, if 1st day is Friday = first Thursday
Does my table look correct?