tomorrow is rollover day

[Kap]

yup.. a fond farewell to ESZ6, I knew you well, we had our moments, but all good things come to an end.. with a tear in my eye.... I welcome ESH7.. with open arms ..

 

[Tech Analysis]

Quite a bump up on the H7's - 12 pts ES

 

[bidask]

look here for common rollover dates of various contracts.

http://traderanalyst.jamroll.net/modules/news/article.php?storyid=5

 

[myminitrading]

Nice 100 point spread bewteen the two, we gat an instant 100 pint gain the the Dow mini.

 

[guy2]

Don't forget that tomorrow's rollover. Change symbols in your charts AND trading platforms to new letter.

We leave M7 and start trading U7 tomorrow.

Good trading everyone!

 

[black.swan.12]

Thank you guy2.

 

[myboyDWade]

http://www.cme.com/trading/prd/equity/emini-sp500_FCL.html
Listed CME E-mini S&P 500 Futures Contracts

Months Traded H, M, U, Z Month Key Code
Eligible Months 2
Currently Listed 2
Last Day of Trading Rule The business day of determination of the Final Settlement Price (normally, the 3rd Friday of the contract month).
New Contract Listing Rule The day the front month expires.
Special Notes Trades on GLOBEX Only
CME Rule Book Chapter 358
Settlement Type Cash Settled

Seq.
No. Contract
Month Product
Code First
Trade
Date Last
Trade
Date Cash
Settlement
Date Delete
Date
1 Jun 2007 ESM7 12/15/06 06/15/07 06/15/07 06/21/07
2 Sep 2007 ESU7 03/16/07 09/21/07 09/21/07 09/27/07
New CME E-mini S&P 500 futures contracts to be added on Jun 15, 2007:
Dec 2007 ESZ7 12/21/07 12/21/07 12/28/07

 

[guy2]

ES contract changes from H8 to M8 tomorrow.

Important: Remember to change both your trading platform AND your charting platform before trading starts tomorrow unless you are carrying open positions overnight tonight.

All CME/CBOT index futures contracts will roll tomorrow.

 

[guy2]

Don't forget that rollover is tomorrow. M8 becomes U8.

 

[high99]

Thanks. Yes, at market open (9:30 AM Eastern) the volume begins to transition over to the "U" contract.