When to roll your future contracts before last trading date?

[crgarcia]

Some say a week or 10 days before last trading day.

Others say that you should monitor open interest and volume shifts from one month to another.

What you think?

 

[SideShowBob]

How about "when everyone else does"? Of course that's really the same as monitoring volume/open interest. I go with volume alone because it's easier for me to watch.....

 

[Don Bright]

Standard "rollover day" is the Thursday a week before expiration. That is when we look at the next quarter's futures as "front month"....but, anytime around there works for actual trading the rollover, of course.

Don

 

[Aok]

When vol in the front month exceeds vol in current month. Usually a week or so prior to LTD.

 

[high99]

How about next Thursday, which is 3/13/2008 at about 9:30 eastern time.
I think I'll give that a try.