YM Contract Rollover

Big AAPL

Big AAPL

I just received notice that the March08 YM contract rolls over on Thursday, March 13 to the June contract. My question is this:

The last time I rolled over the YM contract ( I guess it was sometime in Dec. ) I noticed there was significantly more volume on the old contract than the new front month, as it played out to expiry. I didn't pay attention to how many more days it lasted as I was fixated on the new one, so can any one shed some light on as to when I (or any futures trader) should actively trade the new contract? And, can one continue to trade the old contract and for how long.

TIA
 
The analysis that I did shows that the two contracts will have roughly the same volume up until 9:30 ET at which point the volume in the old (expiring) contract will tail off and the new contract will have significantly better prices.

Basically, if you're opening a new position at any time tomorrow morning that you intend to hold for more than a few minutes of scalp then you should be using the new contract. i.e. if you intend to close the contract after 9:30am switch to new.
 
If you mean the T&S, there should be a way to select the new contract from the instrument list in the property dialogue box with whatever platform you are using.
 
Quote from Big AAPL:

If you mean the T&S, there should be a way to select the new contract from the instrument list in the property dialogue box with whatever platform you are using.
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Sorry, what I mean is the @YM (for the Dow eminis) symbol automatically rolls over for you, so you never have to think about it, I just want to know when it does it.
 
Quote from Spectra:

We are rolling Wed 19th
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YMH08 Volume = 64,482
YMM08 Volume = 263,540

Any particular reason you DO NOT trade the "front month"?

surdo
 
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