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Im not sure that there is a rule, but it always occurs within a day or two
of first notice day. Anyway, I always call one of my brokers a few days
before to make sure. I think someone told me years ago that a committee
decided exactly when.
Anyway, if someone else has a better handle please share it.
Stewart.
At 09:17 PM 3/7/99 -0700, Allan Kaminsky wrote:
>What are the rules governing the date on which the switch is made for the
>lead contract in the US 30 year T-Bond futures (CBOT)?
>
>Allan
>
>"I generally avoid temptation unless I can't resist it." - Mae West
>
>
Stewart Taylor
Taylor Fixed Income Outlook
Voice: 501-219-9774
Fax: 501-228-0963
E-Mail: staylor@xxxxxxx
Web Site: http://www.cei.net/~staylor/
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