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The rollover day for the S&P is the ninth?
Robert
At 05:58 PM 9/7/1999 -0500, Patrick White wrote:
>By saying "still active till," Hans means that it is the actively traded
>contract or "front month". In other words, the U contract will cease being
>the most actively traded and the Z will become most active at that time.
>This is not a statement on expiration, which comes as you rightly point out
>a week later.
>
>Patrick White
>
>----- Original Message -----
>From: po box2000 <pbox2000@xxxxxxxxxxx>
>To: <omega-list@xxxxxxxxxx>
>Sent: Tuesday, September 07, 1999 4:53 PM
>Subject: Re: S&P switchover
>
>
>> Hans,
>>
>> "Still active till" 9/09 is quite a difference with the last trading day
>CME
>> states in their
>> product-calendar (Sept. 17, 8:30 a.m. ETH = last trading date and time
>for
>> the E-mini).
>>
>> Could you comment?
>>
>> Kind regards Rene
>>
>>
>> > Just checkingt that Sept SP becomes Dec SP effective close of trading
>Wed
>> 8th?
>> NO, GLOBEX S&P and Emini are still ACTIVE in SEP till
>> THURSDAY real time session open.
>> rgds hans
>> PS: other mails sent empty in error before......sorry
>>
>>
>>
>
>
>
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