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It is. The rule of thumb is that contract expiration occurs on the 3rd
Friday of the month. Contract rollover (to the active month of trading)
occurs the day before the 2nd Friday of the month. Rollover occurs starting
with the RTH open at 8:30 AM CST. I usually switch my graphs on Wednesday
night, but keep some quote screens with the current and new symbols so I can
see what it does during Globex session and compare the two. Then I'm ready
for the new contract months to start actively trading on Thursday (the 9th
in this case.)
Patrick White
----- Original Message -----
From: Robert W Cummings <robert.cummings@xxxxxxxxxxxxxxxx>
To: Patrick White <spy@xxxxxxxxxxxxxx>
Cc: po box2000 <pbox2000@xxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Tuesday, September 07, 1999 6:13 PM
Subject: Re: S&P switchover
>
> 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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