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> Whats the rule for finding the day the S&P500 contracts rollover
> to the next one?
>
> This month the rollover day was the first thursday (06/07/2001) -
> Last year it was 06/08/2001 i think. Thats the Second Thurs of
> the month.
It's the first Thursday *after* the first Friday. This month the
first Friday was June 1st, so the first Thursday after that was the
first Thursday in the month.
Actually it's the 2nd Thursday before expiration Friday, which is the
3rd Friday in the month, but it works out the same.
Gary
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