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Re: S&P rollover



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Simon,

Yes, it's the 13th for the Dec contract.


I guess that for those of us who back-adjust the old contracts we'll use
Monday's close?  Any more enlightened thoughts on this welcomed.

Kimball Morgan




----- Original Message -----
From: "Simon Campbell" <simtrader@xxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, September 12, 2001 10:41 AM
Subject: S&P rollover


> It seems almost petty to discuss such logistics in the face of the
tragedy,
> but does anyone know when the active S&P month will switch from September
> to December - will it still be tomorrow (Thursday 13th)?
> The last news I saw was that the NYSE was opening tomorrow, so I assume
the
> CME/Globex will also open ...and that December will be the new active
> month?  Does anyone know for sure?
>
> With thoughts and prayers to all those affected by the evil yesterday ...
>
> S.
>
>