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The rollover for the September to the December the "new" front month ("top
shelf") contract would have been the 13th. The Septembers will still trade
and maybe actively, since many will be in the same predicament.
Bottom line one should wait for trading to begin and perhaps not be in an
immediate rush to get out, pick your place and time?
Perhaps the roll is even delayed or moved back one week by those who can
make those decisions, in light of the current enviroment?
This delay may turn out to be a blessing to the markets as cooler heads may
prevail?
don ewers
----- Original Message -----
From: "Kimball Morgan" <km11@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, September 12, 2001 2:08 PM
Subject: Re: S&P rollover
> 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.
> >
> >
>
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