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Last Trading Day
The third Friday of the expiration month, if that is an exchange trading
day; otherwise, on the exchange trading day immediately prior to that
Friday. Trading ceases at the start of the intra-day trading auction on the
electronic trading system (Xetra®), at 1:00 p.m. CET, as determined by the
management of the Frankfurt Stock Exchange.
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It looks like since March 21, June will be the front month. And actual
VOLUME/ACTIVITY will shift to AX M3-DT and ET M3-DT on that day right from
the opening.
Andrey
----- Original Message -----
From: "Simon Campbell" <simtrader@xxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Thursday, March 06, 2003 10:10 AM
Subject: When do ESTX50 & DAX switch to June?
> Is it always on the same day as the ES and NQ? (or what is the
> formula for knowing the date when the volume shifts to the next
> month?).
>
> Thanks
> Simon.
>
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