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Rollover day to June contract will be Mar 13. Even though the Mar contract
will be traded until Mar 21, however the heavy trading colume for June
contract will start on Mar 13.
Regards,
Hango
From: "Andrey" <pogrebnoy@xxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Subject: Re: When do ESTX50 & DAX switch to June? Date: Thu, 6 Mar 2003
16:36:18 +0200
***************
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.
***************
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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