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Re: Rollover



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Hi List,

just one qustion,

I thought that the rollovers are determined by the roll over of the volume or 
the open interest.

But I have to doubt this, if you say the rollover will take place tomorrow.
This looks as if there is either a fixed day like for example
	=> the Thursday one (or two) week(s) before the exp. day
	=> 2nd Thursday of ep. Month

Would you mind to 'enlighten' me?
Thanks in advance,
carl

On Wednesday 12 March 2003 18:42, Mike Eggleston wrote:
> On Wed, 12 Mar 2003, 'Lazy Bastard' wrote:
> > Is today roll over from March to June contracts for the index futures?
>
> tomorrow





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