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I made this available once before, but we may have many new list members.
I have a small comand-line utility which, when given a date, returns info on
the rollover date for the S&P front contract. Following entry of the
command (date2jd), it responds as follows:
Enter date, ddMmmyyyy: 10mar2003
Monday, 10 Mar 2003 is JD 37689, 11 days to expiration, 3 days to rollover
Week number is 5384.0
Enter next date:
Anyone interested in a copy of this can e-mail me directly and I'll send it.
Carroll Slemaker
----- Original Message -----
From: "Carl A. Schreiber" <Carl.Schreiber@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Cc: "Mike Eggleston" <mikee@xxxxxxxxxxxx>
Sent: Thursday, March 13, 2003 2:17 AM
Subject: Re: Rollover
> 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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