PureBytes Links
Trading Reference Links
|
I thought the CME foreign exchange currency rollover date was the
Tuesday before the E-Mini and S&P indices rollover date. But in
looking at the CME daily bulletins this is not correct for this month.
I seem to remember something about two days before the 2nd Wednesday
of the expiry month as the currency rollover date but I'm not sure of
this.
Can anyone verify what the correct rollover date rule is for the CME currencies?
Thnkas.
|