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If I remember, S&P expires on the open of the 3rd Friday of the delivery
month e.g. December 17. I always roll on/before the 9th calendar day of the
delivery month e.g. December 9
Earl
----- Original Message -----
From: George and Barbara Tate <gbtate@xxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, November 18, 1999 7:10 PM
Subject: [realtraders] Expiration {01}
> Would some please give the date of the new lead contract for the S&P
futures
> contract.
>
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