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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.
Thats LAST TRADE on the THURSDAY before 0315 pm - cant trade on the
Friday itself anymore - But you should never wait till then anyway - see below
> I always roll on/before the 9th calendar day of
> the delivery month e.g. December 9
the rule is 2 Thursdays before the 3rd Friday - and yes thats Thursday, Dec 9th
AT THE OPEN, SP h0 will be FRONT MONTH
rgds hans
> 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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