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I believe the S&P rolls to June next Thursday, March 8.
----- Original Message -----
From: "Ron Cernokus" <roncer@xxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Tuesday, February 27, 2001 5:38 PM
Subject: Re: [RT] CME Policy
>
> Don,
>
> So we will be going to the June S&P contract on Weds? Correct? Iam so
> often surprized so just want to be sure.
>
> Many Thanks,
> Ron
>
>
> Don Ewers wrote:
> >
> > This from another list:
> > don ewers
> >
> > >>>>>>>>>>>>>>>>>>>
> >
> > Keep this in mind: The Chicago Mercantile Exchange will close pit
trading
> > in domestic stock index futures 10 minutes early on Wednesday, Feb. 28,
and
> > will settle the contracts to "fair value."
> >
> > This is the new month-end "fair value" closing method.
> >
> > To unsubscribe from this group, send an email to:
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> >
> >
> >
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>
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>
>
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