[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [RT] E-MINI FUTURES CONTRACTS



PureBytes Links

Trading Reference Links

Hello Charles,
Here are the dates back to 1999
Contract first day      last day
Sep-04  6/10/2004
Jun-04  3/11/2004       6/9/2004
Mar-04  12/11/2003      3/10/2004
Dec-03  9/11/2003       12/10/2003
Sep-03  6/12/2003       9/10/2003
Jun-03  3/13/2003       6/11/2003
Mar-03  12/12/2002      3/12/2003
Dec-02  9/12/2002       12/11/2002
Sep-02  6/13/2002       9/11/2002
Jun-02  3/8/2002        6/12/2002
Mar-02  12/14/2001      3/7/2002
Dec-01  9/17/2001       12/13/2001
Sep-01  6/7/2001        9/16/2001
Jun-01  3/8/2001        6/6/2001
Mar-01  12/7/2000       3/7/2001
Dec-00  9/7/2000        12/6/2000
Sep-00  6/8/2000        9/6/2000
Jun-00  3/9/2000        6/7/2000
Mar-00  12/9/1999       3/8/2000
Dec-99  9/9/1999        12/8/1999

Friday, July 16, 2004, 9:55:09 AM, you wrote:

CM> Group-

CM> Please; I would like to know the exact dates that the e-mini futures contracts switched from one quarter to the next in
CM> years 2001 through 2004.  In this connection; I'm looking for something more specific than "check it by volume".

CM> Also; can anyone please comment on what % slippage factor is reasonable to expect if I were to trade maximum (2) Russell 2000 e-mini contracts at the close?

CM> Thank you for your thoughts or comments.

CM> Chas



-- 
Best regards,
 Roger                            mailto:mailrs@xxxxxxxxxx




------------------------ Yahoo! Groups Sponsor --------------------~--> 
Yahoo! Domains - Claim yours for only $14.70
http://us.click.yahoo.com/Z1wmxD/DREIAA/yQLSAA/zMEolB/TM
--------------------------------------------------------------------~-> 

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/realtraders/

<*> To unsubscribe from this group, send an email to:
    realtraders-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/