Roll Over Days

[Soultrader]

This reference applies to most futures traded on the Chicago Mercantile Exchange and the Chicago Board of Trade.

• Rollover is 8 days before contract expiration.
• Rollover is usually on the second Thursday of every month. However, if the first day of the month is a Friday, the rollver day will be the first Thursday of the month.
• Expiration day is the 3rd Friday of the following months: March, June, September, and December.
• The contracy symbol associated with the expiration months are: March = H, June = M, September = U, December = Z. For example, the emini S&P symbol is the ES. So the symbol the emini S&P December contract would be ESZ06. (06 being the year)
• Liquidity of the contract will shift on the rollover date. Make sure you trade the correct contract. You should be able to notice by the lack of liquidity in your underlying instrument.
• If you are swing or position trading several days before rollver, make sure to use the newer contract instead.

[thrunner]

Change to March 2008 Contract Expiration Date Due to
Good Friday Holiday
Because the Good Friday exchange holiday coincides with the third Friday of March (the standard March
quarterly expiration date), March 2008 CME Group Equity index futures and options will expire on
Thursday, March 20, 2008 instead of Friday, March 21, 2008. Specifically:
• The open outcry trading of expiring contracts will conclude at the close of the regular trading
hours on Wednesday, March 19, 2008.
• Trading of expiring E-mini equity index futures and options contracts will conclude prior to the
open of regular open outcry trading hours on Thursday, March 20, 2008. Expiration dates/times
by contract are provided below:

[mister ed]

Thanks th - good info.
Rollover date remains Thur. 13 MAR 2008.

[BlowFish]

Im sure anyone trading the DAX would know this but highest volume is often done on the old contract right up to lunchtime of the expiration day! ot sure about other Eurex instruments.