E-mini S&P 500 rollover volume switch?

sub5mango

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Hi

this is my forst rollover - I see from the CME wesite that the ES09 contract expires on 19th Sept, and yet if I look at the volumes traded yesterday on the ES09 and ES12, the ES12 is slightly up.

Is there any reason for this? (perhaps to not be caught holding a contract on settlement day??)
Is the ES12 now the leading contract? The contract most people will be trading?
Is is usual for this volume switch to happen a week before expiration?

Thanks in advance for any advice

s5m
 
Hi

this is my forst rollover - I see from the CME wesite that the ES09 contract expires on 19th Sept, and yet if I look at the volumes traded yesterday on the ES09 and ES12, the ES12 is slightly up.

Is there any reason for this? (perhaps to not be caught holding a contract on settlement day??)
Is the ES12 now the leading contract? The contract most people will be trading?
Is is usual for this volume switch to happen a week before expiration?

Thanks in advance for any advice

s5m


ok found an answer here Rollover Days
 
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