Rollover Day

[DeltaGuy]

Don't forget that tomorrow is Rollover Day for the CME equity futures. We change the letter from M (June) to U (September) tomorrow before the market opens.

 

[bdholmes]

Yes, I was misled by this on CME's website:
http://www.cme.com/trading/prd/fx/rolldates3745.html
into incorrectly placing a trade on September's Euro FX contract on Monday morning, when volume on the June contract was much greater. CME admitted this information is misleading on the phone and are getting it changed. Rollover is the first trading day prior to the second Friday of the expiration month (this is usually, but not always, the second Thursday of the month).

 

[josbarr]

Which was First Notice day 6 June.

 

[DeltaGuy]

Reminder that tomorrow is rollover day. More information is available on the Rollover information page