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Date/Time: Mon, 06 May 2024 14:14:56 +0000



Post From: rollover contract monhts

[2013-10-30 13:09:15]
Sawtooth - Posts: 3993
Equity index futures quarterly rolldates:
http://www.cmegroup.com/trading/equity-index/rolldates.html
For most this is the Thur before 2nd Fri. Expiration is the 3rd Fri.

FX futures quarterly rolldates:
http://www.cmegroup.com/trading/fx/rolldates.html
This is 5 bus. days prior to expiration, which is 2 bus. days prior to 3rd Wed.