I'm trading the 10y note march contract (symbol TYH09 on tradestation) and I just need a little clarification on when traders rollover to the June contract. I've read elsewhere on elitetrader that it is 1 or 2 days before first notice day, which for the march contract is 2/27 or this Friday. So what day should I start trading the June contract? Wednesday or Thursday? I'm curious as to why the old post I read on elitetrader used "1 or 2 days" Which is it, one or two days? Thanks in advance.
bt 50 is correct. es rolls over a couple of days (watch volume) but the curve roll is specific when June goes topstep. here is an email I got from cme two weeks ago. N O T I C E SWITCH CHANGE US Treasury Bonds Effective Friday, February 27, 2009â (1) June US Treasury Bonds will trade as the lead month and (2) March US Treasury Bonds will trade as the second month. All other delivery months will remain in their current positions. Bill King Manager Trading Floor Technology Support