Could one of you guys write a single paragraph summarizing what you've just discussed that fully defines how to determine expiration and rollover dates, with consideration of all possible combinations of monthly starting days and holidays? I don't think I've ever seen such a description. Thanks! (Then we won't have to keep reproducing this thread every 3 months.)
dkamp, I guess the final conclusion is this: Front month is the trading day before the second Friday of the expiration month. Ofcourse there are special circumstances as we saw in September.