I am trying to learn the intricacies with regards to expiration dates and when to rollover from one contract to the next. I have been observing several different markets and it appears that volume flows out of the contracts before the actual exp. date. I was wondering is there a way to find out what the consensus day for rolling over contracts in the different markets. Here are a few examples of markets I am looking at. The indexes (ES,YM) form the bulk of my experience with futures as for other commodities I am relatively a newbie so please feel free to correct any inaccuracies I post here. IqFeed is my data provider and is the source for any info I post below Dollar (DX) - Last Trading Day - The 2nd business day prior to the 3rd Wed. of the expiring month. On the LTD, trading ceases at 10:16 a.m. (the DX June 06 contract will expire on Mon June 19th) Monday and tuesday there were 12,678 and 3,823 contracts traded respectively on the june contract (M6). The numbers for sept contract (U6) were 14,019 and 7,232. So it appears that more vol is taking place on septs contract already.