Has trading in US Interest Rate futures (ZB, ZN, ZF) switched to the front month contracts? When is their last day of trading? When do they officially switch to the front month contracts, so I don't have to ask again in the future. Thanks.
Changed over last week. I think it's 2 weeks prior to the roll date for equity indices. That would be 3 weeks prior to expiry.
According to the exchange, the last trading day is the "seventh business day preceding the last business day of the delivery month." http://www.cbot.com/cbot/pub/cont_detail/1,3206,1415+14896,00.html