ES Rollover

Discussion in 'Index Futures' started by profitseer, Dec 11, 2002.

  1. profitseer

    profitseer

    In case you missed it, tomorrow Thursday Dec 12 is rollover day.
     
    #1     Dec 11, 2002
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  2. andy4

    andy4

    Thanks for the heads up :)

    Andy
     
    #2     Dec 11, 2002
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  3. Tech Analysis

    Tech Analysis

    What time does it occur this morning? Right now (8am ET) there's more liquidity in the Z2 contract.
     
    #3     Dec 12, 2002
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  4. bobcathy1

    bobcathy1 Guest

    I think the rollover is thursday night, not morning.:)
     
    #4     Dec 12, 2002
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  5. wild

    wild

    watch the Z & H volumes ...
     
    #5     Dec 12, 2002
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  6. Tech Analysis

    Tech Analysis

    I notice esignal's ES #F (front month) is using H3 yet there's still more volume in the Z2, particularly the ES.

    There has to be a definitive answer somewhere! :D
     
    #6     Dec 12, 2002
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  7. Aaron

    Aaron

    H3 becomes the frontmonth at 8:30am Central, I believe.
     
    #7     Dec 12, 2002
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  8. Tech Analysis

    Tech Analysis

    Thank you, Aaron.
     
    #8     Dec 12, 2002
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  9. wild

    wild

    "official" last trading day of the CME December 2002 (Z) ES & NQ e-minis is Friday, Dec 20 ... roll-over to March 2003 (H) front month in practice is today.

    regards

    wild
     
    #9     Dec 12, 2002
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  10. P. Niss

    P. Niss

    We know that already, silly, the question asked was WHAT TIME.

    E-mini trades almost 24 hours a day so what TIME does it become official? With all the great minds here on ET surely someone can come up with the answer.

    Mr. Schindler said 830 so it looks like that's it, yes?

    Paul
     
    #10     Dec 12, 2002
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