Expiration Index Futures

Discussion in 'Index Futures' started by FT79, Jun 9, 2006.

  1. FT79

    FT79

    Dear Traders,

    I have question about the expiration of the futures in the US vs. the futures in Europe. Yesterday (6 business days before expiration) “ the market” in the US are rolling there position and start trading the September contracts. Volume in the June contracts drops. In Europe you see this happening on the last trading day.

    Has anybody any idea why in the US traders will trade the next contract 6 business days before expiration and in Europe on the last trading day.

    Thanx in advance,
    FT79