Discussion in 'Index Futures' started by tharnett, Mar 15, 2004.
What day does the volume flip to the June contract from March?
There was another topic on this recently, under index futures i think.
The "official" rollover is this coming Thursday - BUT, i have been in the June Contracts since Thursday. The best time to roll over (for me) is the first day previous to the second Friday of the Current Front month (March).
Its all on that thread, Theres alot of controversy on when to change (second Thursday or Third?). I originally thought third, but the second is ok it seems. Volume is there.
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