guy2, Thanks for the response. I agree with you completely, I just wanted to be sure I wasn't wasting a few ticks rolling over. Actually, I started rolling over, and I caught enough of a move to cover the rollover. Thanks again for your help.
As "rollover" is a phenomenon of market participant behavior and is only indirectly related to exchange expiration dates, looking at these url's will not tell you very much. In fact, I wonder whether there are truly any clearcut rules for the above Eurex/Euronext rollovers as is the case for CME and CBOT. Some time ago, I have been tracking volumes in the different contracts but I didn't get very much wiser. I posted about this in the past. It seems that the sizes transmitted realtime are always totals running over the different months? Maybe I am wrong on this but I would love to have somebody do a similar thing as guy2 did for the US index contracts. Thank you guy2! nononsense
Hi nononsense, I though guy2 was asking for the specific rollover dates. Instead of me posting direct links to each individual Eurex Derivative (there's several)... I just posted the general link and hope he would go to the contract or trading calendar for the particular derivative he was interested in seeing what the specific rollover date. Also, I posted Euronext because I feel that anybody that's trading DAX or DJ Euro Stoxx50 should be watching the CAC-40 and FTSE-100 just as closely to prevent from getting suckered punched Just the same...anyone that trades a particular U.S. Emini...should be watching closely the other Eminis in reference to ES, NQ, YM and ER2. Getting married to one and waiting to see if a trade signal appears...not watching the others... While one of the others have a trade signal... Is a lost opportunity to profit. NihabaAshi
Hi Nihabi, As you recall, having a firm date for EUREX like we know for for CME, that's what I am also interested in. laocoon just posted: " I'm aware that next Friday is triple witching on the Eurex," This is a firm date for rollover. He may be right on this. It must be something like that as by experience I know that it is at least a week later than the ES. In fact I avoid trading the DAX the second half of the expiration month. Be good, nononsense
This chart shows how the average volume (averaged per minute over 5 minutes) switches from the current to the next contract in the ES on the rollover day. In this chart we see the switch from the March 2005 to June 2005 contracts. Don't forget that tomorrow (9 June 2005) is rollover day and we switch from M to U contract on CME index futures.
Don't forget that tomorrow (8 Sep 2005) is rollover day and we switch from U to Z contract on CME index futures.
i thought it was friday 9th - as the last trade day is 16th??? well done for not strating yet another roll over thread!!