When do ES amd NQ roll to next contract?

Discussion in 'Index Futures' started by vikana, Jul 2, 2001.

  1. vikana

    vikana

    My data provider always rolls on the 8th of the expiration month (or the first trading day thereafter). Is that the standard or is there some other way this is being determined.

    Thanks in advance!
     
    #1     Jul 2, 2001
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  2. tymjr

    tymjr

    ESU and NQU will expire on Sept. 21. It sounds like you are rolling on "Most Active." I can't comment on the "standard", but I favor the most liquid contract.
     
    #2     Jul 2, 2001
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