When do US index futures roll???

Discussion in 'Index Futures' started by myminitrading, May 30, 2007.

  1. Anyone know, I know its Thursday before the third Friday, but dont they start before that?
  2. gnome


    Yes, but the volume is very light. No real benefit to trying to trade the Sep before it becomes lead month.
  3. ??.........Monday before expiration? Keep on eye on the open interest between now and then.