When do we switch to June contract?

Discussion in 'Index Futures' started by BloodTrader, Mar 8, 2004.

  1. I should remember this, but what is the rule for when to switch to the next contract for ES/NQ?


  2. Is it the thursday before the third friday of the month?
  3. this thursday, 3/11.
  4. saxon


    Last trade day for ES MAR is Thursday of next week, March 18. So Monday the 15th would probably be a good roll date. Majority of volume should be in JUN by then.

  5. And just an FYI, the bonds have alread switched to June
  6. prox


    I've been at it for 3 years and still have no idea exactly when.. but,

    the day it switches .. the morning volume will be unusually low,
    also if you're in touch with a chat room or other people posting charts, then it'll be obvious as well.
  7. cashonly

    cashonly Bright Trading, LLC

    Most stock traders switch 2 Thursdays before the 3rd Friday of the month.
  8. Thanks all. Sounds like Thurs.

  9. june for the s&p emini will become front month this thursday.
  10. You can tell when rollover is because someone will start an "IB is lagging | is down " thread referencing the old contract.
    #10     Mar 8, 2004