Some say a week or 10 days before last trading day. Others say that you should monitor open interest and volume shifts from one month to another. What you think?
How about "when everyone else does"? Of course that's really the same as monitoring volume/open interest. I go with volume alone because it's easier for me to watch.....
Standard "rollover day" is the Thursday a week before expiration. That is when we look at the next quarter's futures as "front month"....but, anytime around there works for actual trading the rollover, of course. Don
How about next Thursday, which is 3/13/2008 at about 9:30 eastern time. I think I'll give that a try.