Support and Resistance Trading Forum

Today is Rollover Day for the Stock Index Futures
By:techie
Date: 12/11/2008, 12:39 am

Today is the day for traders of index futures to rollover from the December 2008 contract to the March 2009 contract.

Rollover day for all index futures is the first Thursday following the first Friday of the expiring month. Rollover day for is usually the 2nd Thursday of the expiring month.. The only exception is when the first day of the expiring month is a Friday. When the first day of the expiring month is a Friday, rollover day is the first Thursday of the expiring month.

Given that different charting services and trading platforms use different symbols for the index futures, the most straight forward way to change from the December 2008 contract to the March 2009 is to change the Year designator from 8 to 9 and the Month designator from Z to H in the contract symbol for all index futures charts and trading platform references.

Responses To This Message

Re: Today is Rollover Day for the Stock Index Futu
Erich (vendor, CTA) -- 12/11/2008, 1:12 am
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