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I know one of our illustrious members recently posted the rules for when
the S+P contract rolls, but I neglected to save it to a convenient place.
If they, or anyone who knows, could refresh my memory, I'd be grateful.
The CME web page says the E-mini trades until the third Friday of the
month, and I know the big S+P rolls on the Thursday before LTD. If
Friday Dec 15 (third Friday) is LTD for the S+P, then we roll tomorrow,
but I have this nagging feeling that there's another bit to the formula
that keeps it from rolling this early.
TIA,
Jim
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