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Aaron,
The first Thursday after the first Friday of the contract month; so Dec
futures will roll over on Thursday, 12/13/01.
Kimball Morgan
----- Original Message -----
From: "Barrington Bear" <schindlertrading@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, December 07, 2001 9:40 AM
Subject: rolldates
> Is there a way to tell when the roll dates are? Are they posted anywhere?
> Is there a rule of thumb?
>
> I would like to roll my positions when everyone else is rolling theirs and
> there is the greatest amount of liquidity in both contracts so I get as
> little slippage as possible.
>
> Aaron Schindler
>
>
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