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> I thought that the rollovers are determined by the roll over of the
> volume or the open interest.
> But I have to doubt this, if you say the rollover will take place
> tomorrow.
> This looks as if there is either a fixed day like for example
> => the Thursday one (or two) week(s) before the exp. day
> => 2nd Thursday of ep. Month
In the index futures like ES and NQ, the volume always rolls on
the day before the 2nd Friday in the month. This is equivalent
to the Thursday 2 weeks before expiration day.
This month 3/1 was a Saturday, so the first Friday was 3/7, the
second Friday is 3/14, and the day before the second Friday is
3/13.
Gary
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