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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: Digger Sacket who wrote (42177)	12/13/2000 2:06:33 PM
From: Louis V. Lambrecht	Read Replies (1) \| Respond to of 44573

Digger - there is now effective rule. But yes, for purposes of widely published fair values, the front quarter rollover happens (gentlemen's agreement?) on the Friday preceeding the Fridey of last options trading. 5Days of futures is not much of a future isn't it. However, volumes of next quarter futures start to (timidly) take off about 2 months before expiration. Most options on equities, indexes and futures traders rollover the latest at the end of the month preceeding expiration. For theta's sake.