Rollover Day - Thursday 9th June

Quercus

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I believe that today is rollover day for June Futures to the September contract. ie. from the M contract to the U contract.
The last trading day is the 3rd Friday of the expiration month; rollover day is the Thursday one week and one day before the last trading day.
So the current contract expires next Friday, and therefore the majority of the volume in the index Futures will be found on the September contract starting from tomorrow.

I post this just for information, and in case anyone wonders where all the volume has gone to, especially when Uncle Alan is also uttering words of wisdom tomorrow!
Cheers
Quercus
 
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