September 15, 2024 at 10:22PM
Just a reminder to all that if you are trading emini US equity futures on the CME the September contract expires this week.
There is a lot going on so you may (probably not) have been distracted.
Firstly, if you are new to all this, check out:
Understanding Futures Expiration & Contract Roll
Alternatively, if you’re all “Just gimme the dates!!!:
Equity Index Roll Dates
Note the first thing it says is that:
CME Group Equity Index futures allow market participants to roll their futures positions from one quarterly futures contract month to the next at any time they choose.
So, yeah, any time you like! However, it’s a reasonable practice to roll onto the new contract when the new contract becomes the highest volume trading. Which is right about now. More officially:
Equity products roll date is the Monday prior to the third Friday of the expiration month.
This article was written by Eamonn Sheridan at www.forexlive.com.
