What is the frontmost month in ES and ZB right now? I thought it was 03-17. Need to know for TST combine. What would be considered the front most month? Like the soonest closing in or farthest out? I'd assume farthest out but I've been trading 03-17 (march expiry)
It is easy, you can use the following two URL's to see on which contract is the most volume
normally it is the first mentioned, the moment the volume of the second mentioned has
higher volume than the first, you 'roll over'
I look at the CME quote pages every day before I start trading to see what the official settlement price was from the previous day. This will quite often differ slightly from the closing price your charting package shows.
As a general guide for rollover dates, so you aren't wondering about it every day, the ZB rolls around the 3rd last business day of the previous month. So around the last week of February volume should fully move across from the March contract in to the June contract. For the ES it is usually the Thursday one week before expiration. Expiration is the third Friday of the business month. Therefore the 9th of March should see the ES roll from March to June.
As you are with TST though you have the added reassurance that they send out an email shortly before a product rolls to give you a 'heads up'.
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