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Nasdaq December -> March Rollover?


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Nasdaq December -> March Rollover?

  #1 (permalink)
Amnesia
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I was wondering when you guys are rolling over from the Nasdaq December contract onto the March 2013 Contract for Nasdaq Futures.

CME has the rolldate listed as December 13th Equity Index Roll Dates

But the volume still seems to be a bit shallow on the March Contracts.

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  #3 (permalink)
 
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 Daytrader999 
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The last trade date for December equities will be on December 21st (next Friday) Calendar | Mirus Futures.

I think that volume for the March contracts will take over at the beginning of next week...

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 Fadi 
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Yes, next Monday most people would usually start to switch

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  #5 (permalink)
Amnesia
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@Daytrader999 : Dankeschön

Thanks Fadi

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 Daytrader999 
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@Amnesia:

Bitte sehr...

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 dakine 
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I would keep an eye on the daily volume for both contracts and trade the one which is higher.

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 perryg 
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Amnesia View Post
I was wondering when you guys are rolling over from the Nasdaq December contract onto the March 2013 Contract for Nasdaq Futures.

CME has the rolldate listed as December 13th Equity Index Roll Dates

But the volume still seems to be a bit shallow on the March Contracts.

The best and easiest way to check is to pull up 2 time and sales windows. In one put the 12-12 contract, and in the other put the 03-13 contract. Compare the volume in the two windows. If the volume of the 03-13 is larger than the volume in the 12-12 window, then start using the new contacts, if not keep using the old one until you see a change.

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 trendisyourfriend 
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You can also check the Volume column :
E-mini [AUTOLINK]NASDAQ[/AUTOLINK]-100

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Last Updated on December 14, 2012


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