Question

[elaine m]

Hello everyone,

This is my first time in the forum and I basically want to read all the discussions I can. However I have a question and did not know if this was the right place to ask it or not. So I will go ahead and ask. How do you know the date for the change to the new quarter?

Thank You

[ACM]

elaine
If you are referring to the equity index futures the rollover date is set by the exchanges to be "8 days before the third Friday of the expiration month"
Alex

[Guest]

elaine M,

contracts expire quarterly; March, June, September, and December. On the second Thursday of those months, the exchange forces the bulk of the trading activity into the next expiring contract by switching positions of the key traders in the trading pit.

Here is a link to a search I made using the eSignal KnowledgeBase. Hope this helps. (edit - Alex way too quick for me... further, he provided me this clarification - It could be the first Thursday of the month if the month starts on a Friday)
another link