New - Changes to the Lead Month Roll Procedure for the E-mini S&P 500 and Micro E-mini S&P 500 Futur

https://www.cmegroup.com/notices/el...-mini S&P 500 Futures,-Effective Sunday, June

 

Thanks, I used to receive notices from the CME, but somewhere along the line they must have dropped me.

 

Anyone have any ideas why they are doing this?

And why not NQ, YM, RTY, EMD etc at the same time.

 

Prolly something to do with the closing of the SP pits, and the discontinuation of the big SP contract. Maybe they realized that on quarterly rolls, they can now do it in same week as options? *shrugs* Just a guess.

 

Last sentence:-

"This change will reflect the current observed trading patterns around roll dates and align the lead month roll for the contracts with the balance of the Exchange’s U.S. Equity Products."