Roll Overr

[johntrade]

The S&P 500 futures trade in quarterly contracts. The current quarter, which is the March contract, is coming to an end. When one contracts ends, the next quarterly contract begins but this happens over a week-long time span. This is called "Rollover."

Thursday the 10th (when you read this) is the second Thursday of the month that starts the rollover week. On that date the next quarterly contract (June in this case) becomes the