Dec 14, 03:41 PM

E-mini S&P 500 Futures Transition to March, Trading 60 Points Higher with Roll Factor 70.25 Ahead of FOMC

The transition from December to March futures contracts for the E-mini S&P 500 (ES_F) is underway, with the March contract currently trading about 60 points higher than December. Market participants are observing typical volatility associated with this rollover period, which is expected to culminate in a rally during the upcoming triple witching week. The roll factor for the ES is noted at 70.25 points, with an estimated roll completion of 30% ahead of the Federal Open Market Committee (FOMC) meeting. Analysts are preparing to shift to the March contract, with some indicating they will maintain their December positions through Tuesday before making the switch.

#Federal Open Market Committee #FOMC

Written with ChatGPT (GPT-4o mini).