Volume and Expiry general questions on NSE Futures - Please help


New Member
I understand that in India we have futures upto 3expiries, so say we have F1, F2 and F3. F1 denotes the front month, F2 second month and F3 third month. My questions are

1) Once F1 rolls off or expires, it seems F2 becomes the new F1, F3 becomes the new F2, and a new F3 is introduced, is that consistent with your understanding? So basically at every expiry a new F3 is introduced?

2) How does volume swap happen around expiry. I was under the impression that F2 would take over F1 by volume only around expiry, but it seems that sometimes the volume swap starts happening 2-3 days before expiry. Do you guys agree? Is volume or OI a better indicator for expiry?


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