We read before that this would happen starting March already, but the following announcement appeared on windowslivewire:

It’s almost moving time! We’ve been busy getting Windows Live Calendar ready for when we move all MSN Calendar customers over to the new and improved service on Windows Live.

Over the coming months, we will be moving all existing MSN Calendar customers over to Windows Live Calendar. The move will be gradual, that is, not everyone will see their calendars change on the same day.

So apparently the migration hadn’t started yet. In their article they also outline some features Windows Live Calendar offers over MSN Calendar and let you know that all of your MSN Calendar’s tasks and notes will be migrated into your new Windows Live to-do list. Furthermore they list what you should know for the move: If you only access your MSN Calendar through the web you need not do anything, however if you use Microsoft Office Outlook you will have to make sure you are using the latest version of Outlook Connector (version number 12.0.6414.1000 or greater).

Windows Live Calendar doesn’t support displaying attachments, hence the reminder we posted earlier to save those, or sending reminders to a secondary email address. You will also have to republish or share your calendars again in Windows Live Calendar after the move.