Russell 2000 (TF) / E-mini Nasdaq (NQ) / E-mini S&P (NQ) / E-mini Dow (NQ)
These are the start and end dates for the major quarterly index futures contracts for the remainder of the year. Remember to watch the volume on both contracts the week before the rollover as trader typically roll the Thursday before the expiration.
Quarterly options will also expire near the rollover time, making for some interesting trading.
The month designations follow this format: H-Mar M-June U-Sept Z-Dec
The year is a number representing the year, 2 = 2012, 3=2013, ect.
The symbol can be a different format depending on the platform you use, please due your own due diligence.
ThinkorSwim also has a composite root symbol for each e-mini (/TF, /ES, /NQ, /YM) that should show you the currently trading contract. NinjaTrader’s format is TF 06-13, ES 09-13, using Zen-Fire as a data feed.
[UPDATED for 2013]
NQH3, ESH3, YMH3
Rollover Settlement: 15-Mar-13
NQM3, ESM3, YMM3
Rollover Settlement: 21-Jun-13
NQU3, ESU3, YMU3
Rollover Settlement: 20-Sep-12
NQZ3, ESZ3, YMZ3
Rollover Settlement: 20-Dec-13
*Traders typically start trading the new expiration month the Thursday before the noted settlement date.
|NASDAQ 100 (/NQ)||Symbol||Type||Last Trade||Settlement|
|Dow mini (/YM)||Symbol||Type||Last Trade||Settlement|