Futures Rollover Dates 2012

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
MAR 2013 NDH13 FUT
03/15/2013
03/15/2013
JUN 2013 NDM13 FUT
06/21/2013
06/21/2013
SEP 2013 NDU13 FUT
09/20/2013
09/20/2013
DEC 2013 NDZ13 FUT
12/20/2013
12/20/2013

 

Dow mini (/YM) Symbol Type Last Trade Settlement
MAR 2013 NDH13 FUT 03/15/2013 03/15/2013
JUN 2013 NDM13 FUT 06/21/2013 06/21/2013
SEP 2013 NDU13 FUT 09/20/2013 09/20/2013
DEC 2013 NDZ13 FUT 12/20/2013 12/20/2013