Index Futures Rollover Dates 2013

 

Russell 2000 (TF) / E-mini Nasdaq (NQ) / E-mini S&P (ES) / E-mini Dow (YM)

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 06-12, ES 09-12, using Zen-Fire as a data feed.

 

NQH3, ESH3, YMH3

Rollover Settlement: 15-Mar-13

NQM3, ESM3, YMM3

Rollover Settlement: 21-Jun-13

 NQU3, ESU3, YMU3

Rollover Settlement: 20-Sep-13

NQZ3, ESZ3, YMZ3

Rollover Settlement: 20-Dec-13

*Traders typically start trading the new expiration month the Thursday before the noted settlement date.

 

CME Listed Equity Rollover & Expiration

Year Month Expiration Rollover Nikkei
Expiration
Nikkei
Rollover
2012 6 6/15/2012 6/7/2012 6/8/2012 6/4/2012
2012 9 9/21/2012 9/13/2012 9/14/2012 9/10/2012
2012 12 12/21/2012 12/13/2012 12/14/2012 12/10/2012
2013 3 3/15/2013 3/7/2013 3/8/2013 3/4/2013
2013 6 6/21/2013 6/13/2013 6/14/2013 6/10/2013
2013 9 9/20/2013 9/12/2013 9/13/2013 9/9/2013
2013 12 12/20/2013 12/12/2013 12/13/2013 12/9/2013
2014 3 3/21/2014 3/13/2014 3/14/2014 3/10/2014
2014 6 6/20/2014 6/12/2014 6/13/2014 6/9/2014
2014 9 9/19/2014 9/11/2014 9/12/2014 9/8/2014
2014 12 12/19/2014 12/11/2014 12/12/2014 12/8/2014
2015 3 3/20/2015 3/12/2015
2015 6 6/19/2015 6/11/2015
2015 9 9/18/2015 9/10/2015
2015 12 12/18/2015 12/10/2015
2016 3 3/18/2016 3/10/2016
2016 6 6/17/2016 6/9/2016