Tag: contract rollover

E-mini S&P Roll Date Approaches – How to Roll Over

March 9, 2017 is the official rollover date for E-mini futures. On that date, you can switch to the ES 06-17 (June 2017) contract. As of this moment, most traders are still trading the March contract, which currently has over 6x the volume compared to the 06-17 contract. Of course, the volume will transfer to the 06-17 contract in the coming days. Some traders prefer to trade the contract with the greatest volume. Others prefer to switch on the exact roll date, no matter what. Click here for the CME page that shows the volume. On the roll date, expect...

Thursday, Dec. 10 is Roll Over Day for CME Equity Index Futures

Thursday, December 10, 2015 is the day to roll over your equity index futures. If you trade the E-mini, you can roll over your contract to the next contract period, March 2015 (ES 03-16 in NinjaTrader). It is customary to roll over the futures contract eight days before the contract expires. This is known as the roll date. The next roll date will be March 10, 2016. Click here to see the CME page with an explanation and future dates Click here to see the official rollover instructions from NinjaTrader The way we roll over futures contracts is as follows....

Contract Rollover is Thursday, December 12, 2013

Traders – for Thursday, December 12, 2013 you will need to roll over your CME Equity Index Futures contracts to the new quarterly contract month (March, 2014 aka 03-14 in NinjaTrader). Here’s how to do it: 1. Go to NinjaTrader’s Control Center > Tools > Instrument Manager… 2. For example, under name, type in “ES” for E-mini S&P 500 and click Search 3. For Expiry at the bottom, select 03-14 4. Click the left arrow (◄) then click OK at the bottom 5. Open a chart or go to one that you have open and switch it to the new...

Remember to Roll Over Your Futures Contracts

If you trade the E-mini S&P 500 Futures, remember that you will need to roll over to the next contract period (December, 2013) by September 20, 2013.  On September 20, 2013, the current contract period expires.  Note that it is possible to switch over earlier – you can visit the CME’s website and compare the volumes of the two contract periods (Sep 2013 and Dec 2013).  When Dec 2013 volume is greater than the Sep 2013 volume, you can switch.  At the moment this is written, the December volume is only 11% of the September volume, so it is much...

Contract Rollover is December 12 – How to Roll Over

When trading the E-mini S&P and other futures, you generally want to be trading the most liquid contract. On a March quarterly basis (March, June, September, December), contracts expire. See the CME page for the rollover and expiration dates. First, I’ll show you how to get the new E-mini S&P contract chart on your NinjaTrader platform. In this example, ES 06-13 is used. However, you will be selecting ES 03-14 instead. 1. In NinjaTrader’s Control Center, go to Tools > Instrument Manager > Under Name, type “ES” without quotes > Click the listing for E-mini S&P 500 so it turns...

Dec. Contract Rollover on Thursday, Sept. 13, 2012

If you trade CME Futures (like the E-Mini or the Euro currency), remember to roll over to the December 2012 contract contract this Thursday, September 13. In NinjaTrader, you will need to switch the contract from the current setting (probably “06-12”) to “12-12” in the Instrument Manager. If you need exact instructions, visit the FAQ page. For users of other platforms like TradeStation, this final contract month of the year is denoted with a “Z”. You can also use @ES for a continuous contract. Here’s an example of how some trading platforms construct the extended ES symbol: Take the E-Mini abbreviation…...

Trading Reminder – Today is Contract Rollover Day

Traders – you should already know what today (March 8, 2012) is. Contract rollover day! Yes, this is the day when we (traders of equity futures contracts) switch to the next contract session – in this case, June. We always roll over the first or second Thursday or Friday of the expiring contract month. These expiration months are March, June, September and December. Your day trading platform may automatically warn you of the rollover. Why is it important that you roll over the contract? Well, you can’t trade an expired contract. Also, follow the volume and liquidity. Here are some...