Contract RolloverIf 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…
And then add the contract contract month…
H=Mar, M=June, U=Sep, Z=Dec
And then add the date for 2012…
And put it all together…

If you Google “ESZ12” or the current “ESM12”, you’ll have quite a bit of content related the respective session.

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