yup.. a fond farewell to ESZ6, I knew you well, we had our moments, but all good things come to an end.. with a tear in my eye.... I welcome ESH7.. with open arms ..
look here for common rollover dates of various contracts. http://traderanalyst.jamroll.net/modules/news/article.php?storyid=5
Don't forget that tomorrow's rollover. Change symbols in your charts AND trading platforms to new letter. We leave M7 and start trading U7 tomorrow. Good trading everyone!
http://www.cme.com/trading/prd/equity/emini-sp500_FCL.html Listed CME E-mini S&P 500 Futures Contracts Months Traded H, M, U, Z Month Key Code Eligible Months 2 Currently Listed 2 Last Day of Trading Rule The business day of determination of the Final Settlement Price (normally, the 3rd Friday of the contract month). New Contract Listing Rule The day the front month expires. Special Notes Trades on GLOBEX Only CME Rule Book Chapter 358 Settlement Type Cash Settled Seq. No. Contract Month Product Code First Trade Date Last Trade Date Cash Settlement Date Delete Date 1 Jun 2007 ESM7 12/15/06 06/15/07 06/15/07 06/21/07 2 Sep 2007 ESU7 03/16/07 09/21/07 09/21/07 09/27/07 New CME E-mini S&P 500 futures contracts to be added on Jun 15, 2007: Dec 2007 ESZ7 12/21/07 12/21/07 12/28/07
ES contract changes from H8 to M8 tomorrow. Important: Remember to change both your trading platform AND your charting platform before trading starts tomorrow unless you are carrying open positions overnight tonight. All CME/CBOT index futures contracts will roll tomorrow.
Thanks. Yes, at market open (9:30 AM Eastern) the volume begins to transition over to the "U" contract.