Rollover Dates for Upcoming Equity Index Quarterly Futures
(ES, NQ, YM.. )
The CME futures contract rollover dates are listed in the table below. Roll dates are not the same as expiration dates, they occur before expiration, usually 8 days or so before. It allows trades to move over to the newer contract and gives them time to extricate themselves from the expiring contract and into the new Front-month.
Roll Dates for Upcoming Equity Index Quarterly Futures
| Year | Month | U.S. Indexes | Nikkei / TOPIX | ||
|---|---|---|---|---|---|
| Expiration | Roll | Expiration | Roll | ||
| 2020 | 3 | 3/20/20 | 3/12/20 | 3/13/20 | 3/9/20 |
| 2020 | 6 | 6/19/20 | 6/11/20 | 6/12/20 | 6/8/20 |
| 2020 | 9 | 9/18/20 | 9/10/20 | 9/11/20 | *9/8/20 |
| 2020 | 12 | 12/18/20 | 12/10/20 | 12/11/20 | 12/7/20 |
| 2021 | 3 | 3/19/21 | 3/11/21 | 3/12/21 | 3/8/21 |
| 2021 | 6 | 6/18/21 | 6/10/21 | 6/11/21 | 6/7/21 |
| 2021 | 9 | 9/17/21 | 9/9/21 | 9/10/21 | *9/7/21 |
| 2021 | 12 | 12/17/21 | 12/9/21 | 12/10/21 | 12/6/21 |
| 2022 | 3 | 3/18/22 | 3/10/22 | 3/11/22 | 3/7/22 |
| 2022 | 6 | 6/17/22 | 6/9/22 | 6/10/22 | 6/6/22 |
| 2022 | 9 | 9/16/22 | 9/8/22 | 9/9/22 | *9/6/22 |
| 2022 | 12 | 12/16/22 | 12/8/22 | 12/9/22 | 12/5/22 |
* Note: 9/7/2020, 9/6/2021, and 9/5/2022 fall on the US Labor Day holiday when markets are closed.
Quarterly Equity Index Futures expire quarterly. The roll date, when trading workstation move from the current contract to the next contract for trading as the front contract is usually about 8 days before expiration. This allows traders to transition from one contract to the next. On roll days the volume begins to slowly decline on the current contract, decaying to zero on the expiration day while the new front contract begins to see more market action and volume.
