Futures Rollover Dates 2026: ES, MES, NQ and MNQ Calendar

Futures Rollover Dates: Interactive Calendar

Use this calendar to compare quarterly futures rollover dates with expiration dates. Select the year and the quarter of the expiring contract. The displayed transition identifies the next quarterly month; it does not place a trade, transfer a position or cancel an order.

Official CME Futures Rollover Dates for 2026

The following futures rollover dates reproduce the U.S. index entries in CME’s published quarterly schedule. The expiration column belongs to the outgoing contract. The next-contract column identifies the destination month, which has its own later expiration.

June exception: CME’s table lists June 18, 2026 for expiration. Do not substitute June 19 merely by applying a third-Friday calculation. Published product dates take precedence over a generic calendar formula.

2027 Planning Calendar

These futures rollover dates extend planning into the following year. Check the exchange schedule again before using a future date operationally.

Calendar source: CME Group Equity Index Roll Dates. The exchange describes a customary lead-month transition and permits participants to roll at a time they choose.

Futures Rollover Dates vs Expiration Dates

Understanding futures rollover dates requires separating three events: the exchange’s customary lead-month change, a trader’s position transfer and the old contract’s expiration. These events can occur on different days.

The lead-month date is a reference for identifying the primary quarterly month. A position roll closes exposure in one expiration and opens exposure in another. Expiration follows the old contract’s product rules for final trading and settlement.

The outgoing contract does not transform into the next contract. Each month has its own price, order book and positions. Changing a chart from ESZ26 to ESH27 therefore does not transfer an ESZ26 position, cancel its resting orders or create replacement protective orders.

This distinction makes futures rollover dates an operational checkpoint. A trader who holds exposure must consider account positions and working orders, while a flat trader may only need to update charts, watchlists and strategy subscriptions.

ES, MES, NQ and MNQ Futures Rollover Dates

The quarterly futures rollover dates in this guide concern the March, June, September and December cycle. ES and MES provide different-sized exposures to the S&P 500. NQ and MNQ provide different-sized exposures to the Nasdaq-100.

For the December 2026 transition, the outgoing symbols are ESZ26, MESZ26, NQZ26 and MNQZ26. The next quarterly symbols are ESH27, MESH27, NQH27 and MNQH27. CME’s customary roll date is December 14, with December expiration on December 18.

Micro and E-mini contracts share the quarterly month structure, but their contract multipliers and tick economics differ. Matching futures rollover dates does not make their monetary exposure interchangeable. Confirm the exact instrument and quantity in every account.

Platforms may display symbols using spaces, a one-digit year or another notation. The examples here use a root, month letter and two-digit year. Verify the instrument description rather than relying solely on a symbol that looks familiar.

Contract Month Codes for Futures Rollover Dates

Month codes turn futures rollover dates into specific instrument transitions. The quarterly letters are H for March, M for June, U for September and Z for December.

The December-to-March transition also changes the year. ESZ26 rolls toward ESH27, not ESH26. An outdated year can invalidate routing even when the root and month letter are correct.

Liquidity Around Futures Rollover Dates

Published futures rollover dates provide a calendar reference, but liquidity does not move through a single universal switch. Different participants can transfer exposure at different times, and a data vendor may use its own continuous-contract rule.

Compare the outgoing and next contracts using the same session boundaries. Observe traded volume, bid/ask spread, available depth and execution conditions. Open interest can provide additional context, but its reporting time differs from live volume; do not treat it as a real-time substitute.

A brief volume crossover is not automatically a durable migration. If a strategy uses a volume rule, define the observation period and the conditions for changing its active contract. Record which rule was used rather than changing methods after seeing the outcome.

Keep futures rollover dates separate from provider-specific chart switches. A continuous series can roll on a fixed date or a liquidity condition while your execution platform still requires an explicitly selected expiration.

Position Checklist for Futures Rollover Dates

Before acting on futures rollover dates, establish whether the account is flat, holds a position or has working orders. Those states require different actions. A flat account can still contain orders capable of creating exposure in an outgoing month.

1. Identify exposure: record account, exact symbol, direction and quantity.
2. Confirm the destination: check root, month, year, multiplier and permissions.
3. Choose an execution method: separate closing and opening transactions or a supported calendar-spread order.
4. Review protective orders: determine where stops, targets and conditional orders reside.
5. Check account constraints: confirm margin, broker deadlines and any evaluation-account rules.
6. Reconcile execution: verify actual fills and resulting positions, including partial fills.
7. Inspect the outgoing contract: confirm intended positions and orders have been resolved.
8. Update connected systems: charts, alerts, trade copiers and strategy instances.

Separate transactions can create legging risk: one leg may fill while the other remains unfilled. A supported spread order manages a quoted relationship between months, but it still requires checking the platform’s order semantics and available liquidity.

Use futures rollover dates as a review trigger, not as evidence that a platform will perform these actions automatically. Record the final state in each account before restarting automated execution.

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Futures Rollover Dates, Charts and Backtests

A chart can show a discontinuity around futures rollover dates because the outgoing and incoming contracts trade at different prices. Joining their data can create a transition gap that is not a price move within either individual contract.

An unadjusted continuous series preserves the underlying contract prices but retains splice gaps. A back-adjusted series modifies historical levels to reduce those gaps. Ratio adjustment uses a different transformation. The appropriate method depends on what the research is trying to measure.

Document the data source, switching rule and adjustment method. Historical support levels from an adjusted series may differ from prices actually traded in the original contract. A signal near a roll can also change when a provider revises its stitching method.

Backtests should model futures rollover dates consistently with intended execution. A smooth continuous chart alone does not account for the trades, spreads, fees or slippage required to maintain exposure across contract months.

Preserve individual-contract data when validating a roll-sensitive result. Compare the signal timestamp, the selected month and the assumed fill price. This allows a researcher to distinguish strategy behavior from a data-construction artifact.

Futures Rollover Dates for Automated Trading

Automated systems should incorporate futures rollover dates into contract-selection and account-validation logic. A hard-coded symbol can continue routing to an outgoing month even after the rest of the workspace has changed.

Define one authoritative active-contract setting and make its consumers explicit. Chart subscriptions, signal generation, order routing and follower accounts should not independently infer different expiration months without reconciliation.

A controlled transition can pause new entries, reconcile positions and orders, change the instrument configuration, verify data subscriptions and resume only after the intended account state is confirmed. The appropriate sequence depends on the system and whether exposure must remain open.

Test futures rollover dates in simulation, including reconnects, partial fills and a failed destination-symbol lookup. A safe failure should be visible to the operator; it should not silently route to a default or stale contract.

Infrastructure does not replace these controls. A VPS can host software continuously, but it does not determine the correct contract or ensure that a strategy’s transition logic is sound. See our futures trading VPS guide for infrastructure considerations.

Costs Around Futures Rollover Dates

Maintaining exposure across futures rollover dates can incur commissions, exchange and clearing fees, bid/ask costs and slippage. Count the executed sides according to the account’s actual fee schedule instead of assuming a roll is free.

Illustrative calculation: closing two contracts and opening two contracts creates four executed contract-sides. At an assumed all-in charge of $2 per side, explicit costs are $8. This example excludes spread and slippage and is not a quoted broker rate.

The quoted difference between months is a calendar spread. It is distinct from transaction fees. Equity-index contract prices can reflect financing and expected dividends, so buying the later month at a different level should not automatically be interpreted as an immediate underlying-index loss.

When evaluating futures rollover dates in a strategy, separate explicit costs, execution slippage and the intermonth price relationship. Document the benchmark used for slippage so the calculation can be reproduced.

Use our Futures Commission Calculator to assess explicit trading costs with your own fee inputs.

Futures Rollover Dates for Other Products

Do not apply these equity-index futures rollover dates to crude oil, gold, grains or another product solely because it is a futures contract. Expiration cycles, settlement methods and delivery-related events are product-specific.

For a deliverable contract, distinguish first notice, last trading and delivery events. A broker may impose an earlier restriction or liquidation deadline. The account’s practical deadline can therefore precede the exchange’s final trading date.

Consult the CME Expiration Calendar and your broker’s contract policy. Select the exact product and event type rather than copying a nearby date from another instrument.

Researching futures rollover dates is only useful when the contract scope is correct. Cash-settled index contracts and physically deliverable commodity contracts should not share an unqualified operational checklist.

Common Futures Rollover Dates Mistakes

Confusing a Reference Date with Mandatory Execution

CME’s customary schedule does not require every participant to transfer exposure at the same time. Confirm the relevant account rules and liquidity conditions.

Using the Expiration of the Incoming Contract

The table’s expiration belongs to the outgoing month. Mixing those two months can leave an expiring position unattended.

Changing Charts but Leaving Orders Behind

A chart change does not necessarily change orders, alerts, account positions or copier settings. Review each system explicitly.

Ignoring the December Year Change

The next quarterly month after Z26 is H27. Confirm the year in saved templates and strategy configuration.

Treating a Continuous Price as an Executable Quote

A continuous series is a charting construction. Confirm the actual tradable contract and quote used for execution.

Applying One Product’s Calendar to Another

Different settlement methods and broker restrictions can change the relevant deadlines. Verify the exact instrument.

Recording a Successful Roll Without Reconciliation

Order submission is not proof of completion. Check fills, remaining orders and the account’s resulting exposure.

Futures Rollover Dates FAQ

What are the ES futures rollover dates in 2026?

CME’s published customary U.S. equity-index dates are March 16, June 15, September 14 and December 14, 2026. Check the outgoing and next contracts before execution.

Do MES futures rollover dates match ES?

The quarterly month cycle aligns. MES has different contract economics, so confirm quantity and instrument rather than treating a Micro position as an E-mini position.

Do NQ and MNQ use the same quarterly cycle?

Yes. Their quarterly month codes are H, M, U and Z. Verify the full contract description in your platform.

When does ESZ26 roll toward ESH27?

The customary lead-month date is December 14, 2026. ESZ26’s listed December expiration is December 18, 2026.

Why is June 2026 expiration listed as June 18?

That is the date in CME’s published U.S. index schedule. Use the exchange entry rather than substituting a date calculated from a general third-Friday rule.

Must I trade on the published futures rollover dates?

CME permits participants to roll at a time they choose. Broker deadlines, account restrictions and the product’s expiration rules still matter.

Will changing the chart roll my position?

Do not assume so. A chart selection and an account transaction are different operations. Inspect positions and working orders directly.

Are futures rollover dates universal across data providers?

No. Providers may use fixed-date or liquidity-based rules for continuous charts. Document the method used in both research and execution.

Why does the calendar show December 2026 initially?

It is the next scheduled quarterly transition at this page’s October 8, 2026 review. The selectors also provide historical 2026 quarters and 2027 planning dates.

Where should I verify changes?

Use the linked CME quarterly schedule and product expiration calendar, then confirm your broker’s instrument-specific deadlines.

Final Checklist for Futures Rollover Dates

The practical value of futures rollover dates is aligning the intended contract across the entire workflow. A date alone cannot establish that positions, orders, charts and automation have transitioned correctly.

Before the next quarterly change, record the outgoing and incoming symbols, confirm the applicable expiration and broker deadline, compare liquidity, reconcile account exposure and inspect protective orders. Document the switching rule used by continuous charts and backtests.

After execution, confirm the final position and order state. If the account is intended to be flat in the outgoing month, verify that condition directly rather than relying on a changed chart label or a submitted order.

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