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Hello marcopicos,
If you hold a position in the ES 03-16 and the ES futures rolls over to the 06-16, it does not affect your position. You will be still in the position for the ES 03-16. Your position does not transfer from the 03-16 expiry to the 06-16 expiry when the ES rolls over.
You can always view PnL of a position at Control Center-->Positions-tab.JasonNinjaTrader Customer Service
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