When do the Z* and 6* futures roll over?

[timmbbo]

Hi there,

When do the markets such as ZF, ZF, 6B, and 6E roll over? I'm use to trading the ES market, which I know rolls over the third Friday of the quarter, of March, June, September, and December. I've just started trading these Z and 6 markets. I assumed they would roll over on the same schedule and frequency, but I guess not? Can you clarify? Thanks,

[NinjaTrader_Zachary]

Hello timmbbo,

Thank you for your inquiry.

For the treasury futures (ZF, ZB), trading expires at 12:01 PM CST on the last business day of the contract month. For the forex futures, it's a little bit more complicated. Trading for the forex futures expires 2 business days prior to the third Wednesday of the contract month at 9:16 AM CST. You may view this information and other contract specs publicly on the CME website. I've included a link to each below;

https://www.cmegroup.com/markets/interest-rates/us-treasury/30-year-us-treasury-bond.contractSpecs.html

https://www.cmegroup.com/markets/interest-rates/us-treasury/5-year-us-treasury-note.contractSpecs.html

https://www.cmegroup.com/markets/fx/g10/euro-fx.contractSpecs.html

https://www.cmegroup.com/markets/fx/g10/british-pound.contractSpecs.html

With that said, your broker may choose to terminate trading prior to those dates. You would need to confirm with your broker directly to see when they disable trading from the expiring contract. If NinjaTrader Brokerage is your broker, please contact brokeragesupport(at)ninjatrader(dot)com.