At the end of 2022, the CME changed the roll-over date for equity index futures to the Monday prior to the third Friday of the expiration month (see https://www.cmegroup.com/trading/equity-index/rolldates.html). Consequently, we have changed the date on which our continuous contract symbols for these futures (e.g., @ES, @NQ, etc.) will roll over. For example, these continuous contract symbols will roll from March to June as of the beginning of the March 13 session. Please note that past rollovers for these symbols will not change. If you have any questions about this change, please post a new topic.
Expiration Month Codes Month Code January F February G March H April J May K June M July N August Q September U October V November X December Z
Expiration Month Codes
Month
Code
January
F
February
G
March
H
April
J
May
K
June
M
July
N
August
Q
September
U
October
V
November
X
December
Z