Futures Contract Rollover Rules

This page provides the specific rollover rules for continuous futures contracts. Because individual futures contracts expire, we need a way to connect them to create a long-term price chart for analysis. This is done by "rolling over" from an expiring contract to a new one.

The data here is built using a simple and predictable method: the rollover happens on a set date for each contract, such as a specific number of days before expiration. This is different from other methods that use changing market factors like volume or open interest to decide when to roll over. By using a fixed calendar date, the historical charts are consistent and easy to follow.

Symbol	Description	Rollover Rule
AD	Australian Dollar	Rollover happens 2 trading days before contract expiration.
AJY	Australian Dollar / Japanese Yen	Rollover happens 2 trading days before contract expiration.
BO	Soybean Oil	Rollover happens 8 trading days from the end of the month prior to expiration.
BP	British Pound	Rollover happens 2 trading days before contract expiration.
BR	Brazilian Real	Rollover happens 2 trading days before contract expiration.
BTC	Bitcoin Futures	Rollover happens 1 trading days before contract expiration.
BZ	Brent Crude Oil Last Day	Rollover happens 1 trading days before contract expiration.
C	Corn	Rollover happens 8 trading days from the end of the month prior to expiration.
CD	Canadian Dollar	Rollover happens 3 trading days before contract expiration.
CL	Crude Oil	Rollover happens 3 trading days before contract expiration.
EAD	Euro FX / Australian Dollar	Rollover happens 2 trading days before contract expiration.
ECD	Euro FX / Canadian Dollar	Rollover happens 2 trading days before contract expiration.
EMD	E-mini S&P MidCap 400	Rollover happens 5 trading days before contract expiration.
ES	E-mini S&P 500	Rollover happens 5 trading days before contract expiration.
EU	Euro FX	Rollover happens 2 trading days before contract expiration.
FF	30-Day Fed Fund	Rollover happens on contract expiration.
FV	5-Year US Treasury Note	Rollover happens 1 trading days from the end of the month prior to expiration.
GC	Gold	Rollover happens 2 trading days from the end of the month prior to expiration.
GF	Feeder Cattle	Rollover happens 10 trading days from the end of the month prior to expiration.
HE	Lean Hogs	Rollover happens 6 trading days from the end of the month prior to expiration.
HG	Copper	Rollover happens 2 trading days from the end of the month prior to expiration.
HO	New York Harbor ULSD	Rollover happens 3 trading days before contract expiration.
JE	E-mini Japanese Yen	Rollover happens 4 trading days before contract expiration.
JY	Japanese Yen	Rollover happens 2 trading days before contract expiration.
LE	Live Cattle	Rollover happens 10 trading days from the end of the month prior to expiration.
M6A	E-micro AUD/USD	Rollover happens 2 trading days before contract expiration.
M6B	E-micro GBP/USD	Rollover happens 2 trading days before contract expiration.
M6E	E-micro EUR/USD	Rollover happens 2 trading days before contract expiration.
MCD	E-micro CAD/USD	Rollover happens 2 trading days before contract expiration.
ME	E-mini Euro FX	Rollover happens 4 trading days before contract expiration.
MGC	Micro Gold	Rollover happens 2 trading days from the end of the month prior to expiration.
MSF	E-micro CHF/USD	Rollover happens 2 trading days before contract expiration.
NE	New Zealand Dollar	Rollover happens 2 trading days before contract expiration.
NG	Natural Gas	Rollover happens 3 trading days before contract expiration.
NIY	Nikkei 225 Yen Index	Rollover happens on contract expiration.
NKD	Nikkei 225 Dollar Index	Rollover happens 5 trading days before contract expiration.
NN	Nikkei 225 Yen Index	Rollover happens on contract expiration.
NQ	E-mini Nasdaq 100	Rollover happens 5 trading days before contract expiration.
O	Oats	Rollover happens 8 trading days from the end of the month prior to expiration.
PA	Palladium	Rollover happens 2 trading days from the end of the month prior to expiration.
PJY	British Pound / Japanese Yen	Rollover happens 2 trading days before contract expiration.
PL	Platinum	Rollover happens 2 trading days from the end of the month prior to expiration.
PX	Mexican Peso	Rollover happens 2 trading days before contract expiration.
QG	Natural Gas	Rollover happens 3 trading days before contract expiration.
QI	E-mini Silver	Rollover happens 1 trading days before contract expiration.
QM	Micro WTI Crude Oil	Rollover happens 3 trading days before contract expiration.
QO	E-mini Gold	Rollover happens 1 trading days before contract expiration.
RA	South African Rand	Rollover happens 2 trading days before contract expiration.
RB	RBOB Gasoline	Rollover happens 3 trading days before contract expiration.
RF	Euro FX / Swiss Franc	Rollover happens 2 trading days before contract expiration.
RP	Euro FX / British Pound	Rollover happens 2 trading days before contract expiration.
RR	Rough Rice	Rollover happens 8 trading days from the end of the month prior to expiration.
RTY	E-mini Russell 2000	Rollover happens 5 trading days before contract expiration.
RY	Euro FX / Japanese Yen	Rollover happens 2 trading days before contract expiration.
S	Soybeans	Rollover happens 8 trading days from the end of the month prior to expiration.
SEK	Swedish Krona	Rollover happens 2 trading days before contract expiration.
SF	Swiss Franc	Rollover happens 2 trading days before contract expiration.
SI	Silver	Rollover happens 2 trading days from the end of the month prior to expiration.
SIL	Micro Silver	Rollover happens 2 trading days from the end of the month prior to expiration.
SIR	INR/USD Standard	Rollover happens 2 trading days before contract expiration.
SM	Soybean Meal	Rollover happens 8 trading days from the end of the month prior to expiration.
TN	Ultra 10-Year US Treasury Note	Rollover happens 0 trading days from the end of the month prior to expiration.
TU	2-Year US Treasury Note	Rollover happens 1 trading days from the end of the month prior to expiration.
TY	10-Year US Treasury Note	Rollover happens 1 trading days from the end of the month prior to expiration.
UB	Ultra US Treasury Bond	Rollover happens 1 trading days from the end of the month prior to expiration.
US	US Treasury Bond	Rollover happens 1 trading days from the end of the month prior to expiration.
VX	CBOE Volatility Index	Rollover happens 1 trading days before contract expiration.
W	Wheat	Rollover happens 8 trading days from the end of the month prior to expiration.
XAB	E-mini S&P 500 Materials Sector	Rollover happens 1 trading days before contract expiration.
XAE	E-mini S&P 500 Energy Sector	Rollover happens 1 trading days before contract expiration.
XAF	E-mini S&P 500 Financial Sector	Rollover happens 1 trading days before contract expiration.
XAI	E-mini S&P 500 Industrial Sector	Rollover happens 1 trading days before contract expiration.
XAK	E-mini S&P 500 Technology Sector	Rollover happens 1 trading days before contract expiration.
XAP	E-mini S&P 500 Consumer Staples	Rollover happens 1 trading days before contract expiration.
XAU	E-mini S&P 500 Utilities Sector	Rollover happens 1 trading days before contract expiration.
XAV	E-mini S&P 500 Health Care Sector	Rollover happens 1 trading days before contract expiration.
XAY	E-mini S&P 500 Consumer Discretionary	Rollover happens 1 trading days before contract expiration.
YC	Mini Corn	Rollover happens 8 trading days before contract expiration.
YK	Mini Soybean	Rollover happens 8 trading days before contract expiration.
YM	E-mini Dow Jones $5	Rollover happens 5 trading days before contract expiration.
YW	Mini Wheat	Rollover happens 8 trading days before contract expiration.