ESM7 expiry: June 18, 2027

When ESM7 stops trading

Trading terminates at 9:30 a.m. ET on the third Friday of the contract month. For ESM7 that falls on June 18, 2027.

Senzoukria stops offering ESM7 as the default contract on June 10, 2027, 8 calendar days before that last trading day, and keeps it selectable with a badge. The date is computed from the exchange rule rather than stored. The engine counts Monday to Friday and holds no CME holiday table, so a date that falls next to a public holiday can be one day off the exchange calendar. Check the exchange calendar when the date sits close to a holiday.

When the volume actually leaves

Equity index liquidity moves to the next quarter in a single week, usually the one that contains the roll date. Order flow read on the old contract after that week is thin and misleading: the book empties, prints get sparse, and a footprint built on it shows gaps that are an artefact of the roll rather than of the auction.

For ESM7 the next listed delivery is ESU7, whose last trading day is September 17, 2027. That is the contract the volume moves into, just as it moved out of ESH7 on March 11, 2027.

What one tick is worth on ESM7

The minimum price fluctuation is 0.25, which is $12.50 per contract on a multiplier of 50. A full point is therefore $50.00. On a footprint chart one row is one tick, so the same vertical space holds a different number of rows depending on the product: a tick of 0.25 sets how finely the bid and ask volume of ES can be read.

These are the values the app itself trades on, taken from its contract table rather than retyped, so the P&L shown on a ESM7 position and the rows of its footprint come from the same numbers.

Every ES delivery listed in 2027

ES lists 4 delivery months a year (H, M, U, Z). ESM7 is number 2 of 4 in 2027.

ESM7 and MESM7 side by side

ES and MES track the same underlying, but ES is 10 times the size of MES: $12.50 a tick against $1.25. Both quote on the same 0.25 tick. ESM7 and MESM7 share the same last trading day, June 18, 2027, so a position in either rolls on the same date.

The practical difference is position sizing rather than behaviour. MES lets a 10-contract position carry the same exposure as one ES, which makes partial exits possible on a small account; ES carries the deeper book, so its footprint and its depth of market are the ones to read even when the position is held in MES.