ESM9 expiry: June 15, 2029

When ESM9 stops trading

Trading terminates at 9:30 a.m. ET on the third Friday of the contract month. For ESM9 that falls on June 15, 2029.

Senzoukria stops offering ESM9 as the default contract on June 7, 2029, 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 ESM9 the next listed delivery is ESU9, whose last trading day is September 21, 2029. That is the contract the volume moves into, just as it moved out of ESH9 on March 8, 2029.

What one tick is worth on ESM9

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 ESM9 position and the rows of its footprint come from the same numbers.

Every ES delivery listed in 2029

ES lists 4 delivery months a year (H, M, U, Z). ESM9 is number 2 of 4 in 2029.

ESM9 and MESM9 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. ESM9 and MESM9 share the same last trading day, June 15, 2029, 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.