M6BU0 expiry: September 16, 2030

When M6BU0 stops trading

Trading terminates at 9:16 a.m. CT on the second business day immediately preceding the third Wednesday of the contract month. For M6BU0 that falls on September 16, 2030.

Senzoukria stops offering M6BU0 as the default contract on September 12, 2030, 4 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

Currency futures roll quarterly, and the open interest moves in the days around the roll rather than on the last trading day. The expiring month keeps quoting until delivery, but its book is too thin to read an auction on.

For M6BU0 the next listed delivery is M6BZ0, whose last trading day is December 16, 2030. That is the contract the volume moves into, just as it moved out of M6BM0 on June 13, 2030.

What one tick is worth on M6BU0

The minimum price fluctuation is 0.0001, which is $0.63 per contract on a multiplier of 6250. A full point is therefore $6,250.00. 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 0.0001 sets how finely the bid and ask volume of M6B 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 M6BU0 position and the rows of its footprint come from the same numbers.

Every M6B delivery listed in 2030

M6B lists 4 delivery months a year (H, M, U, Z). M6BU0 is number 3 of 4 in 2030.

M6BU0 and 6BU0 side by side

M6B and 6B track the same underlying, but 6B is 10 times the size of M6B: $6.25 a tick against $0.63. Both quote on the same 0.0001 tick. M6BU0 and 6BU0 share the same last trading day, September 16, 2030, so a position in either rolls on the same date.

The practical difference is position sizing rather than behaviour. M6B lets a 10-contract position carry the same exposure as one 6B, which makes partial exits possible on a small account; 6B carries the deeper book, so its footprint and its depth of market are the ones to read even when the position is held in M6B.