METG9 expiry: February 23, 2029

When METG9 stops trading

Trading terminates at 4:00 p.m. London time on the last Friday of the contract month. For METG9 that falls on February 23, 2029.

Senzoukria stops offering METG9 as the default contract on February 19, 2029, 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

Crypto futures at CME expire monthly and settle against a reference rate rather than a physical asset. Liquidity concentrates in the front month and thins quickly once the roll has passed.

For METG9 the next listed delivery is METH9, whose last trading day is March 30, 2029. That is the contract the volume moves into, just as it moved out of METF9 on January 22, 2029.

What one tick is worth on METG9

The minimum price fluctuation is 0.5, which is $0.05 per contract on a multiplier of 0.1. A full point is therefore $0.10. 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 0.5 sets how finely the bid and ask volume of MET 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 METG9 position and the rows of its footprint come from the same numbers.

Every MET delivery listed in 2029

MET lists 12 delivery months a year (F, G, H, J, K, M, N, Q, U, V, X, Z). METG9 is number 2 of 12 in 2029.

METG9 and ETHG9 side by side

MET and ETH track the same underlying, but ETH is 500 times the size of MET: $25.00 a tick against $0.05. Both quote on the same 0.5 tick. METG9 and ETHG9 share the same last trading day, February 23, 2029, so a position in either rolls on the same date.

The practical difference is position sizing rather than behaviour. MET lets a 500-contract position carry the same exposure as one ETH, which makes partial exits possible on a small account; ETH carries the deeper book, so its footprint and its depth of market are the ones to read even when the position is held in MET.