MNGQ0 expiry: July 29, 2030

When MNGQ0 stops trading

Trading terminates 3 business days prior to the first day of the delivery month. For MNGQ0 that falls on July 29, 2030.

Senzoukria stops offering MNGQ0 as the default contract on July 25, 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

Energy contracts expire monthly, so the roll is a routine of every month rather than every quarter. Volume leaves the expiring month several sessions before its last trading day, and the spread between the two months widens as it does.

For MNGQ0 the next listed delivery is MNGU0, whose last trading day is August 28, 2030. That is the contract the volume moves into, just as it moved out of MNGN0 on June 22, 2030.

What one tick is worth on MNGQ0

The minimum price fluctuation is 0.001, which is $1.00 per contract on a multiplier of 1000. A full point is therefore $1,000.00. 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 0.001 sets how finely the bid and ask volume of MNG 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 MNGQ0 position and the rows of its footprint come from the same numbers.

Every MNG delivery listed in 2030

MNG lists 12 delivery months a year (F, G, H, J, K, M, N, Q, U, V, X, Z). MNGQ0 is number 8 of 12 in 2030.

MNGQ0 and NGQ0 side by side

MNG and NG track the same underlying, but NG is 10 times the size of MNG: $10.00 a tick against $1.00. Both quote on the same 0.001 tick. MNGQ0 and NGQ0 share the same last trading day, July 29, 2030, so a position in either rolls on the same date.

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