MNQZ9 expiry: December 21, 2029

When MNQZ9 stops trading

Trading terminates at 9:30 a.m. ET on the third Friday of the contract month. For MNQZ9 that falls on December 21, 2029.

Senzoukria stops offering MNQZ9 as the default contract on December 13, 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.

MNQZ9 is the last 2029 delivery listed for MNQ, so the volume moves into the first 2030 contract.

What one tick is worth on MNQZ9

The minimum price fluctuation is 0.25, which is $0.50 per contract on a multiplier of 2. A full point is therefore $2.00. 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 MNQ 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 MNQZ9 position and the rows of its footprint come from the same numbers.

Every MNQ delivery listed in 2029

MNQ lists 4 delivery months a year (H, M, U, Z). MNQZ9 is number 4 of 4 in 2029.

MNQZ9 and NQZ9 side by side

MNQ and NQ track the same underlying, but NQ is 10 times the size of MNQ: $5.00 a tick against $0.50. Both quote on the same 0.25 tick. MNQZ9 and NQZ9 share the same last trading day, December 21, 2029, so a position in either rolls on the same date.

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