RTYZ0 expiry: December 20, 2030

When RTYZ0 stops trading

Trading terminates at 9:30 a.m. ET on the third Friday of the contract month. For RTYZ0 that falls on December 20, 2030.

Senzoukria stops offering RTYZ0 as the default contract on December 12, 2030, 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.

RTYZ0 is the last 2030 delivery listed for RTY, so the volume moves into the first 2031 contract.

What one tick is worth on RTYZ0

The minimum price fluctuation is 0.1, which is $5.00 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 0.1 sets how finely the bid and ask volume of RTY 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 RTYZ0 position and the rows of its footprint come from the same numbers.

Every RTY delivery listed in 2030

RTY lists 4 delivery months a year (H, M, U, Z). RTYZ0 is number 4 of 4 in 2030.

RTYZ0 and M2KZ0 side by side

RTY and M2K track the same underlying, but RTY is 10 times the size of M2K: $5.00 a tick against $0.50. Both quote on the same 0.1 tick. RTYZ0 and M2KZ0 share the same last trading day, December 20, 2030, so a position in either rolls on the same date.

The practical difference is position sizing rather than behaviour. M2K lets a 10-contract position carry the same exposure as one RTY, which makes partial exits possible on a small account; RTY carries the deeper book, so its footprint and its depth of market are the ones to read even when the position is held in M2K.