YMM0 expiry: June 21, 2030

When YMM0 stops trading

Trading terminates at 9:30 a.m. ET on the third Friday of the contract month. For YMM0 that falls on June 21, 2030.

Senzoukria stops offering YMM0 as the default contract on June 13, 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.

For YMM0 the next listed delivery is YMU0, whose last trading day is September 20, 2030. That is the contract the volume moves into, just as it moved out of YMH0 on March 7, 2030.

What one tick is worth on YMM0

The minimum price fluctuation is 1, which is $5.00 per contract on a multiplier of 5. A full point is therefore $5.00. 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 1 sets how finely the bid and ask volume of YM 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 YMM0 position and the rows of its footprint come from the same numbers.

Every YM delivery listed in 2030

YM lists 4 delivery months a year (H, M, U, Z). YMM0 is number 2 of 4 in 2030.

YMM0 and MYMM0 side by side

YM and MYM track the same underlying, but YM is 10 times the size of MYM: $5.00 a tick against $0.50. Both quote on the same 1 tick. YMM0 and MYMM0 share the same last trading day, June 21, 2030, so a position in either rolls on the same date.

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