Effective Sunday, June 12 (trade date Monday, June 13), the lead month roll procedure for E-mini S&P 500 and Micro E-mini S&P 500 futures will be amended on CME Globex as follows:
Update 7/18/2022
The above Roll Rules will also impact the following contracts:
- @NQ
- @EMD
- @RTY
- @YM
This will include the micros also.