ICEEF: Records=47 |
Future |
Future Root |
Description |
Roll Rule Description |
@EDNM21 |
@EDN |
EURODOLLAR JUNE 2021 |
Roll 6 trading days from the end of the month prior to expiration |
C05M21 |
C05 |
MEDIUM SWISS CONFEDERATION BOND JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
C10M21 |
C10 |
LONG SWISS CONFEDERATION BOND JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
EU3M21 |
EU3 |
30 YR EURO SWAPNOTE JUNE 2021 |
Roll on expiration date |
EXZZ21 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2021 |
Roll on expiration date |
G02M21 |
G02 |
SHORT BUND (SCHATZ) JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
G05M21 |
G05 |
MEDIUM BUND (BOBL) JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
G11M21 |
G11 |
LONG BUND JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
G30M21 |
G30 |
ULTRA LONG BUND JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
GB3M21 |
GB3 |
30 YR STERLING SWAPNOTE JUNE 2021 |
Roll on expiration date |
GBOM21 |
GBO |
5 YR STERLING SWAPNOTE JUNE 2021 |
Roll on expiration date |
GBQM21 |
GBQ |
10 YR STERLING SWAPNOTE JUNE 2021 |
Roll on expiration date |
GBWM21 |
GBW |
2 YR STERLING SWAPNOTE JUNE 2021 |
Roll on expiration date |
GM21 |
G |
SHORT GILT JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
GTM21 |
GT |
SHORT GILT TAS JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
HM21 |
H |
MEDIUM GILT JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
HTM21 |
HT |
MEDIUM GILT TAS JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
I02M21 |
I02 |
SHORT BTP JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
I05M21 |
I05 |
MEDIUM BTP JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
I10M21 |
I10 |
LONG BTP JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
IEM21 |
IE |
3 MONTH EURIBOR JUNE 2021 |
Roll on expiration date |
IETM21 |
IET |
3 MONTH EURIBOR TAS JUNE 2021 |
Roll on expiration date |
LEK21 |
LE |
EONIA ONE MONTH MAY 2021 |
Roll 8 trading days before expiration date |
LFM21 |
LF |
FTSE 100 JUNE 2021 |
Roll 1 trading days before expiration date |
LGM21 |
LG |
LONG GILT JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
LGTM21 |
LGT |
LONG GILT TAS JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
LHWM21 |
LHW |
2 YR US DOLLAR SWAPNOTE JUNE 2021 |
Roll on expiration date |
LIVM21 |
LIV |
5 YR US DOLLAR SWAP NOTE JUNE 2021 |
Roll on expiration date |
LJNM21 |
LJN |
10 YR US DOLLAR SWAPNOTE JUNE 2021 |
Roll on expiration date |
LLM21 |
LL |
3 MONTH SHORT STERLING JUNE 2021 |
Roll on expiration date |
LSM21 |
LS |
3 MONTH EURO SWISS FRANC JUNE 2021 |
Roll on expiration date |
LUM21 |
LU |
2 YR EUR SWAPNOTE JUNE 2021 |
Roll on expiration date |
LYM21 |
LY |
FTSE 250 JUNE 2021 |
Roll on expiration date |
MZXM21 |
MZX |
MSCI ACWI EX AUSTRALIA JUNE 2021 |
Roll 1 trading days before expiration date |
OEM21 |
OE |
5 YR EUR SWAPNOTE JUNE 2021 |
Roll on expiration date |
OFR1M21 |
OFR1 |
ONE MONTH SOFR INDEX JUNE 2021 |
Roll on expiration date |
OFR3H21 |
OFR3 |
THREE MONTH SOFR INDEX MARCH 2021 |
Roll on expiration date |
OPM21 |
OP |
10 YR EUR SWAPNOTE JUNE 2021 |
Roll on expiration date |
S02M21 |
S02 |
SHORT SPANISH GOVERNMENT BOND JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
S05M21 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
S10M21 |
S10 |
LONG SPANISH GOVERNMENT BOND JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
SO3H21 |
SO3 |
3 MONTH SONIA INDEX MARCH 2021 |
Roll on expiration date |
SOAM21 |
SOA |
1 MONTH SONIA INDEX JUNE 2021 |
Roll on expiration date |
UM21 |
U |
ULTRA LONG GILT JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
US3M21 |
US3 |
30 YR DOLLAR SWAPNOTE JUNE 2021 |
Roll on expiration date |
UTM21 |
UT |
ULTRA LONG GILT TAS JUNE 2021 |
Roll 2 trading days from the end of the month prior to expiration |
YZZ21 |
YZ |
FTSE 100 DECLARED DIVIDEND INDEX DECEMBER 2021 |
Roll on expiration date |