| ICEEF: Records=44 |
| Future |
Future Root |
Description |
Roll Rule Description |
| @EDNU17 |
@EDN |
EURODOLLAR SEPTEMBER 2017 |
Roll 6 trading days from the end of the month prior to expiration |
| @RPMN17 |
@RPM |
MBS DTCC GCF REPO INDEX JULY 2017 |
Roll on expiration date |
| @RPTN17 |
@RPT |
US TREASURY DTCC GCF REPO INDEX JULY 2017 |
Roll on expiration date |
| C05U17 |
C05 |
MEDIUM SWISS CONFEDERATION BOND SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| C10U17 |
C10 |
LONG SWISS CONFEDERATION BOND SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| EU3U17 |
EU3 |
30 YR EURO SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| EXZZ17 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2017 |
Roll on expiration date |
| G02U17 |
G02 |
SHORT BUND (SCHATZ) SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| G05U17 |
G05 |
MEDIUM BUND (BOBL) SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| G11U17 |
G11 |
LONG BUND SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| G30U17 |
G30 |
ULTRA LONG BUND SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| GB3U17 |
GB3 |
30 YR STERLING SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| GBOU17 |
GBO |
5 YR STERLING SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| GBQU17 |
GBQ |
10 YR STERLING SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| GBWU17 |
GBW |
2 YR STERLING SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| GTU17 |
GT |
SHORT GILT TAS SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| GU17 |
G |
SHORT GILT SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| HTU17 |
HT |
MEDIUM GILT TAS SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| HU17 |
H |
MEDIUM GILT SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| I02U17 |
I02 |
SHORT BTP SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| I05U17 |
I05 |
MEDIUM BTP SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| I10U17 |
I10 |
LONG BTP SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| IETU17 |
IET |
3 MONTH EURIBOR TAS SEPTEMBER 2017 |
Roll on expiration date |
| IEU17 |
IE |
3 MONTH EURIBOR SEPTEMBER 2017 |
Roll on expiration date |
| LEQ17 |
LE |
EONIA ONE MONTH AUGUST 2017 |
Roll 8 trading days before expiration date |
| LFU17 |
LF |
FTSE 100 SEPTEMBER 2017 |
Roll 1 trading days before expiration date |
| LGTU17 |
LGT |
LONG GILT TAS SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| LGU17 |
LG |
LONG GILT SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| LHWU17 |
LHW |
2 YR US DOLLAR SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| LIVU17 |
LIV |
5 YR US DOLLAR SWAP NOTE SEPTEMBER 2017 |
Roll on expiration date |
| LJNU17 |
LJN |
10 YR US DOLLAR SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| LLU17 |
LL |
3 MONTH SHORT STERLING SEPTEMBER 2017 |
Roll on expiration date |
| LSU17 |
LS |
3 MONTH EURO SWISS FRANC SEPTEMBER 2017 |
Roll on expiration date |
| LUU17 |
LU |
2 YR EUR SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| MZXU17 |
MZX |
MSCI ACWI EX AUSTRALIA SEPTEMBER 2017 |
Roll 1 trading days before expiration date |
| OEU17 |
OE |
5 YR EUR SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| OPU17 |
OP |
10 YR EUR SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| S02U17 |
S02 |
SHORT SPANISH GOVERNMENT BOND SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| S05U17 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| S10U17 |
S10 |
LONG SPANISH GOVERNMENT BOND SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| US3U17 |
US3 |
30 YR DOLLAR SWAPNOTE SEPTEMBER 2017 |
Roll on expiration date |
| UTU17 |
UT |
ULTRA LONG GILT TAS SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| UU17 |
U |
ULTRA LONG GILT SEPTEMBER 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| YZZ17 |
YZ |
FTSE 100 DECLARED DIVIDEND INDEX DECEMBER 2017 |
Roll on expiration date |
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