| ICEEF: Records=46 |
| Future |
Future Root |
Description |
Roll Rule Description |
| @EDNU19 |
@EDN |
EURODOLLAR SEPTEMBER 2019 |
Roll 6 trading days from the end of the month prior to expiration |
| @RPMM19 |
@RPM |
MBS DTCC GCF REPO INDEX JUNE 2019 |
Roll on expiration date |
| @RPTM19 |
@RPT |
US TREASURY DTCC GCF REPO INDEX JUNE 2019 |
Roll on expiration date |
| C05U19 |
C05 |
MEDIUM SWISS CONFEDERATION BOND SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| C10U19 |
C10 |
LONG SWISS CONFEDERATION BOND SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| EU3M19 |
EU3 |
30 YR EURO SWAPNOTE JUNE 2019 |
Roll on expiration date |
| EXZZ19 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2019 |
Roll on expiration date |
| G02U19 |
G02 |
SHORT BUND (SCHATZ) SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| G05U19 |
G05 |
MEDIUM BUND (BOBL) SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| G11U19 |
G11 |
LONG BUND SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| G30U19 |
G30 |
ULTRA LONG BUND SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| GB3M19 |
GB3 |
30 YR STERLING SWAPNOTE JUNE 2019 |
Roll on expiration date |
| GBOM19 |
GBO |
5 YR STERLING SWAPNOTE JUNE 2019 |
Roll on expiration date |
| GBQM19 |
GBQ |
10 YR STERLING SWAPNOTE JUNE 2019 |
Roll on expiration date |
| GBWM19 |
GBW |
2 YR STERLING SWAPNOTE JUNE 2019 |
Roll on expiration date |
| GTU19 |
GT |
SHORT GILT TAS SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| GU19 |
G |
SHORT GILT SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| HTU19 |
HT |
MEDIUM GILT TAS SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| HU19 |
H |
MEDIUM GILT SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| I02U19 |
I02 |
SHORT BTP SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| I05U19 |
I05 |
MEDIUM BTP SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| I10U19 |
I10 |
LONG BTP SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| IEM19 |
IE |
3 MONTH EURIBOR JUNE 2019 |
Roll on expiration date |
| IETM19 |
IET |
3 MONTH EURIBOR TAS JUNE 2019 |
Roll on expiration date |
| LEM19 |
LE |
EONIA ONE MONTH JUNE 2019 |
Roll 8 trading days before expiration date |
| LFM19 |
LF |
FTSE 100 JUNE 2019 |
Roll 1 trading days before expiration date |
| LGTU19 |
LGT |
LONG GILT TAS SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| LGU19 |
LG |
LONG GILT SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| LHWM19 |
LHW |
2 YR US DOLLAR SWAPNOTE JUNE 2019 |
Roll on expiration date |
| LIVM19 |
LIV |
5 YR US DOLLAR SWAP NOTE JUNE 2019 |
Roll on expiration date |
| LJNM19 |
LJN |
10 YR US DOLLAR SWAPNOTE JUNE 2019 |
Roll on expiration date |
| LLM19 |
LL |
3 MONTH SHORT STERLING JUNE 2019 |
Roll on expiration date |
| LSM19 |
LS |
3 MONTH EURO SWISS FRANC JUNE 2019 |
Roll on expiration date |
| LUM19 |
LU |
2 YR EUR SWAPNOTE JUNE 2019 |
Roll on expiration date |
| MZXM19 |
MZX |
MSCI ACWI EX AUSTRALIA JUNE 2019 |
Roll 1 trading days before expiration date |
| OEM19 |
OE |
5 YR EUR SWAPNOTE JUNE 2019 |
Roll on expiration date |
| OPM19 |
OP |
10 YR EUR SWAPNOTE JUNE 2019 |
Roll on expiration date |
| S02U19 |
S02 |
SHORT SPANISH GOVERNMENT BOND SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| S05U19 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| S10U19 |
S10 |
LONG SPANISH GOVERNMENT BOND SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| SO3H19 |
SO3 |
3 MONTH SONIA INDEX MARCH 2019 |
Roll on expiration date |
| SOAM19 |
SOA |
1 MONTH SONIA INDEX JUNE 2019 |
Roll on expiration date |
| US3M19 |
US3 |
30 YR DOLLAR SWAPNOTE JUNE 2019 |
Roll on expiration date |
| UTU19 |
UT |
ULTRA LONG GILT TAS SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| UU19 |
U |
ULTRA LONG GILT SEPTEMBER 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| YZZ19 |
YZ |
FTSE 100 DECLARED DIVIDEND INDEX DECEMBER 2019 |
Roll on expiration date |
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