| ICEEF: Records=46 |
| Future |
Future Root |
Description |
Roll Rule Description |
| @EDNH19 |
@EDN |
EURODOLLAR MARCH 2019 |
Roll 6 trading days from the end of the month prior to expiration |
| @RPMG19 |
@RPM |
MBS DTCC GCF REPO INDEX FEBRUARY 2019 |
Roll on expiration date |
| @RPTG19 |
@RPT |
US TREASURY DTCC GCF REPO INDEX FEBRUARY 2019 |
Roll on expiration date |
| C05H19 |
C05 |
MEDIUM SWISS CONFEDERATION BOND MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| C10H19 |
C10 |
LONG SWISS CONFEDERATION BOND MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| EU3H19 |
EU3 |
30 YR EURO SWAPNOTE MARCH 2019 |
Roll on expiration date |
| EXZZ19 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2019 |
Roll on expiration date |
| G02H19 |
G02 |
SHORT BUND (SCHATZ) MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| G05H19 |
G05 |
MEDIUM BUND (BOBL) MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| G11H19 |
G11 |
LONG BUND MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| G30H19 |
G30 |
ULTRA LONG BUND MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| GB3H19 |
GB3 |
30 YR STERLING SWAPNOTE MARCH 2019 |
Roll on expiration date |
| GBOH19 |
GBO |
5 YR STERLING SWAPNOTE MARCH 2019 |
Roll on expiration date |
| GBQH19 |
GBQ |
10 YR STERLING SWAPNOTE MARCH 2019 |
Roll on expiration date |
| GBWH19 |
GBW |
2 YR STERLING SWAPNOTE MARCH 2019 |
Roll on expiration date |
| GH19 |
G |
SHORT GILT MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| GTH19 |
GT |
SHORT GILT TAS MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| HH19 |
H |
MEDIUM GILT MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| HTH19 |
HT |
MEDIUM GILT TAS MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| I02H19 |
I02 |
SHORT BTP MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| I05H19 |
I05 |
MEDIUM BTP MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| I10H19 |
I10 |
LONG BTP MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| IEH19 |
IE |
3 MONTH EURIBOR MARCH 2019 |
Roll on expiration date |
| IETH19 |
IET |
3 MONTH EURIBOR TAS MARCH 2019 |
Roll on expiration date |
| LEG19 |
LE |
EONIA ONE MONTH FEBRUARY 2019 |
Roll 8 trading days before expiration date |
| LFH19 |
LF |
FTSE 100 MARCH 2019 |
Roll 1 trading days before expiration date |
| LGH19 |
LG |
LONG GILT MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| LGTH19 |
LGT |
LONG GILT TAS MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| LHWH19 |
LHW |
2 YR US DOLLAR SWAPNOTE MARCH 2019 |
Roll on expiration date |
| LIVH19 |
LIV |
5 YR US DOLLAR SWAP NOTE MARCH 2019 |
Roll on expiration date |
| LJNH19 |
LJN |
10 YR US DOLLAR SWAPNOTE MARCH 2019 |
Roll on expiration date |
| LLH19 |
LL |
3 MONTH SHORT STERLING MARCH 2019 |
Roll on expiration date |
| LSH19 |
LS |
3 MONTH EURO SWISS FRANC MARCH 2019 |
Roll on expiration date |
| LUH19 |
LU |
2 YR EUR SWAPNOTE MARCH 2019 |
Roll on expiration date |
| MZXH19 |
MZX |
MSCI ACWI EX AUSTRALIA MARCH 2019 |
Roll 1 trading days before expiration date |
| OEH19 |
OE |
5 YR EUR SWAPNOTE MARCH 2019 |
Roll on expiration date |
| OPH19 |
OP |
10 YR EUR SWAPNOTE MARCH 2019 |
Roll on expiration date |
| S02H19 |
S02 |
SHORT SPANISH GOVERNMENT BOND MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| S05H19 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| S10H19 |
S10 |
LONG SPANISH GOVERNMENT BOND MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| SO3Z18 |
SO3 |
3 MONTH SONIA INDEX DECEMBER 2018 |
Roll on expiration date |
| SOAH19 |
SOA |
1 MONTH SONIA INDEX MARCH 2019 |
Roll on expiration date |
| UH19 |
U |
ULTRA LONG GILT MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| US3H19 |
US3 |
30 YR DOLLAR SWAPNOTE MARCH 2019 |
Roll on expiration date |
| UTH19 |
UT |
ULTRA LONG GILT TAS MARCH 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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