| 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 |
| @RPMZ18 |
@RPM |
MBS DTCC GCF REPO INDEX DECEMBER 2018 |
Roll on expiration date |
| @RPTZ18 |
@RPT |
US TREASURY DTCC GCF REPO INDEX DECEMBER 2018 |
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 |
| EU3Z18 |
EU3 |
30 YR EURO SWAPNOTE DECEMBER 2018 |
Roll on expiration date |
| EXZZ18 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2018 |
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 |
| GB3Z18 |
GB3 |
30 YR STERLING SWAPNOTE DECEMBER 2018 |
Roll on expiration date |
| GBOZ18 |
GBO |
5 YR STERLING SWAPNOTE DECEMBER 2018 |
Roll on expiration date |
| GBQZ18 |
GBQ |
10 YR STERLING SWAPNOTE DECEMBER 2018 |
Roll on expiration date |
| GBWZ18 |
GBW |
2 YR STERLING SWAPNOTE DECEMBER 2018 |
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 |
| IETZ18 |
IET |
3 MONTH EURIBOR TAS DECEMBER 2018 |
Roll on expiration date |
| IEZ18 |
IE |
3 MONTH EURIBOR DECEMBER 2018 |
Roll on expiration date |
| LEZ18 |
LE |
EONIA ONE MONTH DECEMBER 2018 |
Roll 8 trading days before expiration date |
| LFZ18 |
LF |
FTSE 100 DECEMBER 2018 |
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 |
| LHWZ18 |
LHW |
2 YR US DOLLAR SWAPNOTE DECEMBER 2018 |
Roll on expiration date |
| LIVZ18 |
LIV |
5 YR US DOLLAR SWAP NOTE DECEMBER 2018 |
Roll on expiration date |
| LJNZ18 |
LJN |
10 YR US DOLLAR SWAPNOTE DECEMBER 2018 |
Roll on expiration date |
| LLZ18 |
LL |
3 MONTH SHORT STERLING DECEMBER 2018 |
Roll on expiration date |
| LSZ18 |
LS |
3 MONTH EURO SWISS FRANC DECEMBER 2018 |
Roll on expiration date |
| LUZ18 |
LU |
2 YR EUR SWAPNOTE DECEMBER 2018 |
Roll on expiration date |
| MZXZ18 |
MZX |
MSCI ACWI EX AUSTRALIA DECEMBER 2018 |
Roll 1 trading days before expiration date |
| OEZ18 |
OE |
5 YR EUR SWAPNOTE DECEMBER 2018 |
Roll on expiration date |
| OPZ18 |
OP |
10 YR EUR SWAPNOTE DECEMBER 2018 |
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 |
| SO3U18 |
SO3 |
3 MONTH SONIA INDEX SEPTEMBER 2018 |
Roll on expiration date |
| SOAZ18 |
SOA |
1 MONTH SONIA INDEX DECEMBER 2018 |
Roll on expiration date |
| UH19 |
U |
ULTRA LONG GILT MARCH 2019 |
Roll 2 trading days from the end of the month prior to expiration |
| US3Z18 |
US3 |
30 YR DOLLAR SWAPNOTE DECEMBER 2018 |
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 |
| YZZ18 |
YZ |
FTSE 100 DECLARED DIVIDEND INDEX DECEMBER 2018 |
Roll on expiration date |
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