| ICEEF: Records=48 |
| Future |
Future Root |
Description |
Roll Rule Description |
| @EDNH20 |
@EDN |
EURODOLLAR MARCH 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| C05H20 |
C05 |
MEDIUM SWISS CONFEDERATION BOND MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| C10H20 |
C10 |
LONG SWISS CONFEDERATION BOND MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| EU3Z19 |
EU3 |
30 YR EURO SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| EXZZ19 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2019 |
Roll on expiration date |
| G02H20 |
G02 |
SHORT BUND (SCHATZ) MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| G05H20 |
G05 |
MEDIUM BUND (BOBL) MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| G11H20 |
G11 |
LONG BUND MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| G30H20 |
G30 |
ULTRA LONG BUND MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| GB3Z19 |
GB3 |
30 YR STERLING SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| GBOZ19 |
GBO |
5 YR STERLING SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| GBQZ19 |
GBQ |
10 YR STERLING SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| GBWZ19 |
GBW |
2 YR STERLING SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| GH20 |
G |
SHORT GILT MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| GTH20 |
GT |
SHORT GILT TAS MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| HH20 |
H |
MEDIUM GILT MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| HTH20 |
HT |
MEDIUM GILT TAS MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| I02H20 |
I02 |
SHORT BTP MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| I05H20 |
I05 |
MEDIUM BTP MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| I10H20 |
I10 |
LONG BTP MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| IETZ19 |
IET |
3 MONTH EURIBOR TAS DECEMBER 2019 |
Roll on expiration date |
| IEZ19 |
IE |
3 MONTH EURIBOR DECEMBER 2019 |
Roll on expiration date |
| LEZ19 |
LE |
EONIA ONE MONTH DECEMBER 2019 |
Roll 8 trading days before expiration date |
| LFZ19 |
LF |
FTSE 100 DECEMBER 2019 |
Roll 1 trading days before expiration date |
| LGH20 |
LG |
LONG GILT MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| LGTH20 |
LGT |
LONG GILT TAS MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| LHWZ19 |
LHW |
2 YR US DOLLAR SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| LIVZ19 |
LIV |
5 YR US DOLLAR SWAP NOTE DECEMBER 2019 |
Roll on expiration date |
| LJNZ19 |
LJN |
10 YR US DOLLAR SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| LLZ19 |
LL |
3 MONTH SHORT STERLING DECEMBER 2019 |
Roll on expiration date |
| LSZ19 |
LS |
3 MONTH EURO SWISS FRANC DECEMBER 2019 |
Roll on expiration date |
| LUZ19 |
LU |
2 YR EUR SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| LYTZ19 |
LYT |
FTSE 250 TAS DECEMBER 2019 |
Roll on expiration date |
| LYZ19 |
LY |
FTSE 250 DECEMBER 2019 |
Roll on expiration date |
| MZXZ19 |
MZX |
MSCI ACWI EX AUSTRALIA DECEMBER 2019 |
Roll 1 trading days before expiration date |
| OEZ19 |
OE |
5 YR EUR SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| OFR1Z19 |
OFR1 |
ONE MONTH SOFR INDEX DECEMBER 2019 |
Roll on expiration date |
| OFR3U19 |
OFR3 |
THREE MONTH SOFR INDEX SEPTEMBER 2019 |
Roll on expiration date |
| OPZ19 |
OP |
10 YR EUR SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| S02H20 |
S02 |
SHORT SPANISH GOVERNMENT BOND MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| S05H20 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| S10H20 |
S10 |
LONG SPANISH GOVERNMENT BOND MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| SO3U19 |
SO3 |
3 MONTH SONIA INDEX SEPTEMBER 2019 |
Roll on expiration date |
| SOAZ19 |
SOA |
1 MONTH SONIA INDEX DECEMBER 2019 |
Roll on expiration date |
| UH20 |
U |
ULTRA LONG GILT MARCH 2020 |
Roll 2 trading days from the end of the month prior to expiration |
| US3Z19 |
US3 |
30 YR DOLLAR SWAPNOTE DECEMBER 2019 |
Roll on expiration date |
| UTH20 |
UT |
ULTRA LONG GILT TAS MARCH 2020 |
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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