| 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 |
| @RPMK17 |
@RPM |
MBS DTCC GCF REPO INDEX MAY 2017 |
Roll on expiration date |
| @RPTK17 |
@RPT |
US TREASURY DTCC GCF REPO INDEX MAY 2017 |
Roll on expiration date |
| C05M17 |
C05 |
MEDIUM SWISS CONFEDERATION BOND JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| C10M17 |
C10 |
LONG SWISS CONFEDERATION BOND JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| EU3M17 |
EU3 |
30 YR EURO SWAPNOTE JUNE 2017 |
Roll on expiration date |
| EXZZ17 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2017 |
Roll on expiration date |
| G02M17 |
G02 |
SHORT BUND (SCHATZ) JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| G05M17 |
G05 |
MEDIUM BUND (BOBL) JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| G11M17 |
G11 |
LONG BUND JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| G30M17 |
G30 |
ULTRA LONG BUND JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| GB3M17 |
GB3 |
30 YR STERLING SWAPNOTE JUNE 2017 |
Roll on expiration date |
| GBOM17 |
GBO |
5 YR STERLING SWAPNOTE JUNE 2017 |
Roll on expiration date |
| GBQM17 |
GBQ |
10 YR STERLING SWAPNOTE JUNE 2017 |
Roll on expiration date |
| GBWM17 |
GBW |
2 YR STERLING SWAPNOTE JUNE 2017 |
Roll on expiration date |
| GM17 |
G |
SHORT GILT JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| GTM17 |
GT |
SHORT GILT TAS JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| HM17 |
H |
MEDIUM GILT JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| HTM17 |
HT |
MEDIUM GILT TAS JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| I02M17 |
I02 |
SHORT BTP JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| I05M17 |
I05 |
MEDIUM BTP JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| I10M17 |
I10 |
LONG BTP JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| IEM17 |
IE |
3 MONTH EURIBOR JUNE 2017 |
Roll on expiration date |
| IETM17 |
IET |
3 MONTH EURIBOR TAS JUNE 2017 |
Roll on expiration date |
| LEM17 |
LE |
EONIA ONE MONTH JUNE 2017 |
Roll 8 trading days before expiration date |
| LFM17 |
LF |
FTSE 100 JUNE 2017 |
Roll 1 trading days before expiration date |
| LGM17 |
LG |
LONG GILT JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| LGTM17 |
LGT |
LONG GILT TAS JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| LHWM17 |
LHW |
2 YR US DOLLAR SWAPNOTE JUNE 2017 |
Roll on expiration date |
| LIVM17 |
LIV |
5 YR US DOLLAR SWAP NOTE JUNE 2017 |
Roll on expiration date |
| LJNM17 |
LJN |
10 YR US DOLLAR SWAPNOTE JUNE 2017 |
Roll on expiration date |
| LLM17 |
LL |
3 MONTH SHORT STERLING JUNE 2017 |
Roll on expiration date |
| LSM17 |
LS |
3 MONTH EURO SWISS FRANC JUNE 2017 |
Roll on expiration date |
| LUM17 |
LU |
2 YR EUR SWAPNOTE JUNE 2017 |
Roll on expiration date |
| MZXM17 |
MZX |
MSCI ACWI EX AUSTRALIA JUNE 2017 |
Roll 1 trading days before expiration date |
| OEM17 |
OE |
5 YR EUR SWAPNOTE JUNE 2017 |
Roll on expiration date |
| OPM17 |
OP |
10 YR EUR SWAPNOTE JUNE 2017 |
Roll on expiration date |
| S02M17 |
S02 |
SHORT SPANISH GOVERNMENT BOND JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| S05M17 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| S10M17 |
S10 |
LONG SPANISH GOVERNMENT BOND JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| UM17 |
U |
ULTRA LONG GILT JUNE 2017 |
Roll 2 trading days from the end of the month prior to expiration |
| US3M17 |
US3 |
30 YR DOLLAR SWAPNOTE JUNE 2017 |
Roll on expiration date |
| UTM17 |
UT |
ULTRA LONG GILT TAS JUNE 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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