| CBOT: Records=139 |
| Future |
Future Root |
Description |
Roll Rule Description |
| @3NU20 |
@3N |
3 YR US TREASURY NOTE SEPTEMBER 2020 |
Roll on expiration date |
| @ACQ20 |
@AC |
ETHANOL AUGUST 2020 |
Roll on expiration date |
| @AEU20 |
@AE |
BLOOMBERG COMMODITY INDEX SEPTEMBER 2020 |
Roll on expiration date |
| @AUWU20 |
@AUW |
AUSTRALIAN WHEAT FOB (PLATTS) SEPTEMBER 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @AWTU20 |
@AWT |
BLOOMBERG COMMODITY INDEX BTIC SEPTEMBER 2020 |
Roll on expiration date |
| @B1U20 |
@B1 |
30 YEAR USD INTEREST RATE SWAP SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @BCFN20 |
@BCF |
BLACK SEA CORN FINANCIALLY SETTLED JULY 2020 |
Roll on expiration date |
| @BCXN20 |
@BCX |
SOYBEAN CRUSH JULY 2020 |
Roll on expiration date |
| @BOBU20 |
@BOB |
US TREASURY BOND - ULTRA T BOND 3:2 SEPTEMBER 2020 |
Roll on expiration date |
| @BOQ20 |
@BO |
SOYBEAN OIL AUGUST 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @BSFU20 |
@BSF |
BLACK SEA SUNFLOWER OIL SEPTEMBER 2020 |
Roll on expiration date |
| @BUBU20 |
@BUB |
US TREASURY BOND - ULTRA T BOND 1:1 SEPTEMBER 2020 |
Roll on expiration date |
| @BWFN20 |
@BWF |
BLACK SEA WHEAT FINANCIALLY SETTLED JULY 2020 |
Roll on expiration date |
| @CKWZ20 |
@CKW |
KCBT-CBOT WHEAT ICSO SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @CU20 |
@C |
CORN SEPTEMBER 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @DFNN20 |
@DFN |
DAP FOB NOLA FUTURES JULY 2020 |
Roll on expiration date |
| @DGSU20 |
@DGS |
BLOOMBERG COMMODITY INDEX SWAP SEPTEMBER 2020 |
Roll on expiration date |
| @DGTU20 |
@DGT |
BLOOMBERG COMMODITY INDEX SWAP BTIC SEPTEMBER 2020 |
Roll on expiration date |
| @DRSN20 |
@DRS |
BLOOMBERG ROLL SELECT INDEX JULY 2020 |
Roll on expiration date |
| @DRTU20 |
@DRT |
BLOOMBERG ROLL SELECT COMMODITY BTIC SEPTEMBER 2020 |
Roll on expiration date |
| @DTRU20 |
@DTR |
DOW JONES INDUSTRIALS TOTAL RETURN SEPTEMBER 2020 |
Roll 7 trading days before expiration date |
| @DTTU20 |
@DTT |
DOW JONES INDUSTRIALS TOTAL RETURN BTIC SEPTEMBER 2020 |
Roll 7 trading days before expiration date |
| @E1UU20 |
@E1U |
20 YEAR USD INTEREST RATE SWAP SEPTEMBER 2020 |
Roll on expiration date |
| @EFNU20 |
@EFN |
5 YR ERIS SWAP VS 10 YR ERIS SWAP SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @EFVU20 |
@EFV |
5 YR ERIS SWAP VS 7 YR ERIS SWAP SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @ETNU20 |
@ETN |
2 YR ERIS SWAP VS 10 YR ERIS SWAP SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @ETVU20 |
@ETV |
2 YR ERIS SWAP VS 7 YR ERIS SWAP SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @EVNU20 |
@EVN |
7 YR ERIS SWAP VS 10 YR ERIS SWAP SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @F1U20 |
@F1 |
5 YEAR USD INTEREST RATE SWAP SEPTEMBER 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @FFN20 |
@FF |
30 DAY FED FUND JULY 2020 |
Roll on expiration date |
| @FITU20 |
@FIT |
5 YR-10 YR US TREASURY NOTE 5:3 SEPTEMBER 2020 |
Roll on expiration date |
| @FIXU20 |
@FIX |
5 YR - ULTRA 10 YR US TREASURY NOTE 5:2 SEPTEMBER 2020 |
Roll on expiration date |
| @FNUU20 |
@FNU |
5 YR MAC SWAP VS 10 YR MAC SWAP 2:1 SEPTEMBER 2020 |
Roll on expiration date |
| @FOBU20 |
@FOB |
5 YR-T-BOND 4:1 SEPTEMBER 2020 |
Roll on expiration date |
| @FOLU20 |
@FOL |
5 YR - ULTRA US TREASURY NOTE 6:1 SEPTEMBER 2020 |
Roll on expiration date |
| @FVU20 |
@FV |
5 YR US TREASURY NOTE SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @FYNU20 |
@FYN |
5 YR-10 YR US TREASURY NOTE 1:1 SEPTEMBER 2020 |
Roll on expiration date |
| @FYTU20 |
@FYT |
5 YR-10 YR US TREASURY NOTE 3:2 SEPTEMBER 2020 |
Roll on expiration date |
| @FZEN20 |
@FZE |
OTC ETHANOL FORWARD MONTH JULY 2020 |
Roll on expiration date |
| @LIBZ13 |
@LIB |
7 YEAR ERIS SWAP DECEMBER 2013 |
Roll 1 trading days from the end of the month prior to expiration |
| @LICU17 |
@LIC |
3 YEAR ERIS SWAP SEPTEMBER 2017 |
Roll 1 trading days from the end of the month prior to expiration |
| @LIDU16 |
@LID |
4 YEAR ERIS SWAP SEPTEMBER 2016 |
Roll 1 trading days from the end of the month prior to expiration |
| @LIEZ12 |
@LIE |
30 YEAR ERIS SWAP DECEMBER 2012 |
Roll 1 trading days from the end of the month prior to expiration |
| @LIIH16 |
@LII |
12 YEAR ERIS SWAP MARCH 2016 |
Roll 1 trading days from the end of the month prior to expiration |
| @LILH16 |
@LIL |
15 YEAR ERIS SWAP MARCH 2016 |
Roll 1 trading days from the end of the month prior to expiration |
| @LIOH16 |
@LIO |
20 YEAR ERIS SWAP MARCH 2016 |
Roll 1 trading days from the end of the month prior to expiration |
| @LITU18 |
@LIT |
2 YEAR ERIS SWAP SEPTEMBER 2018 |
Roll 1 trading days from the end of the month prior to expiration |
| @LIWU15 |
@LIW |
5 YEAR ERIS SWAP SEPTEMBER 2015 |
Roll 1 trading days from the end of the month prior to expiration |
| @LIYZ12 |
@LIY |
10 YEAR ERIS SWAP DECEMBER 2012 |
Roll 1 trading days from the end of the month prior to expiration |
| @MCXZ20 |
@MCX |
MGEX-CBOT WHEAT ICSO SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @MFCN20 |
@MFC |
MAP CFR BRAZIL FUTURES JULY 2020 |
Roll on expiration date |
| @MKCN20 |
@MKC |
MINI KC HRW WHEAT JULY 2020 |
Roll on expiration date |
| @MYMU20 |
@MYM |
MICRO E-MINI DOW JONES $5 SEPTEMBER 2020 |
Roll 7 trading days before expiration date |
| @N1U20 |
@N1 |
10 YEAR USD INTEREST RATE SWAP SEPTEMBER 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @NBYU20 |
@NBY |
10YR NOTE- 30 YR TBOND 1:1 SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @NCBU20 |
@NCB |
ULTRA 10YR NOTE- T BOND 5:3 SEPTEMBER 2020 |
Roll on expiration date |
| @NIBU20 |
@NIB |
10YR NOTE - 30 YR TBOND 3:1 SEPTEMBER 2020 |
Roll on expiration date |
| @NOBU20 |
@NOB |
10YR NOTE- 30 YR TBOND 5:2 SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @NOLU20 |
@NOL |
10YR NOTE- ULTRA T BOND 4:1 SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @NONU20 |
@NON |
10YR NOTE- ULTRA 10 YR NOTE 1:1 SEPTEMBER 2020 |
Roll on expiration date |
| @NUBU20 |
@NUB |
ULTRA 10YR NOTE- ULTRA T BOND 5:2 SEPTEMBER 2020 |
Roll on expiration date |
| @OU20 |
@O |
OATS SEPTEMBER 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @QC2Z20 |
@QC2 |
CORN CSO DEC-DEC SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @QC3U20 |
@QC3 |
CORN CSO CONSECUTIVE SYNTHETIC SEPTEMBER 2020 |
Roll on expiration date |
| @QC4Q20 |
@QC4 |
SOYBEANS CSO AUG-NOV SYNTHETIC AUGUST 2020 |
Roll on expiration date |
| @QC6N21 |
@QC6 |
CORN CSO JUL-DEC SYNTHETIC JULY 2021 |
Roll on expiration date |
| @QC7H21 |
@QC7 |
CORN CSO MAR-JULY SYNTHETIC MARCH 2021 |
Roll on expiration date |
| @QC8Z20 |
@QC8 |
CORN CSO DEC-JUL SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @QCCH21 |
@QCC |
CORN CSO MAR-DEC SYNTHETIC MARCH 2021 |
Roll on expiration date |
| @QCWU20 |
@QCW |
CORN-WHEAT ICSO SYNTHETIC SEPTEMBER 2020 |
Roll on expiration date |
| @QM2Q20 |
@QM2 |
SOYBEAN MEAL CSO CONSECUTIVE SYNTHETIC AUGUST 2020 |
Roll on expiration date |
| @QM3Z20 |
@QM3 |
SOYBEAN MEAL CSO DEC-JULY SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @QM5U20 |
@QM5 |
SOYBEAN MEAL CSO SEP-DEC SYNTHETIC SEPTEMBER 2020 |
Roll on expiration date |
| @QM6N21 |
@QM6 |
SOYBEAN MEAL CSO JUL-DEC SYNTHETIC JULY 2021 |
Roll on expiration date |
| @QO2Q20 |
@QO2 |
SOYBEAN OIL CSO CONSECUTIVE SYNTHETIC AUGUST 2020 |
Roll on expiration date |
| @QO3Z20 |
@QO3 |
SOYBEAN OIL CSO DEC-JUL SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @QO4Q20 |
@QO4 |
SOYBEAN OIL CSO AUG-DEC SYNTHETIC AUGUST 2020 |
Roll on expiration date |
| @QO5U20 |
@QO5 |
SOYBEAN OIL CSO SEP-DEC SYNTHETIC SEPTEMBER 2020 |
Roll on expiration date |
| @QO6N21 |
@QO6 |
SOYBEAN OIL CSO JUL-DEC SYNTHETIC JULY 2021 |
Roll on expiration date |
| @QS0H21 |
@QS0 |
SOYBEANS CSO MAR-NOV SYNTHETIC MARCH 2021 |
Roll on expiration date |
| @QS1N21 |
@QS1 |
SOYBEANS CSO JULY-JULY SYNTHETIC JULY 2021 |
Roll on expiration date |
| @QS2X20 |
@QS2 |
SOYBEANS CSO NOV-NOV SYNTHETIC NOVEMBER 2020 |
Roll on expiration date |
| @QS3X20 |
@QS3 |
SOYBEANS CSO NOV-MAR SYNTHETIC NOVEMBER 2020 |
Roll on expiration date |
| @QS5F21 |
@QS5 |
SOYBEANS CSO JAN-MAY SYNTHETIC JANUARY 2021 |
Roll on expiration date |
| @QS8F21 |
@QS8 |
SOYBEANS CSO JAN-MAR SYNTHETIC JANUARY 2021 |
Roll on expiration date |
| @QS9X20 |
@QS9 |
SOYBEANS CSO NOV-JUL SYNTHETIC NOVEMBER 2020 |
Roll on expiration date |
| @QW2N21 |
@QW2 |
WHEAT CSO JUL-JUL SYNTHETIC JULY 2021 |
Roll on expiration date |
| @QW3U20 |
@QW3 |
WHEAT CSO CONSECUTIVE SYNTHETIC SEPTEMBER 2020 |
Roll on expiration date |
| @QW6Z20 |
@QW6 |
WHEAT CSO DEC-JUL SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @QX5H21 |
@QX5 |
SOYBEANS CSO MAR-JUL SYNTHETIC MARCH 2021 |
Roll on expiration date |
| @REXU20 |
@REX |
DJ US REAL ESTATE INDEX BTIC SEPTEMBER 2020 |
Roll on expiration date |
| @RRU20 |
@RR |
ROUGH RICE SEPTEMBER 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @RXU20 |
@RX |
DJ US REAL ESTATE INDEX SEPTEMBER 2020 |
Roll on expiration date |
| @S1UU20 |
@S1U |
7 YEAR USD INTEREST RATE SWAP SEPTEMBER 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @S7CK21 |
@S7C |
SOYBEANS CSO MAY-NOV SYNTHETIC MAY 2021 |
Roll on expiration date |
| @SMQ20 |
@SM |
SOYBEAN MEAL AUGUST 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @SOTQ20 |
@SOT |
SOYBEANS TAS AUGUST 2020 |
Roll on expiration date |
| @SQ20 |
@S |
SOYBEANS AUGUST 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @SQ2Q20 |
@SQ2 |
SOYBEANS CSO CONSECUTIVE SYNTHETIC AUGUST 2020 |
Roll on expiration date |
| @SQ5N21 |
@SQ5 |
SOYBEANS CSO JUL-NOV SYNTHETIC JULY 2021 |
Roll on expiration date |
| @T1U20 |
@T1 |
2 YEAR USD INTEREST RATE SWAP SEPTEMBER 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @TAFU20 |
@TAF |
2 YR- 5 YR US TREASURY NOTE 3:2 SEPTEMBER 2020 |
Roll on expiration date |
| @TEXU20 |
@TEX |
10YR NOTE- ULTRA 10 YR NOTE 3:2 SEPTEMBER 2020 |
Roll on expiration date |
| @TFYU20 |
@TFY |
2 YR- 5 YR US TREASURY NOTE 1:1 SEPTEMBER 2020 |
Roll on expiration date |
| @TNU20 |
@TN |
ULTRA 10 YR US TREASURY NOTE SEPTEMBER 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @TOBU20 |
@TOB |
3 YR NOTE- T BOND 3:1 SEPTEMBER 2020 |
Roll on expiration date |
| @TOFU20 |
@TOF |
3 YR- 5 YR US TREASURY NOTE 7:8 SEPTEMBER 2020 |
Roll on expiration date |
| @TOUU20 |
@TOU |
3 YR NOTE- ULTRA TBOND 6:1 SEPTEMBER 2020 |
Roll on expiration date |
| @TUBU20 |
@TUB |
2 YR NOTE- 30 YR T BOND 5:1 SEPTEMBER 2020 |
Roll on expiration date |
| @TUFU20 |
@TUF |
2 YR- 5 YR US TREASURY NOTE 5:4 SEPTEMBER 2020 |
Roll on expiration date |
| @TULU20 |
@TUL |
2 YR NOTE- ULTRA TBOND 8:1 SEPTEMBER 2020 |
Roll on expiration date |
| @TUTU20 |
@TUT |
2 YR- 10YR US TREASURY NOTE 2:1 SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @TUU20 |
@TU |
2 YR US TREASURY NOTE SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @TUXU20 |
@TUX |
2 YR - ULTRA 10YR US TREASURY NOTE 3:1 SEPTEMBER 2020 |
Roll on expiration date |
| @TUYU20 |
@TUY |
3 YR- 10 YR US TREASURY NOTE SEPTEMBER 2020 |
Roll on expiration date |
| @TYTU20 |
@TYT |
2 YR- 3 YR US TREASURY NOTE 3:2 SEPTEMBER 2020 |
Roll on expiration date |
| @TYU20 |
@TY |
10 YR US TREASURY NOTE SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @TYXU20 |
@TYX |
3 YR - ULTRA 10 YR US TREASURY NOTE 2:1 SEPTEMBER 2020 |
Roll on expiration date |
| @UBU20 |
@UB |
ULTRA US TREASURY BOND SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @UFBN20 |
@UFB |
UREA (GRANULAR) CFR BRAZIL FUTURES JULY 2020 |
Roll on expiration date |
| @UFEN20 |
@UFE |
UREA (GRANULAR) FOB EGYPT FUTURES JULY 2020 |
Roll on expiration date |
| @UFVN20 |
@UFV |
UREA (GRANULAR) FOB US GULF FUTURES JULY 2020 |
Roll on expiration date |
| @USU20 |
@US |
US TREASURY BOND SEPTEMBER 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @WQ6N21 |
@WQ6 |
WHEAT CSO JUL-DEC SYNTHETIC JULY 2021 |
Roll on expiration date |
| @WU20 |
@W |
WHEAT SEPTEMBER 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @YCN20 |
@YC |
MINI CORN JULY 2020 |
Roll on expiration date |
| @YKN20 |
@YK |
MINI SOYBEAN JULY 2020 |
Roll on expiration date |
| @YMTU20 |
@YMT |
E-MINI DOW JONES $5 BTIC SEPTEMBER 2020 |
Roll 7 trading days before expiration date |
| @YMU20 |
@YM |
E-MINI DOW JONES $5 SEPTEMBER 2020 |
Roll 7 trading days before expiration date |
| @YWN20 |
@YW |
MINI WHEAT JULY 2020 |
Roll on expiration date |
| @Z3WH21 |
@Z3W |
WHEAT CSO MAR-JUL SYNTHETIC MARCH 2021 |
Roll on expiration date |
| @ZCTU20 |
@ZCT |
CORN TAS SEPTEMBER 2020 |
Roll on expiration date |
| @ZLTQ20 |
@ZLT |
SOYBEAN OIL TAS AUGUST 2020 |
Roll on expiration date |
| @ZMTQ20 |
@ZMT |
SOYBEAN MEAL TAS AUGUST 2020 |
Roll on expiration date |
| @ZWCZ20 |
@ZWC |
WHEAT CSO DEC-DEC SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @ZWTU20 |
@ZWT |
WHEAT TAS SEPTEMBER 2020 |
Roll on expiration date |
| BCN20 |
BC |
SOYBEAN CRUSH JULY 2020 |
Roll on expiration date |
| QUFUN20 |
QUFU |
UAN FOB NOLA SWAPS JULY 2020 |
Roll on expiration date |
| QUMEN20 |
QUME |
UREA (GRANULAR) FOB MIDDLE EAST JULY 2020 |
Roll on expiration date |
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