| CBOT: Records=139 |
| Future |
Future Root |
Description |
Roll Rule Description |
| @3NZ19 |
@3N |
3 YR US TREASURY NOTE DECEMBER 2019 |
Roll on expiration date |
| @ACF20 |
@AC |
ETHANOL JANUARY 2020 |
Roll on expiration date |
| @AEZ19 |
@AE |
BLOOMBERG COMMODITY INDEX DECEMBER 2019 |
Roll on expiration date |
| @AUWH20 |
@AUW |
AUSTRALIAN WHEAT FOB (PLATTS) MARCH 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @AWTZ19 |
@AWT |
BLOOMBERG COMMODITY INDEX BTIC DECEMBER 2019 |
Roll on expiration date |
| @B1H20 |
@B1 |
30 YEAR USD INTEREST RATE SWAP MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @BCFZ19 |
@BCF |
BLACK SEA CORN FINANCIALLY SETTLED DECEMBER 2019 |
Roll on expiration date |
| @BCXF20 |
@BCX |
SOYBEAN CRUSH JANUARY 2020 |
Roll on expiration date |
| @BOBZ19 |
@BOB |
US TREASURY BOND - ULTRA T BOND 3:2 DECEMBER 2019 |
Roll on expiration date |
| @BOF20 |
@BO |
SOYBEAN OIL JANUARY 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @BUBZ19 |
@BUB |
US TREASURY BOND - ULTRA T BOND 1:1 DECEMBER 2019 |
Roll on expiration date |
| @BWFZ19 |
@BWF |
BLACK SEA WHEAT FINANCIALLY SETTLED DECEMBER 2019 |
Roll on expiration date |
| @CH20 |
@C |
CORN MARCH 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @CKWN20 |
@CKW |
KCBT-CBOT WHEAT ICSO SYNTHETIC JULY 2020 |
Roll on expiration date |
| @DFNZ19 |
@DFN |
DAP FOB NOLA FUTURES DECEMBER 2019 |
Roll on expiration date |
| @DGSZ19 |
@DGS |
BLOOMBERG COMMODITY INDEX SWAP DECEMBER 2019 |
Roll on expiration date |
| @DGTZ19 |
@DGT |
BLOOMBERG COMMODITY INDEX SWAP BTIC DECEMBER 2019 |
Roll on expiration date |
| @DRSZ19 |
@DRS |
BLOOMBERG ROLL SELECT INDEX DECEMBER 2019 |
Roll on expiration date |
| @DRTZ19 |
@DRT |
BLOOMBERG ROLL SELECT COMMODITY BTIC DECEMBER 2019 |
Roll on expiration date |
| @DTRH20 |
@DTR |
DOW JONES INDUSTRIALS TOTAL RETURN MARCH 2020 |
Roll 7 trading days before expiration date |
| @DTTH20 |
@DTT |
DOW JONES INDUSTRIALS TOTAL RETURN BTIC MARCH 2020 |
Roll 7 trading days before expiration date |
| @E1UZ19 |
@E1U |
20 YEAR USD INTEREST RATE SWAP DECEMBER 2019 |
Roll on expiration date |
| @EFNH20 |
@EFN |
5 YR ERIS SWAP VS 10 YR ERIS SWAP MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @EFVH20 |
@EFV |
5 YR ERIS SWAP VS 7 YR ERIS SWAP MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @ETNH20 |
@ETN |
2 YR ERIS SWAP VS 10 YR ERIS SWAP MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @ETVH20 |
@ETV |
2 YR ERIS SWAP VS 7 YR ERIS SWAP MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @EVNH20 |
@EVN |
7 YR ERIS SWAP VS 10 YR ERIS SWAP MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @F1H20 |
@F1 |
5 YEAR USD INTEREST RATE SWAP MARCH 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @FFZ19 |
@FF |
30 DAY FED FUND DECEMBER 2019 |
Roll on expiration date |
| @FITZ19 |
@FIT |
5 YR-10 YR US TREASURY NOTE 5:3 DECEMBER 2019 |
Roll on expiration date |
| @FIXZ19 |
@FIX |
5 YR - ULTRA 10 YR US TREASURY NOTE 5:2 DECEMBER 2019 |
Roll on expiration date |
| @FNUZ19 |
@FNU |
5 YR MAC SWAP VS 10 YR MAC SWAP 2:1 DECEMBER 2019 |
Roll on expiration date |
| @FOBZ19 |
@FOB |
5 YR-T-BOND 4:1 DECEMBER 2019 |
Roll on expiration date |
| @FOLZ19 |
@FOL |
5 YR - ULTRA US TREASURY NOTE 6:1 DECEMBER 2019 |
Roll on expiration date |
| @FVH20 |
@FV |
5 YR US TREASURY NOTE MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @FYNZ19 |
@FYN |
5 YR-10 YR US TREASURY NOTE 1:1 DECEMBER 2019 |
Roll on expiration date |
| @FYTZ19 |
@FYT |
5 YR-10 YR US TREASURY NOTE 3:2 DECEMBER 2019 |
Roll on expiration date |
| @FZEZ19 |
@FZE |
OTC ETHANOL FORWARD MONTH DECEMBER 2019 |
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 |
| @LICH17 |
@LIC |
3 YEAR ERIS SWAP MARCH 2017 |
Roll 1 trading days from the end of the month prior to expiration |
| @LIDH16 |
@LID |
4 YEAR ERIS SWAP MARCH 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 |
| @LITH18 |
@LIT |
2 YEAR ERIS SWAP MARCH 2018 |
Roll 1 trading days from the end of the month prior to expiration |
| @LIWH15 |
@LIW |
5 YEAR ERIS SWAP MARCH 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 |
| @MCXN20 |
@MCX |
MGEX-CBOT WHEAT ICSO SYNTHETIC JULY 2020 |
Roll on expiration date |
| @MKCZ19 |
@MKC |
MINI KC HRW WHEAT DECEMBER 2019 |
Roll on expiration date |
| @MYMH20 |
@MYM |
MICRO E-MINI DOW JONES $5 MARCH 2020 |
Roll 7 trading days before expiration date |
| @N1H20 |
@N1 |
10 YEAR USD INTEREST RATE SWAP MARCH 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @NBYH20 |
@NBY |
10YR NOTE- 30 YR TBOND 1:1 MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @NCBZ19 |
@NCB |
ULTRA 10YR NOTE- T BOND 5:3 DECEMBER 2019 |
Roll on expiration date |
| @NIBZ19 |
@NIB |
10YR NOTE - 30 YR TBOND 3:1 DECEMBER 2019 |
Roll on expiration date |
| @NOBH20 |
@NOB |
10YR NOTE- 30 YR TBOND 5:2 MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @NOLH20 |
@NOL |
10YR NOTE- ULTRA T BOND 4:1 MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @NONZ19 |
@NON |
10YR NOTE- ULTRA 10 YR NOTE 1:1 DECEMBER 2019 |
Roll on expiration date |
| @NUBZ19 |
@NUB |
ULTRA 10YR NOTE- ULTRA T BOND 5:2 DECEMBER 2019 |
Roll on expiration date |
| @OH20 |
@O |
OATS MARCH 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 |
| @QC3H20 |
@QC3 |
CORN CSO CONSECUTIVE SYNTHETIC MARCH 2020 |
Roll on expiration date |
| @QC4Q20 |
@QC4 |
SOYBEANS CSO AUG-NOV SYNTHETIC AUGUST 2020 |
Roll on expiration date |
| @QC6N20 |
@QC6 |
CORN CSO JUL-DEC SYNTHETIC JULY 2020 |
Roll on expiration date |
| @QC7H20 |
@QC7 |
CORN CSO MAR-JULY SYNTHETIC MARCH 2020 |
Roll on expiration date |
| @QC8Z20 |
@QC8 |
CORN CSO DEC-JUL SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @QCCH20 |
@QCC |
CORN CSO MAR-DEC SYNTHETIC MARCH 2020 |
Roll on expiration date |
| @QCWH20 |
@QCW |
CORN-WHEAT ICSO SYNTHETIC MARCH 2020 |
Roll on expiration date |
| @QM2F20 |
@QM2 |
SOYBEAN MEAL CSO CONSECUTIVE SYNTHETIC JANUARY 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 |
| @QM6N20 |
@QM6 |
SOYBEAN MEAL CSO JUL-DEC SYNTHETIC JULY 2020 |
Roll on expiration date |
| @QO2F20 |
@QO2 |
SOYBEAN OIL CSO CONSECUTIVE SYNTHETIC JANUARY 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 |
| @QO6N20 |
@QO6 |
SOYBEAN OIL CSO JUL-DEC SYNTHETIC JULY 2020 |
Roll on expiration date |
| @QS0H20 |
@QS0 |
SOYBEANS CSO MAR-NOV SYNTHETIC MARCH 2020 |
Roll on expiration date |
| @QS1N20 |
@QS1 |
SOYBEANS CSO JULY-JULY SYNTHETIC JULY 2020 |
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 |
| @QS5F20 |
@QS5 |
SOYBEANS CSO JAN-MAY SYNTHETIC JANUARY 2020 |
Roll on expiration date |
| @QS8F20 |
@QS8 |
SOYBEANS CSO JAN-MAR SYNTHETIC JANUARY 2020 |
Roll on expiration date |
| @QS9X20 |
@QS9 |
SOYBEANS CSO NOV-JUL SYNTHETIC NOVEMBER 2020 |
Roll on expiration date |
| @QW2N20 |
@QW2 |
WHEAT CSO JUL-JUL SYNTHETIC JULY 2020 |
Roll on expiration date |
| @QW3H20 |
@QW3 |
WHEAT CSO CONSECUTIVE SYNTHETIC MARCH 2020 |
Roll on expiration date |
| @QW6Z20 |
@QW6 |
WHEAT CSO DEC-JUL SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @QX5H20 |
@QX5 |
SOYBEANS CSO MAR-JUL SYNTHETIC MARCH 2020 |
Roll on expiration date |
| @REXZ19 |
@REX |
DJ US REAL ESTATE INDEX BTIC DECEMBER 2019 |
Roll on expiration date |
| @RRF20 |
@RR |
ROUGH RICE JANUARY 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @RXZ19 |
@RX |
DJ US REAL ESTATE INDEX DECEMBER 2019 |
Roll on expiration date |
| @S1UH20 |
@S1U |
7 YEAR USD INTEREST RATE SWAP MARCH 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @S7CK20 |
@S7C |
SOYBEANS CSO MAY-NOV SYNTHETIC MAY 2020 |
Roll on expiration date |
| @SF20 |
@S |
SOYBEANS JANUARY 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @SMF20 |
@SM |
SOYBEAN MEAL JANUARY 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @SOTF20 |
@SOT |
SOYBEANS TAS JANUARY 2020 |
Roll on expiration date |
| @SQ2F20 |
@SQ2 |
SOYBEANS CSO CONSECUTIVE SYNTHETIC JANUARY 2020 |
Roll on expiration date |
| @SQ5N20 |
@SQ5 |
SOYBEANS CSO JUL-NOV SYNTHETIC JULY 2020 |
Roll on expiration date |
| @T1H20 |
@T1 |
2 YEAR USD INTEREST RATE SWAP MARCH 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @TAFZ19 |
@TAF |
2 YR- 5 YR US TREASURY NOTE 3:2 DECEMBER 2019 |
Roll on expiration date |
| @TEXZ19 |
@TEX |
10YR NOTE- ULTRA 10 YR NOTE 3:2 DECEMBER 2019 |
Roll on expiration date |
| @TFYZ19 |
@TFY |
2 YR- 5 YR US TREASURY NOTE 1:1 DECEMBER 2019 |
Roll on expiration date |
| @TNH20 |
@TN |
ULTRA 10 YR US TREASURY NOTE MARCH 2020 |
Roll 0 trading days from the end of the month prior to expiration |
| @TOBZ19 |
@TOB |
3 YR NOTE- T BOND 3:1 DECEMBER 2019 |
Roll on expiration date |
| @TOFZ19 |
@TOF |
3 YR- 5 YR US TREASURY NOTE 7:8 DECEMBER 2019 |
Roll on expiration date |
| @TOUZ19 |
@TOU |
3 YR NOTE- ULTRA TBOND 6:1 DECEMBER 2019 |
Roll on expiration date |
| @TUBZ19 |
@TUB |
2 YR NOTE- 30 YR T BOND 5:1 DECEMBER 2019 |
Roll on expiration date |
| @TUFZ19 |
@TUF |
2 YR- 5 YR US TREASURY NOTE 5:4 DECEMBER 2019 |
Roll on expiration date |
| @TUH20 |
@TU |
2 YR US TREASURY NOTE MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @TULZ19 |
@TUL |
2 YR NOTE- ULTRA TBOND 8:1 DECEMBER 2019 |
Roll on expiration date |
| @TUTH20 |
@TUT |
2 YR- 10YR US TREASURY NOTE 2:1 MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @TUXZ19 |
@TUX |
2 YR - ULTRA 10YR US TREASURY NOTE 3:1 DECEMBER 2019 |
Roll on expiration date |
| @TUYZ19 |
@TUY |
3 YR- 10 YR US TREASURY NOTE DECEMBER 2019 |
Roll on expiration date |
| @TYH20 |
@TY |
10 YR US TREASURY NOTE MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @TYTZ19 |
@TYT |
2 YR- 3 YR US TREASURY NOTE 3:2 DECEMBER 2019 |
Roll on expiration date |
| @TYXZ19 |
@TYX |
3 YR - ULTRA 10 YR US TREASURY NOTE 2:1 DECEMBER 2019 |
Roll on expiration date |
| @UBH20 |
@UB |
ULTRA US TREASURY BOND MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @UFBZ19 |
@UFB |
UREA (GRANULAR) CFR BRAZIL FUTURES DECEMBER 2019 |
Roll on expiration date |
| @UFEZ19 |
@UFE |
UREA (GRANULAR) FOB EGYPT FUTURES DECEMBER 2019 |
Roll on expiration date |
| @UFVZ19 |
@UFV |
UREA (GRANULAR) FOB US GULF FUTURES DECEMBER 2019 |
Roll on expiration date |
| @USH20 |
@US |
US TREASURY BOND MARCH 2020 |
Roll 1 trading days from the end of the month prior to expiration |
| @WH20 |
@W |
WHEAT MARCH 2020 |
Roll 8 trading days from the end of the month prior to expiration |
| @WQ6N20 |
@WQ6 |
WHEAT CSO JUL-DEC SYNTHETIC JULY 2020 |
Roll on expiration date |
| @YCZ19 |
@YC |
MINI CORN DECEMBER 2019 |
Roll on expiration date |
| @YKF20 |
@YK |
MINI SOYBEAN JANUARY 2020 |
Roll on expiration date |
| @YMH20 |
@YM |
E-MINI DOW JONES $5 MARCH 2020 |
Roll 7 trading days before expiration date |
| @YMTH20 |
@YMT |
E-MINI DOW JONES $5 BTIC MARCH 2020 |
Roll 7 trading days before expiration date |
| @YWZ19 |
@YW |
MINI WHEAT DECEMBER 2019 |
Roll on expiration date |
| @Z3WH20 |
@Z3W |
WHEAT CSO MAR-JUL SYNTHETIC MARCH 2020 |
Roll on expiration date |
| @ZCTH20 |
@ZCT |
CORN TAS MARCH 2020 |
Roll on expiration date |
| @ZLTF20 |
@ZLT |
SOYBEAN OIL TAS JANUARY 2020 |
Roll on expiration date |
| @ZMTF20 |
@ZMT |
SOYBEAN MEAL TAS JANUARY 2020 |
Roll on expiration date |
| @ZWCZ20 |
@ZWC |
WHEAT CSO DEC-DEC SYNTHETIC DECEMBER 2020 |
Roll on expiration date |
| @ZWTH20 |
@ZWT |
WHEAT TAS MARCH 2020 |
Roll on expiration date |
| BCF20 |
BC |
SOYBEAN CRUSH JANUARY 2020 |
Roll on expiration date |
| QDFLZ19 |
QDFL |
DAP FOB NOLA SWAP DECEMBER 2019 |
Roll on expiration date |
| QUFNZ19 |
QUFN |
UREA FOB US GULF COAST SWAP DECEMBER 2019 |
Roll on expiration date |
| QUFUZ19 |
QUFU |
UAN FOB NOLA SWAPS DECEMBER 2019 |
Roll on expiration date |
| QUMEZ19 |
QUME |
UREA (GRANULAR) FOB MIDDLE EAST DECEMBER 2019 |
Roll on expiration date |
about
