| CME: Records=123 |
| Future |
Future Root |
Description |
Roll Rule Description |
| +SPZ20 |
+SP |
S&P 500 INDEX DECEMBER 2020 |
Roll 3 trading days before expiration date |
| @ACDZ20 |
@ACD |
AUSTRALIAN $/CANADIAN $ DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @ADZ20 |
@AD |
AUSTRALIAN DOLLAR DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @AJYZ20 |
@AJY |
AUSTRALIAN $/JAPANESE YEN DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @ANEZ20 |
@ANE |
AUSTRALIAN $/NEW ZEALAND $ DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @ASRZ20 |
@ASR |
ADJUSTED INTEREST RATE S&P 500 TOTAL RET DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @ASTZ20 |
@AST |
ADJUSTED INT RATE S&P 500 TOT RET BTIC DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @BLKU20 |
@BLK |
BLOCK CHEESE SEPTEMBER 2020 |
Roll on expiration date |
| @BPZ20 |
@BP |
BRITISH POUND DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @BRV20 |
@BR |
BRAZILIAN REAL OCTOBER 2020 |
Roll on expiration date |
| @BTCV20 |
@BTC |
BITCOIN FUTURES OCTOBER 2020 |
Roll 1 trading days before expiration date |
| @BTX20 |
@BT |
BOSTON HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @CBU20 |
@CB |
BUTTER - CASH SETTLED SEPTEMBER 2020 |
Roll on expiration date |
| @CDZ20 |
@CD |
CANADIAN DOLLAR DECEMBER 2020 |
Roll 3 trading days before expiration date |
| @CHLV20 |
@CHL |
CHILEAN PESO OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @CHPV20 |
@CHP |
CHILEAN PESO/USD OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @CHX20 |
@CH |
CHICAGO HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @CJYZ20 |
@CJY |
CANADIAN $/JAPANESE YEN DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @CKOZ20 |
@CKO |
CZECH KORUNA DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @CNHV20 |
@CNH |
USD/OFFSHORE RMB OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @CPCU20 |
@CPC |
USD MALAYSIAN CRUDE PALM OIL SWAP SEPTEMBER 2020 |
Roll on expiration date |
| @CPOU20 |
@CPO |
USD MALAYSIAN CRUDE PALM OIL SEPTEMBER 2020 |
Roll on expiration date |
| @CSCU20 |
@CSC |
CHEESE - CASH SETTLED SEPTEMBER 2020 |
Roll on expiration date |
| @CUX20 |
@CU |
COMPOSITE HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @DAU20 |
@DA |
MILK CLASS III SEPTEMBER 2020 |
Roll on expiration date |
| @DCX20 |
@DC |
WASHINGTON D.C. HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @DEX20 |
@DE |
DENVER HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @DKU20 |
@DK |
MILK CLASS IV SEPTEMBER 2020 |
Roll on expiration date |
| @DYU20 |
@DY |
DRY WHEY SEPTEMBER 2020 |
Roll on expiration date |
| @EADZ20 |
@EAD |
EURO FX/AUSTRALIAN $ DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @ECDZ20 |
@ECD |
EURO FX/CANADIAN DOLLAR DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @ECZZ20 |
@ECZ |
CZECH KORUNA/EURO DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @EDZ20 |
@ED |
EURODOLLAR DECEMBER 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @EHUZ20 |
@EHU |
HUNGARIAN FORINT/EURO DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @EMV20 |
@EM |
1 MONTH EURODOLLAR OCTOBER 2020 |
Roll on expiration date |
| @ENKZ20 |
@ENK |
EURO FX/NORWEGIAN KRONE DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @EPLZ20 |
@EPL |
POLISH ZLOTY/EURO DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @ESKZ20 |
@ESK |
EURO FX/SWEDISH KRONA DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @EUZ20 |
@EU |
EURO FX DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @FRX20 |
@FR |
SAN FRANCISCO HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @GDTV20 |
@GDT |
S&P GSCI BTIC OCTOBER 2020 |
Roll 7 trading days after the start of the expiration month |
| @GFTV20 |
@GFT |
FEEDER CATTLE TAS OCTOBER 2020 |
Roll on expiration date |
| @GFX20 |
@GF |
FEEDER CATTLE NOVEMBER 2020 |
Roll 10 trading days from the end of the month prior to expiration |
| @GIEZ20 |
@GIE |
S&P GSCI EXCESS RETURN DECEMBER 2020 |
Roll on expiration date |
| @GITV20 |
@GIT |
S&P GSCI EXCESS RETURN BTIC OCTOBER 2020 |
Roll 7 trading days after the start of the expiration month |
| @GIV20 |
@GI |
S&P GSCI OCTOBER 2020 |
Roll 7 trading days after the start of the expiration month |
| @HETV20 |
@HET |
LEAN HOGS TAS OCTOBER 2020 |
Roll on expiration date |
| @HEZ20 |
@HE |
LEAN HOGS DECEMBER 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @HFOZ20 |
@HFO |
HUNGARIAN FORINT DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @HQV20 |
@HQ |
HDD - MINNEAPOLIS OCTOBER 2020 |
Roll on expiration date |
| @IBVV20 |
@IBV |
USD-DENOMINATED IBOVESPA FUTURES OCTOBER 2020 |
Roll on expiration date |
| @ILZ20 |
@IL |
ISRAELI SHEKEL DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @JYZ20 |
@JY |
JAPANESE YEN DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @K2U20 |
@K2 |
CDD - CHICAGO SEPTEMBER 2020 |
Roll on expiration date |
| @K4U20 |
@K4 |
CDD - NEW YORK SEPTEMBER 2020 |
Roll on expiration date |
| @KRWV20 |
@KRW |
KOREAN WON/US DOLLAR OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @LAX20 |
@LA |
LOS ANGELES HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @LBX20 |
@LB |
RANDOM LENGTH LUMBER NOVEMBER 2020 |
Roll 4 trading days from the end of the month prior to expiration |
| @LETV20 |
@LET |
LIVE CATTLE TAS OCTOBER 2020 |
Roll on expiration date |
| @LEZ20 |
@LE |
LIVE CATTLE DECEMBER 2020 |
Roll 10 trading days from the end of the month prior to expiration |
| @LVX20 |
@LV |
LAS VEGAS HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @M6AZ20 |
@M6A |
E-MICRO AUD/USD DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @M6BZ20 |
@M6B |
E-MICRO GBP/USD DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @M6EZ20 |
@M6E |
E-MICRO EUR/USD DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @MCDZ20 |
@MCD |
E-MICRO CAD/USD DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @MIRV20 |
@MIR |
INR/USD E-MICRO OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @MIX20 |
@MI |
MIAMI HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @MJYZ20 |
@MJY |
E-MICRO JPY/USD DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @MNHV20 |
@MNH |
E-MICRO USD/OFFSHORE RMB OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @MPCU20 |
@MPC |
MPC SONIA SEPTEMBER 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @MSFZ20 |
@MSF |
E-MICRO CHF/USD DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @N1RZ20 |
@N1R |
NASDAQ 100 TOTAL RETURN INDEX DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @N1TZ20 |
@N1T |
RUSSELL 1000 TOTAL RETURN INDEX BTIC DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @NEZ20 |
@NE |
NEW ZEALAND DOLLAR DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @NFU20 |
@NF |
NONFAT DRY MILK SEPTEMBER 2020 |
Roll on expiration date |
| @NITZ20 |
@NIT |
BTIC ON YEN DENOMINATED NIKKEI STOCK AVG DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @NIYZ20 |
@NIY |
NIKKEI 225 YEN INDEX DECEMBER 2020 |
Roll on expiration date |
| @NKDZ20 |
@NKD |
NIKKEI 225 DOLLAR INDEX DECEMBER 2020 |
Roll 5 trading days before expiration date |
| @NKTZ20 |
@NKT |
BTIC ON NIKKEI STOCK AVG DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @NOKZ20 |
@NOK |
NORWEGIAN KRONE DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @NYX20 |
@NY |
NY HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @OPFU20 |
@OPF |
USD MALAYSIAN PALM OLEIN SEPTEMBER 2020 |
Roll on expiration date |
| @PJYZ20 |
@PJY |
BRITISH PD/JAPANSE YEN DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @PLZZ20 |
@PLZ |
POLISH ZLOTY DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @POGU20 |
@POG |
MALAYSIAN PALM OIL - GASOIL SPREAD SEPTEMBER 2020 |
Roll on expiration date |
| @PSFZ20 |
@PSF |
BRITISH PD/SWISS FRANC DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @PXZ20 |
@PX |
MEXICAN PESO DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @R1BZ20 |
@R1B |
RUSSELL 1000 TOTAL RETURN INDEX BTIC DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @R1RZ20 |
@R1R |
RUSSELL 1000 TOTAL RETURN INDEX DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @R2RZ20 |
@R2R |
RUSSELL 2000 TOTAL RETURN INDEX DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @R2TZ20 |
@R2T |
RUSSELL 2000 TOTAL RETURN INDEX BTIC DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @RAZ20 |
@RA |
SOUTH AFRICAN RAND DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @RBV20 |
@RB |
CHINESE RENMINBI/US DOLLAR OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @REV20 |
@RE |
CHINESE RENMINBI/EURO OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @RFZ20 |
@RF |
EURO FX/SWISS FRANC DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @RPZ20 |
@RP |
EURO FX/BRITISH POUND DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @RUZ20 |
@RU |
RUSSIAN RUBLE DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @RYZ20 |
@RY |
EURO FX/JAPANESE YEN DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @SDAZ20 |
@SDA |
S&P 500 ANNUAL DIVIDEND INDEX DECEMBER 2020 |
Roll 6 trading days before expiration date |
| @SDIZ20 |
@SDI |
S&P 500 QUARTERLY DIVIDEND INDEX DECEMBER 2020 |
Roll 6 trading days before expiration date |
| @SDX20 |
@SD |
SAN DIEGO HOME PRICE INDEX NOVEMBER 2020 |
Roll on expiration date |
| @SE2U20 |
@SE2 |
S&P GSCI EXCESS RETURN 2 MONTH FORWARD SEPTEMBER 2020 |
Roll on expiration date |
| @SE3U20 |
@SE3 |
S&P GSCI EXCESS RETURN 3 MONTH FORWARD SEPTEMBER 2020 |
Roll on expiration date |
| @SEKZ20 |
@SEK |
SWEDISH KRONA DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @SFZ20 |
@SF |
SWISS FRANC DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @SGZ20 |
@SG |
S&P/BARRA GROWTH INDEX DECEMBER 2020 |
Roll on expiration date |
| @SIRV20 |
@SIR |
INR/USD STANDARD OCTOBER 2020 |
Roll 2 trading days before expiration date |
| @SJYZ20 |
@SJY |
SWISS FRANC/JAPANESE YEN DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @SLPZ20 |
@SLP |
S&P MLP TOTAL RETURN INDEX DECEMBER 2020 |
Roll 6 trading days before expiration date |
| @SLTZ20 |
@SLT |
S&P MLP TOTAL RETURN INDEX BTIC DECEMBER 2020 |
Roll 6 trading days before expiration date |
| @SONU20 |
@SON |
QUARTERLY IMM SONIA SEPTEMBER 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @SPOZ20 |
@SPO |
EURODOLLAR CSO SYNTHETIC DECEMBER 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @SPZ20 |
@SP |
S&P 500 INDEX DECEMBER 2020 |
Roll 6 trading days before expiration date |
| @SR1Z20 |
@SR1 |
ONE-MONTH SOFR DECEMBER 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @SR3U20 |
@SR3 |
THREE-MONTH SOFR SEPTEMBER 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @SUZ20 |
@SU |
S&P/BARRA VALUE INDEX DECEMBER 2020 |
Roll on expiration date |
| @TPBZ20 |
@TPB |
YEN DENOMINATED TOPIX BTIC DECEMBER 2020 |
Roll on expiration date |
| @TPYZ20 |
@TPY |
YEN DENOMINATED TOPIX DECEMBER 2020 |
Roll on expiration date |
| @TRBZ20 |
@TRB |
S&P 500 TOTAL RETURN INDEX BTIC DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @TRIZ20 |
@TRI |
S&P 500 TOTAL RETURN INDEX DECEMBER 2020 |
Roll 7 trading days before expiration date |
| @TRLZ20 |
@TRL |
TURKISH LIRA DECEMBER 2020 |
Roll 2 trading days before expiration date |
| @ZARZ20 |
@ZAR |
USD/SOUTH AFRICAN RAND DECEMBER 2020 |
Roll 2 trading days before expiration date |
| SPZ20 |
SP |
S&P 500 INDEX DECEMBER 2020 |
Roll 3 trading days before expiration date |
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