| CME: Records=122 |
| Future |
Future Root |
Description |
Roll Rule Description |
| +SPH20 |
+SP |
S&P 500 INDEX MARCH 2020 |
Roll 3 trading days before expiration date |
| @ACDH20 |
@ACD |
AUSTRALIAN $/CANADIAN $ MARCH 2020 |
Roll 2 trading days before expiration date |
| @ADH20 |
@AD |
AUSTRALIAN DOLLAR MARCH 2020 |
Roll 2 trading days before expiration date |
| @AJYH20 |
@AJY |
AUSTRALIAN $/JAPANESE YEN MARCH 2020 |
Roll 2 trading days before expiration date |
| @ANEH20 |
@ANE |
AUSTRALIAN $/NEW ZEALAND $ MARCH 2020 |
Roll 2 trading days before expiration date |
| @BPH20 |
@BP |
BRITISH POUND MARCH 2020 |
Roll 2 trading days before expiration date |
| @BRF20 |
@BR |
BRAZILIAN REAL JANUARY 2020 |
Roll on expiration date |
| @BTCZ19 |
@BTC |
BITCOIN FUTURES DECEMBER 2019 |
Roll 1 trading days before expiration date |
| @BTG20 |
@BT |
BOSTON HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @CBZ19 |
@CB |
BUTTER - CASH SETTLED DECEMBER 2019 |
Roll on expiration date |
| @CDH20 |
@CD |
CANADIAN DOLLAR MARCH 2020 |
Roll 3 trading days before expiration date |
| @CHG20 |
@CH |
CHICAGO HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @CHLF20 |
@CHL |
CHILEAN PESO JANUARY 2020 |
Roll 2 trading days before expiration date |
| @CHPF20 |
@CHP |
CHILEAN PESO/USD JANUARY 2020 |
Roll 2 trading days before expiration date |
| @CJYH20 |
@CJY |
CANADIAN $/JAPANESE YEN MARCH 2020 |
Roll 2 trading days before expiration date |
| @CKOH20 |
@CKO |
CZECH KORUNA MARCH 2020 |
Roll 2 trading days before expiration date |
| @CNHF20 |
@CNH |
USD/OFFSHORE RMB JANUARY 2020 |
Roll 2 trading days before expiration date |
| @CPCZ19 |
@CPC |
USD MALAYSIAN CRUDE PALM OIL SWAP DECEMBER 2019 |
Roll on expiration date |
| @CPOZ19 |
@CPO |
USD MALAYSIAN CRUDE PALM OIL DECEMBER 2019 |
Roll on expiration date |
| @CSCZ19 |
@CSC |
CHEESE - CASH SETTLED DECEMBER 2019 |
Roll on expiration date |
| @CTBH20 |
@CTB |
S&P 500 CARRY ADJ TOT RET BTIC MARCH 2020 |
Roll 7 trading days before expiration date |
| @CUG20 |
@CU |
COMPOSITE HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @D0Z19 |
@D0 |
HDD - LONDON DECEMBER 2019 |
Roll on expiration date |
| @D2Z19 |
@D2 |
HDD - AMSTERDAM DECEMBER 2019 |
Roll on expiration date |
| @DAZ19 |
@DA |
MILK CLASS III DECEMBER 2019 |
Roll on expiration date |
| @DCG20 |
@DC |
WASHINGTON D.C. HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @DEG20 |
@DE |
DENVER HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @DKZ19 |
@DK |
MILK CLASS IV DECEMBER 2019 |
Roll on expiration date |
| @DYZ19 |
@DY |
DRY WHEY DECEMBER 2019 |
Roll on expiration date |
| @EADH20 |
@EAD |
EURO FX/AUSTRALIAN $ MARCH 2020 |
Roll 2 trading days before expiration date |
| @ECDH20 |
@ECD |
EURO FX/CANADIAN DOLLAR MARCH 2020 |
Roll 2 trading days before expiration date |
| @ECZH20 |
@ECZ |
CZECH KORUNA/EURO MARCH 2020 |
Roll 2 trading days before expiration date |
| @EDH20 |
@ED |
EURODOLLAR MARCH 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @EHUH20 |
@EHU |
HUNGARIAN FORINT/EURO MARCH 2020 |
Roll 2 trading days before expiration date |
| @EMZ19 |
@EM |
1 MONTH EURODOLLAR DECEMBER 2019 |
Roll on expiration date |
| @ENKH20 |
@ENK |
EURO FX/NORWEGIAN KRONE MARCH 2020 |
Roll 2 trading days before expiration date |
| @EPLH20 |
@EPL |
POLISH ZLOTY/EURO MARCH 2020 |
Roll 2 trading days before expiration date |
| @ESKH20 |
@ESK |
EURO FX/SWEDISH KRONA MARCH 2020 |
Roll 2 trading days before expiration date |
| @EUH20 |
@EU |
EURO FX MARCH 2020 |
Roll 2 trading days before expiration date |
| @FRG20 |
@FR |
SAN FRANCISCO HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @GDTF20 |
@GDT |
S&P GSCI BTIC JANUARY 2020 |
Roll 7 trading days after the start of the expiration month |
| @GFF20 |
@GF |
FEEDER CATTLE JANUARY 2020 |
Roll 10 trading days from the end of the month prior to expiration |
| @GFTF20 |
@GFT |
FEEDER CATTLE TAS JANUARY 2020 |
Roll on expiration date |
| @GIEZ19 |
@GIE |
S&P GSCI EXCESS RETURN DECEMBER 2019 |
Roll on expiration date |
| @GIF20 |
@GI |
S&P GSCI JANUARY 2020 |
Roll 7 trading days after the start of the expiration month |
| @GITF20 |
@GIT |
S&P GSCI EXCESS RETURN BTIC JANUARY 2020 |
Roll 7 trading days after the start of the expiration month |
| @HEG20 |
@HE |
LEAN HOGS FEBRUARY 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @HETG20 |
@HET |
LEAN HOGS TAS FEBRUARY 2020 |
Roll on expiration date |
| @HFOH20 |
@HFO |
HUNGARIAN FORINT MARCH 2020 |
Roll 2 trading days before expiration date |
| @HQZ19 |
@HQ |
HDD - MINNEAPOLIS DECEMBER 2019 |
Roll on expiration date |
| @IBVZ19 |
@IBV |
USD-DENOMINATED IBOVESPA FUTURES DECEMBER 2019 |
Roll on expiration date |
| @ILH20 |
@IL |
ISRAELI SHEKEL MARCH 2020 |
Roll 2 trading days before expiration date |
| @JYH20 |
@JY |
JAPANESE YEN MARCH 2020 |
Roll 2 trading days before expiration date |
| @K7N24 |
@K7 |
CDD - PORTLAND JULY 2024 |
Roll on expiration date |
| @KRWF20 |
@KRW |
KOREAN WON/US DOLLAR JANUARY 2020 |
Roll 2 trading days before expiration date |
| @LAG20 |
@LA |
LOS ANGELES HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @LBF20 |
@LB |
RANDOM LENGTH LUMBER JANUARY 2020 |
Roll 4 trading days from the end of the month prior to expiration |
| @LEG20 |
@LE |
LIVE CATTLE FEBRUARY 2020 |
Roll 10 trading days from the end of the month prior to expiration |
| @LETG20 |
@LET |
LIVE CATTLE TAS FEBRUARY 2020 |
Roll on expiration date |
| @LVG20 |
@LV |
LAS VEGAS HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @M6AH20 |
@M6A |
E-MICRO AUD/USD MARCH 2020 |
Roll 2 trading days before expiration date |
| @M6BH20 |
@M6B |
E-MICRO GBP/USD MARCH 2020 |
Roll 2 trading days before expiration date |
| @M6EH20 |
@M6E |
E-MICRO EUR/USD MARCH 2020 |
Roll 2 trading days before expiration date |
| @MCDZ19 |
@MCD |
E-MICRO CAD/USD DECEMBER 2019 |
Roll 2 trading days before expiration date |
| @MIG20 |
@MI |
MIAMI HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @MIRZ19 |
@MIR |
INR/USD E-MICRO DECEMBER 2019 |
Roll 2 trading days before expiration date |
| @MJYH20 |
@MJY |
E-MICRO JPY/USD MARCH 2020 |
Roll 2 trading days before expiration date |
| @MNHF20 |
@MNH |
E-MICRO USD/OFFSHORE RMB JANUARY 2020 |
Roll 2 trading days before expiration date |
| @MPCZ19 |
@MPC |
MPC SONIA DECEMBER 2019 |
Roll 6 trading days from the end of the month prior to expiration |
| @MSFH20 |
@MSF |
E-MICRO CHF/USD MARCH 2020 |
Roll 2 trading days before expiration date |
| @N1RH20 |
@N1R |
NASDAQ 100 TOTAL RETURN INDEX MARCH 2020 |
Roll 7 trading days before expiration date |
| @N1TH20 |
@N1T |
RUSSELL 1000 TOTAL RETURN INDEX BTIC MARCH 2020 |
Roll 7 trading days before expiration date |
| @NEH20 |
@NE |
NEW ZEALAND DOLLAR MARCH 2020 |
Roll 2 trading days before expiration date |
| @NFZ19 |
@NF |
NONFAT DRY MILK DECEMBER 2019 |
Roll on expiration date |
| @NITH20 |
@NIT |
BTIC ON YEN DENOMINATED NIKKEI STOCK AVG MARCH 2020 |
Roll 7 trading days before expiration date |
| @NIYH20 |
@NIY |
NIKKEI 225 YEN INDEX MARCH 2020 |
Roll on expiration date |
| @NKDH20 |
@NKD |
NIKKEI 225 DOLLAR INDEX MARCH 2020 |
Roll 5 trading days before expiration date |
| @NKTH20 |
@NKT |
BTIC ON NIKKEI STOCK AVG MARCH 2020 |
Roll 7 trading days before expiration date |
| @NOKH20 |
@NOK |
NORWEGIAN KRONE MARCH 2020 |
Roll 2 trading days before expiration date |
| @NYG20 |
@NY |
NY HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @OPFZ19 |
@OPF |
USD MALAYSIAN PALM OLEIN DECEMBER 2019 |
Roll on expiration date |
| @PJYH20 |
@PJY |
BRITISH PD/JAPANSE YEN MARCH 2020 |
Roll 2 trading days before expiration date |
| @PLZH20 |
@PLZ |
POLISH ZLOTY MARCH 2020 |
Roll 2 trading days before expiration date |
| @POGZ19 |
@POG |
MALAYSIAN PALM OIL - GASOIL SPREAD DECEMBER 2019 |
Roll on expiration date |
| @PSFH20 |
@PSF |
BRITISH PD/SWISS FRANC MARCH 2020 |
Roll 2 trading days before expiration date |
| @PXH20 |
@PX |
MEXICAN PESO MARCH 2020 |
Roll 2 trading days before expiration date |
| @R1BH20 |
@R1B |
RUSSELL 1000 TOTAL RETURN INDEX BTIC MARCH 2020 |
Roll 7 trading days before expiration date |
| @R1RH20 |
@R1R |
RUSSELL 1000 TOTAL RETURN INDEX MARCH 2020 |
Roll 7 trading days before expiration date |
| @R2RH20 |
@R2R |
RUSSELL 2000 TOTAL RETURN INDEX MARCH 2020 |
Roll 7 trading days before expiration date |
| @R2TH20 |
@R2T |
RUSSELL 2000 TOTAL RETURN INDEX BTIC MARCH 2020 |
Roll 7 trading days before expiration date |
| @RAH20 |
@RA |
SOUTH AFRICAN RAND MARCH 2020 |
Roll 2 trading days before expiration date |
| @RBF20 |
@RB |
CHINESE RENMINBI/US DOLLAR JANUARY 2020 |
Roll 2 trading days before expiration date |
| @REF20 |
@RE |
CHINESE RENMINBI/EURO JANUARY 2020 |
Roll 2 trading days before expiration date |
| @RFH20 |
@RF |
EURO FX/SWISS FRANC MARCH 2020 |
Roll 2 trading days before expiration date |
| @RPH20 |
@RP |
EURO FX/BRITISH POUND MARCH 2020 |
Roll 2 trading days before expiration date |
| @RUH20 |
@RU |
RUSSIAN RUBLE MARCH 2020 |
Roll 2 trading days before expiration date |
| @RYH20 |
@RY |
EURO FX/JAPANESE YEN MARCH 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 |
| @SDG20 |
@SD |
SAN DIEGO HOME PRICE INDEX FEBRUARY 2020 |
Roll on expiration date |
| @SDIH20 |
@SDI |
S&P 500 QUARTERLY DIVIDEND INDEX MARCH 2020 |
Roll 6 trading days before expiration date |
| @SE2Z19 |
@SE2 |
S&P GSCI EXCESS RETURN 2 MONTH FORWARD DECEMBER 2019 |
Roll on expiration date |
| @SE3Z19 |
@SE3 |
S&P GSCI EXCESS RETURN 3 MONTH FORWARD DECEMBER 2019 |
Roll on expiration date |
| @SEKH20 |
@SEK |
SWEDISH KRONA MARCH 2020 |
Roll 2 trading days before expiration date |
| @SFH20 |
@SF |
SWISS FRANC MARCH 2020 |
Roll 2 trading days before expiration date |
| @SGZ19 |
@SG |
S&P/BARRA GROWTH INDEX DECEMBER 2019 |
Roll on expiration date |
| @SIRZ19 |
@SIR |
INR/USD STANDARD DECEMBER 2019 |
Roll 2 trading days before expiration date |
| @SJYH20 |
@SJY |
SWISS FRANC/JAPANESE YEN MARCH 2020 |
Roll 2 trading days before expiration date |
| @SLPH20 |
@SLP |
S&P MLP TOTAL RETURN INDEX MARCH 2020 |
Roll 6 trading days before expiration date |
| @SLTH20 |
@SLT |
S&P MLP TOTAL RETURN INDEX BTIC MARCH 2020 |
Roll 6 trading days before expiration date |
| @SONZ19 |
@SON |
QUARTERLY IMM SONIA DECEMBER 2019 |
Roll 6 trading days from the end of the month prior to expiration |
| @SPH20 |
@SP |
S&P 500 INDEX MARCH 2020 |
Roll 6 trading days before expiration date |
| @SPOH20 |
@SPO |
EURODOLLAR CSO SYNTHETIC MARCH 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @SR1H20 |
@SR1 |
ONE-MONTH SOFR MARCH 2020 |
Roll 6 trading days from the end of the month prior to expiration |
| @SR3Z19 |
@SR3 |
THREE-MONTH SOFR DECEMBER 2019 |
Roll 6 trading days from the end of the month prior to expiration |
| @SUZ19 |
@SU |
S&P/BARRA VALUE INDEX DECEMBER 2019 |
Roll on expiration date |
| @TPBH20 |
@TPB |
YEN DENOMINATED TOPIX BTIC MARCH 2020 |
Roll on expiration date |
| @TPYH20 |
@TPY |
YEN DENOMINATED TOPIX MARCH 2020 |
Roll on expiration date |
| @TRBH20 |
@TRB |
S&P 500 TOTAL RETURN INDEX BTIC MARCH 2020 |
Roll 7 trading days before expiration date |
| @TRIH20 |
@TRI |
S&P 500 TOTAL RETURN INDEX MARCH 2020 |
Roll 7 trading days before expiration date |
| @TRLH20 |
@TRL |
TURKISH LIRA MARCH 2020 |
Roll 2 trading days before expiration date |
| @ZARH20 |
@ZAR |
USD/SOUTH AFRICAN RAND MARCH 2020 |
Roll 2 trading days before expiration date |
| SPH20 |
SP |
S&P 500 INDEX MARCH 2020 |
Roll 3 trading days before expiration date |
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