CFE: Records=15 |
Future |
Future Root |
Description |
Roll Rule Description |
@AM1N22 |
@AM1 |
AMERIBOR 7 DAY FUTURES WEEK 1 JULY 2022 |
Roll on expiration date. |
@AM2N22 |
@AM2 |
AMERIBOR 7 DAY FUTURES WEEK 2 JULY 2022 |
Roll on expiration date. |
@AM3N22 |
@AM3 |
AMERIBOR 7 DAY FUTURES WEEK 3 JULY 2022 |
Roll on expiration date. |
@AM4N22 |
@AM4 |
AMERIBOR 7 DAY FUTURES WEEK 4 JULY 2022 |
Roll on expiration date. |
@IBHU22 |
@IBH |
IBOXX HIGH YIELD CORPORATE BOND INDEX SEPTEMBER 2022 |
Roll on expiration date. |
@IBIU22 |
@IBI |
IBOXX INVESTMENT GRADE CORP BOND INDEX SEPTEMBER 2022 |
Roll on expiration date. |
@MB1M22 |
@MB1 |
AMERIBOR 1 MONTH FUTURES JUNE 2022 |
Roll on expiration date. |
@MT1N22 |
@MT1 |
CBOE AMERIBOR TERM 30 FUTURES JULY 2022 |
Roll on expiration date. |
@MT3U22 |
@MT3 |
CBOE AMERIBOR TERM 90 FUTURES SEPTEMBER 2022 |
Roll on expiration date. |
@VMTN22 |
@VMT |
MINI CBOE VOLATILITY INDEX TAS JULY 2022 |
Roll 1 trading days before expiration date. |
@VX1N22 |
@VX1 |
VIX WEEKLYS WEEK 1 JULY 2022 |
Roll on expiration date. |
@VX2N22 |
@VX2 |
VIX WEEKLYS WEEK 2 JULY 2022 |
Roll on expiration date. |
@VXMN22 |
@VXM |
MINI CBOE VOLATILITY INDEX JULY 2022 |
Roll 1 trading days before expiration date. |
@VXN22 |
@VX |
CBOE VOLATILITY INDEX JULY 2022 |
Roll 1 trading days before expiration date. |
@XVTN22 |
@XVT |
CBOE VOLATILITY INDEX TAS JULY 2022 |
Roll on expiration date. |