ICEEF: Records=44 |
Future |
Future Root |
Description |
Roll Rule Description |
C05Z24 |
C05 |
MEDIUM SWISS CONFEDERATION BOND DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
C10Z24 |
C10 |
LONG SWISS CONFEDERATION BOND DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
ER3M24 |
ER3 |
3 MONTH ESTR INDEXED FUTURE JUNE 2024 |
Roll on expiration date. |
EU3U24 |
EU3 |
30 YR EURO SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
EXZU24 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA SEPTEMBER 2024 |
Roll on expiration date. |
G02Z24 |
G02 |
SHORT BUND (SCHATZ) DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
G05Z24 |
G05 |
MEDIUM BUND (BOBL) DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
G11Z24 |
G11 |
LONG BUND DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
G30Z24 |
G30 |
ULTRA LONG BUND DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
GB3U24 |
GB3 |
30 YR STERLING SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
GBOU24 |
GBO |
5 YR STERLING SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
GBQU24 |
GBQ |
10 YR STERLING SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
GBWU24 |
GBW |
2 YR STERLING SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
GTZ24 |
GT |
SHORT GILT TAS DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
GZ24 |
G |
SHORT GILT DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
HTZ24 |
HT |
MEDIUM GILT TAS DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
HZ24 |
H |
MEDIUM GILT DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
I02Z24 |
I02 |
SHORT BTP DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
I05Z24 |
I05 |
MEDIUM BTP DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
I10Z24 |
I10 |
LONG BTP DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
IETU24 |
IET |
3 MONTH EURIBOR TAS SEPTEMBER 2024 |
Roll on expiration date. |
IEU24 |
IE |
3 MONTH EURIBOR SEPTEMBER 2024 |
Roll on expiration date. |
LEU24 |
LE |
EONIA ONE MONTH SEPTEMBER 2024 |
Roll 8 trading days before expiration date. |
LFU24 |
LF |
FTSE 100 SEPTEMBER 2024 |
Roll 1 trading days before expiration date. |
LGTZ24 |
LGT |
LONG GILT TAS DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
LGZ24 |
LG |
LONG GILT DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
LHWU24 |
LHW |
2 YR US DOLLAR SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
LIVU24 |
LIV |
5 YR US DOLLAR SWAP NOTE SEPTEMBER 2024 |
Roll on expiration date. |
LJNU24 |
LJN |
10 YR US DOLLAR SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
LUU24 |
LU |
2 YR EUR SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
LYU24 |
LY |
FTSE 250 SEPTEMBER 2024 |
Roll on expiration date. |
OEU24 |
OE |
5 YR EUR SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
OFR1U24 |
OFR1 |
ONE MONTH SOFR INDEX SEPTEMBER 2024 |
Roll on expiration date. |
OFR3M24 |
OFR3 |
THREE MONTH SOFR INDEX JUNE 2024 |
Roll on expiration date. |
OPU24 |
OP |
10 YR EUR SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
S02Z24 |
S02 |
SHORT SPANISH GOVERNMENT BOND DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
S05Z24 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
S10Z24 |
S10 |
LONG SPANISH GOVERNMENT BOND DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
SA3M24 |
SA3 |
3 MONTH SARON INDEX JUNE 2024 |
Roll on expiration date. |
SO3M24 |
SO3 |
3 MONTH SONIA INDEX JUNE 2024 |
Roll on expiration date. |
SOAU24 |
SOA |
1 MONTH SONIA INDEX SEPTEMBER 2024 |
Roll on expiration date. |
US3U24 |
US3 |
30 YR DOLLAR SWAPNOTE SEPTEMBER 2024 |
Roll on expiration date. |
UTZ24 |
UT |
ULTRA LONG GILT TAS DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
UZ24 |
U |
ULTRA LONG GILT DECEMBER 2024 |
Roll 2 trading days from the end of the month prior to expiration. |