ICEEF: Records=44 |
Future |
Future Root |
Description |
Roll Rule Description |
C05Z25 |
C05 |
MEDIUM SWISS CONFEDERATION BOND DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
C10Z25 |
C10 |
LONG SWISS CONFEDERATION BOND DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
ER3M25 |
ER3 |
3 MONTH ESTR INDEXED FUTURE JUNE 2025 |
Roll on expiration date. |
EU3U25 |
EU3 |
30 YR EURO SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
EXZU25 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA SEPTEMBER 2025 |
Roll on expiration date. |
G02Z25 |
G02 |
SHORT BUND (SCHATZ) DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
G05Z25 |
G05 |
MEDIUM BUND (BOBL) DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
G11Z25 |
G11 |
LONG BUND DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
G30Z25 |
G30 |
ULTRA LONG BUND DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
GB3U25 |
GB3 |
30 YR STERLING SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
GBOU25 |
GBO |
5 YR STERLING SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
GBQU25 |
GBQ |
10 YR STERLING SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
GBWU25 |
GBW |
2 YR STERLING SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
GTZ25 |
GT |
SHORT GILT TAS DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
GZ25 |
G |
SHORT GILT DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
HTZ25 |
HT |
MEDIUM GILT TAS DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
HZ25 |
H |
MEDIUM GILT DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
I02Z25 |
I02 |
SHORT BTP DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
I05Z25 |
I05 |
MEDIUM BTP DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
I10Z25 |
I10 |
LONG BTP DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
IETU25 |
IET |
3 MONTH EURIBOR TAS SEPTEMBER 2025 |
Roll on expiration date. |
IEU25 |
IE |
3 MONTH EURIBOR SEPTEMBER 2025 |
Roll on expiration date. |
LEU25 |
LE |
EONIA ONE MONTH SEPTEMBER 2025 |
Roll 8 trading days before expiration date. |
LFU25 |
LF |
FTSE 100 SEPTEMBER 2025 |
Roll 1 trading days before expiration date. |
LGTZ25 |
LGT |
LONG GILT TAS DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
LGZ25 |
LG |
LONG GILT DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
LHWU25 |
LHW |
2 YR US DOLLAR SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
LIVU25 |
LIV |
5 YR US DOLLAR SWAP NOTE SEPTEMBER 2025 |
Roll on expiration date. |
LJNU25 |
LJN |
10 YR US DOLLAR SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
LUU25 |
LU |
2 YR EUR SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
LYU25 |
LY |
FTSE 250 SEPTEMBER 2025 |
Roll on expiration date. |
OEU25 |
OE |
5 YR EUR SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
OFR1U25 |
OFR1 |
ONE MONTH SOFR INDEX SEPTEMBER 2025 |
Roll on expiration date. |
OFR3M25 |
OFR3 |
THREE MONTH SOFR INDEX JUNE 2025 |
Roll on expiration date. |
OPU25 |
OP |
10 YR EUR SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
S02Z25 |
S02 |
SHORT SPANISH GOVERNMENT BOND DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
S05Z25 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
S10Z25 |
S10 |
LONG SPANISH GOVERNMENT BOND DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
SA3M25 |
SA3 |
3 MONTH SARON INDEX JUNE 2025 |
Roll on expiration date. |
SO3M25 |
SO3 |
3 MONTH SONIA INDEX JUNE 2025 |
Roll on expiration date. |
SOAU25 |
SOA |
1 MONTH SONIA INDEX SEPTEMBER 2025 |
Roll on expiration date. |
US3U25 |
US3 |
30 YR DOLLAR SWAPNOTE SEPTEMBER 2025 |
Roll on expiration date. |
UTZ25 |
UT |
ULTRA LONG GILT TAS DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |
UZ25 |
U |
ULTRA LONG GILT DECEMBER 2025 |
Roll 2 trading days from the end of the month prior to expiration. |