ICEEF: Records=43 |
Future |
Future Root |
Description |
Roll Rule Description |
C05Z23 |
C05 |
MEDIUM SWISS CONFEDERATION BOND DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
C10Z23 |
C10 |
LONG SWISS CONFEDERATION BOND DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
EU3Z23 |
EU3 |
30 YR EURO SWAPNOTE DECEMBER 2023 |
Roll on expiration date. |
EXZZ23 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA DECEMBER 2023 |
Roll on expiration date. |
G02Z23 |
G02 |
SHORT BUND (SCHATZ) DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
G05Z23 |
G05 |
MEDIUM BUND (BOBL) DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
G11Z23 |
G11 |
LONG BUND DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
G30Z23 |
G30 |
ULTRA LONG BUND DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
GB3U23 |
GB3 |
30 YR STERLING SWAPNOTE SEPTEMBER 2023 |
Roll on expiration date. |
GBOU23 |
GBO |
5 YR STERLING SWAPNOTE SEPTEMBER 2023 |
Roll on expiration date. |
GBQU23 |
GBQ |
10 YR STERLING SWAPNOTE SEPTEMBER 2023 |
Roll on expiration date. |
GBWU23 |
GBW |
2 YR STERLING SWAPNOTE SEPTEMBER 2023 |
Roll on expiration date. |
GTZ23 |
GT |
SHORT GILT TAS DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
GZ23 |
G |
SHORT GILT DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
HTZ23 |
HT |
MEDIUM GILT TAS DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
HZ23 |
H |
MEDIUM GILT DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
I02Z23 |
I02 |
SHORT BTP DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
I05Z23 |
I05 |
MEDIUM BTP DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
I10Z23 |
I10 |
LONG BTP DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
IETZ23 |
IET |
3 MONTH EURIBOR TAS DECEMBER 2023 |
Roll on expiration date. |
IEZ23 |
IE |
3 MONTH EURIBOR DECEMBER 2023 |
Roll on expiration date. |
LEV23 |
LE |
EONIA ONE MONTH OCTOBER 2023 |
Roll 8 trading days before expiration date. |
LFZ23 |
LF |
FTSE 100 DECEMBER 2023 |
Roll 1 trading days before expiration date. |
LGTZ23 |
LGT |
LONG GILT TAS DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
LGZ23 |
LG |
LONG GILT DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
LHWZ23 |
LHW |
2 YR US DOLLAR SWAPNOTE DECEMBER 2023 |
Roll on expiration date. |
LIVZ23 |
LIV |
5 YR US DOLLAR SWAP NOTE DECEMBER 2023 |
Roll on expiration date. |
LJNZ23 |
LJN |
10 YR US DOLLAR SWAPNOTE DECEMBER 2023 |
Roll on expiration date. |
LUZ23 |
LU |
2 YR EUR SWAPNOTE DECEMBER 2023 |
Roll on expiration date. |
LYZ23 |
LY |
FTSE 250 DECEMBER 2023 |
Roll on expiration date. |
OEZ23 |
OE |
5 YR EUR SWAPNOTE DECEMBER 2023 |
Roll on expiration date. |
OFR1U23 |
OFR1 |
ONE MONTH SOFR INDEX SEPTEMBER 2023 |
Roll on expiration date. |
OFR3U23 |
OFR3 |
THREE MONTH SOFR INDEX SEPTEMBER 2023 |
Roll on expiration date. |
OPZ23 |
OP |
10 YR EUR SWAPNOTE DECEMBER 2023 |
Roll on expiration date. |
S02Z23 |
S02 |
SHORT SPANISH GOVERNMENT BOND DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
S05Z23 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
S10Z23 |
S10 |
LONG SPANISH GOVERNMENT BOND DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
SO3U23 |
SO3 |
3 MONTH SONIA INDEX SEPTEMBER 2023 |
Roll on expiration date. |
SOAU23 |
SOA |
1 MONTH SONIA INDEX SEPTEMBER 2023 |
Roll on expiration date. |
US3Z23 |
US3 |
30 YR DOLLAR SWAPNOTE DECEMBER 2023 |
Roll on expiration date. |
UTZ23 |
UT |
ULTRA LONG GILT TAS DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
UZ23 |
U |
ULTRA LONG GILT DECEMBER 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
YZZ23 |
YZ |
FTSE 100 DECLARED DIVIDEND INDEX DECEMBER 2023 |
Roll on expiration date. |