ICEEF: Records=42 |
Future |
Future Root |
Description |
Roll Rule Description |
C05M24 |
C05 |
MEDIUM SWISS CONFEDERATION BOND JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
C10M24 |
C10 |
LONG SWISS CONFEDERATION BOND JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
EU3M24 |
EU3 |
30 YR EURO SWAPNOTE JUNE 2024 |
Roll on expiration date. |
EXZM24 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA JUNE 2024 |
Roll on expiration date. |
G02M24 |
G02 |
SHORT BUND (SCHATZ) JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
G05M24 |
G05 |
MEDIUM BUND (BOBL) JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
G11M24 |
G11 |
LONG BUND JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
G30M24 |
G30 |
ULTRA LONG BUND JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
GB3M24 |
GB3 |
30 YR STERLING SWAPNOTE JUNE 2024 |
Roll on expiration date. |
GBOM24 |
GBO |
5 YR STERLING SWAPNOTE JUNE 2024 |
Roll on expiration date. |
GBQM24 |
GBQ |
10 YR STERLING SWAPNOTE JUNE 2024 |
Roll on expiration date. |
GBWM24 |
GBW |
2 YR STERLING SWAPNOTE JUNE 2024 |
Roll on expiration date. |
GM24 |
G |
SHORT GILT JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
GTM24 |
GT |
SHORT GILT TAS JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
HM24 |
H |
MEDIUM GILT JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
HTM24 |
HT |
MEDIUM GILT TAS JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
I02M24 |
I02 |
SHORT BTP JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
I05M24 |
I05 |
MEDIUM BTP JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
I10M24 |
I10 |
LONG BTP JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
IEM24 |
IE |
3 MONTH EURIBOR JUNE 2024 |
Roll on expiration date. |
IETM24 |
IET |
3 MONTH EURIBOR TAS JUNE 2024 |
Roll on expiration date. |
LEJ24 |
LE |
EONIA ONE MONTH APRIL 2024 |
Roll 8 trading days before expiration date. |
LFM24 |
LF |
FTSE 100 JUNE 2024 |
Roll 1 trading days before expiration date. |
LGM24 |
LG |
LONG GILT JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
LGTM24 |
LGT |
LONG GILT TAS JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
LHWM24 |
LHW |
2 YR US DOLLAR SWAPNOTE JUNE 2024 |
Roll on expiration date. |
LIVM24 |
LIV |
5 YR US DOLLAR SWAP NOTE JUNE 2024 |
Roll on expiration date. |
LJNM24 |
LJN |
10 YR US DOLLAR SWAPNOTE JUNE 2024 |
Roll on expiration date. |
LUM24 |
LU |
2 YR EUR SWAPNOTE JUNE 2024 |
Roll on expiration date. |
LYM24 |
LY |
FTSE 250 JUNE 2024 |
Roll on expiration date. |
OEM24 |
OE |
5 YR EUR SWAPNOTE JUNE 2024 |
Roll on expiration date. |
OFR1H24 |
OFR1 |
ONE MONTH SOFR INDEX MARCH 2024 |
Roll on expiration date. |
OFR3H24 |
OFR3 |
THREE MONTH SOFR INDEX MARCH 2024 |
Roll on expiration date. |
OPM24 |
OP |
10 YR EUR SWAPNOTE JUNE 2024 |
Roll on expiration date. |
S02M24 |
S02 |
SHORT SPANISH GOVERNMENT BOND JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
S05M24 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
S10M24 |
S10 |
LONG SPANISH GOVERNMENT BOND JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
SO3H24 |
SO3 |
3 MONTH SONIA INDEX MARCH 2024 |
Roll on expiration date. |
SOAH24 |
SOA |
1 MONTH SONIA INDEX MARCH 2024 |
Roll on expiration date. |
UM24 |
U |
ULTRA LONG GILT JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |
US3M24 |
US3 |
30 YR DOLLAR SWAPNOTE JUNE 2024 |
Roll on expiration date. |
UTM24 |
UT |
ULTRA LONG GILT TAS JUNE 2024 |
Roll 2 trading days from the end of the month prior to expiration. |