ICEEF: Records=44 |
Future |
Future Root |
Description |
Roll Rule Description |
@EDNM23 |
@EDN |
EURODOLLAR JUNE 2023 |
Roll 6 trading days from the end of the month prior to expiration. |
C05M23 |
C05 |
MEDIUM SWISS CONFEDERATION BOND JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
C10M23 |
C10 |
LONG SWISS CONFEDERATION BOND JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
EU3M23 |
EU3 |
30 YR EURO SWAPNOTE JUNE 2023 |
Roll on expiration date. |
EXZM23 |
EXZ |
FTSE 100 DIVIDEND INDEX RDSA JUNE 2023 |
Roll on expiration date. |
G02M23 |
G02 |
SHORT BUND (SCHATZ) JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
G05M23 |
G05 |
MEDIUM BUND (BOBL) JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
G11M23 |
G11 |
LONG BUND JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
G30M23 |
G30 |
ULTRA LONG BUND JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
GB3M23 |
GB3 |
30 YR STERLING SWAPNOTE JUNE 2023 |
Roll on expiration date. |
GBOM23 |
GBO |
5 YR STERLING SWAPNOTE JUNE 2023 |
Roll on expiration date. |
GBQM23 |
GBQ |
10 YR STERLING SWAPNOTE JUNE 2023 |
Roll on expiration date. |
GBWM23 |
GBW |
2 YR STERLING SWAPNOTE JUNE 2023 |
Roll on expiration date. |
GM23 |
G |
SHORT GILT JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
GTM23 |
GT |
SHORT GILT TAS JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
HM23 |
H |
MEDIUM GILT JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
HTM23 |
HT |
MEDIUM GILT TAS JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
I02M23 |
I02 |
SHORT BTP JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
I05M23 |
I05 |
MEDIUM BTP JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
I10M23 |
I10 |
LONG BTP JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
IEM23 |
IE |
3 MONTH EURIBOR JUNE 2023 |
Roll on expiration date. |
IETM23 |
IET |
3 MONTH EURIBOR TAS JUNE 2023 |
Roll on expiration date. |
LEJ23 |
LE |
EONIA ONE MONTH APRIL 2023 |
Roll 8 trading days before expiration date. |
LFM23 |
LF |
FTSE 100 JUNE 2023 |
Roll 1 trading days before expiration date. |
LGM23 |
LG |
LONG GILT JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
LGTM23 |
LGT |
LONG GILT TAS JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
LHWM23 |
LHW |
2 YR US DOLLAR SWAPNOTE JUNE 2023 |
Roll on expiration date. |
LIVM23 |
LIV |
5 YR US DOLLAR SWAP NOTE JUNE 2023 |
Roll on expiration date. |
LJNM23 |
LJN |
10 YR US DOLLAR SWAPNOTE JUNE 2023 |
Roll on expiration date. |
LUM23 |
LU |
2 YR EUR SWAPNOTE JUNE 2023 |
Roll on expiration date. |
LYM23 |
LY |
FTSE 250 JUNE 2023 |
Roll on expiration date. |
OEM23 |
OE |
5 YR EUR SWAPNOTE JUNE 2023 |
Roll on expiration date. |
OFR1H23 |
OFR1 |
ONE MONTH SOFR INDEX MARCH 2023 |
Roll on expiration date. |
OFR3H23 |
OFR3 |
THREE MONTH SOFR INDEX MARCH 2023 |
Roll on expiration date. |
OPM23 |
OP |
10 YR EUR SWAPNOTE JUNE 2023 |
Roll on expiration date. |
S02M23 |
S02 |
SHORT SPANISH GOVERNMENT BOND JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
S05M23 |
S05 |
MEDIUM SPANISH GOVERNMENT BOND JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
S10M23 |
S10 |
LONG SPANISH GOVERNMENT BOND JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
SO3H23 |
SO3 |
3 MONTH SONIA INDEX MARCH 2023 |
Roll on expiration date. |
SOAH23 |
SOA |
1 MONTH SONIA INDEX MARCH 2023 |
Roll on expiration date. |
UM23 |
U |
ULTRA LONG GILT JUNE 2023 |
Roll 2 trading days from the end of the month prior to expiration. |
US3M23 |
US3 |
30 YR DOLLAR SWAPNOTE JUNE 2023 |
Roll on expiration date. |
UTM23 |
UT |
ULTRA LONG GILT TAS JUNE 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. |