| TickWrite
Recommended Roll Dates
|
Futures
Symbol |
Description |
Date
to Roll Setting |
Notes |
1 |
AD
|
Australian
Dollar |
11 |
|
2 |
BL
|
Bobl
5 yr |
-2 |
|
3 |
BN
|
Bund
10 yr |
-2 |
|
4 |
BO
|
Soybean
Oil |
-10 |
|
5 |
BP
|
British
Pound |
10 |
|
6 |
BZ
|
Shatz
2 yr |
-2 |
|
7 |
CB
|
Canadian
10-year Bond |
-3 |
|
8 |
CC
|
Cocoa
|
-15 |
|
9 |
CD
|
Canadian
Dollar |
10 |
|
10 |
CF
|
Cac
40 |
0 |
Use
'Expiration' Roll Method |
11 |
CL
|
NY
Light Crude |
-11 |
|
12 |
CN
|
Corn
|
-10 |
|
13 |
CT
|
Cotton
|
-10 |
|
14 |
DA
|
Dax
Futures |
17 |
|
15 |
DJ
|
Dow
Futures |
12 |
|
16 |
DM
|
German
Mark |
10 |
Stopped
collecting 08/1999 |
17 |
DX
|
Dollar
Index |
1 |
|
18 |
EC
|
Euro
|
10 |
|
19 |
ED
|
Eurodollar
|
-15 |
Roll
using 2nd back-month |
20 |
EM
|
LIBOR
- 1 mo. |
-2 |
Stopped
collecting 07/2001 |
21 |
EN
|
Nikkei
225 |
0 |
Use
'Expiration' Roll Method |
22 |
ER
|
Russell
2000 E-mini |
12 |
|
23 |
ES
|
S&P
500 E-Mini |
12 |
|
24 |
FC
|
Feeder
Cattle |
-1 |
Gap
3/1981 |
25 |
FT
|
FTSE
100 |
21 |
|
26 |
FV
|
TNotes
5 yr |
-2 |
|
27 |
GC
|
Gold
COMEX |
-3 |
|
28 |
GL
|
GILT
|
5 |
|
29 |
HG
|
Copper
High Grade |
-3 |
|
30 |
HI
|
Hang
Seng |
5 |
|
31 |
HO
|
NY
Heating Oil #2 |
-3 |
|
32 |
HU
|
Unleaded
Gasoline |
-3 |
|
33 |
JO
|
Orange
Juice |
1 |
|
34 |
JY
|
Japanese
Yen |
10 |
|
35 |
KC
|
Coffee
|
-10 |
|
36 |
LB
|
Lumber
|
-6 |
|
37 |
LC
|
Live
Cattle |
-1 |
|
38 |
LH
|
Live
Hogs |
-6 |
Gap
3/1981 |
39 |
MB
|
Municipal
Bonds |
-2 |
|
40 |
MD
|
S&P
400 MidCap |
12 |
|
41 |
ME
|
Mexican
Peso |
10 |
|
42 |
ND
|
NASDAQ
100 Futures |
12 |
|
43 |
NG
|
NY
Natural Gas |
0 |
Use
'Expiration' Roll Method |
44 |
NK
|
Nikkei
225 Futures |
0 |
Use
'Expiration' Roll Method |
45 |
NQ
|
NASDAQ
100 E-Mini |
12 |
|
46 |
OA
|
Oats
|
-10 |
|
47 |
PA
|
Palladium
|
-4 |
|
48 |
PB
|
Pork
Bellies |
-1 |
|
49 |
PT
|
S&P
Canada 60 |
9 |
|
50 |
QG
|
Natural
Gas E-mini |
0 |
Use
'Expiration' Roll Method |
51 |
QM
|
Crude
Oil E-Mini |
-11 |
|
52 |
RL
|
Russell
2000 Futures |
12 |
|
53 |
SB
|
Sugar
|
-5 |
|
54 |
SF
|
Swiss
Franc |
10 |
|
55 |
SM
|
Soybean
Meal |
-10 |
|
56 |
SP
|
S&P
500 Futures |
12 |
|
57 |
ST
|
Sterling
|
-15 |
|
58 |
SV
|
Silver
COMEX |
-3 |
|
59 |
SW
|
Swiss
Market Index |
13 |
|
60 |
SY
|
Soybeans
|
-10 |
|
61 |
TB
|
TBills
|
-2 |
Stopped
collecting 09/2003 |
62 |
TU
|
TNotes
2 yr |
-2 |
|
63 |
TW
|
MSCI
Taiwan Index |
27 |
Received
on a delayed basis |
64 |
TY
|
TNotes
10 yr |
-2 |
|
65 |
UR
|
Euribor
|
-15 |
Roll
using 2nd back-month |
66 |
US
|
TBond
30 yr |
-2 |
|
67 |
WC
|
Wheat
CBT |
-10 |
|
68 |
XX
|
Stoxx
50 Futures |
13 |
|
69 |
YM
|
Dow
Jones E-mini |
12 |
|
70 |
YX
|
NYSE
Comp Futures |
12 |
Stopped
collecting 05/2003 |
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