Recommended Roll Dates

*Symbol*	*Description*	*Sector*	*Exchange*	*Roll Date*	*Notes*
AD	Australian Dollar	CURRENCY	CME	11
AU	Australian 90-Day Bank Bill	INTEREST RATE	SFE	0
AX	Australian 10 yr	INTEREST RATE	SFE	0
AY	Australian 3 yr	INTEREST RATE	SFE	0
BD	BIG Dow	EQUITY	CBT	12
BL	Bobl 5 yr	INTEREST RATE	EUX	-2
BN	Bund 10 yr	INTEREST RATE	EUX	-2
BO	Soybean Oil	GRAIN	CBT	-10
BP	British Pound	CURRENCY	CME	10
BX	Buxl 30 yr	INTEREST RATE	EUX	-2
BZ	Shatz 2 yr	INTEREST RATE	EUX	-2
CB	Canadian 10-year Bond	INTEREST RATE	MSE	-3
CC	Cocoa	SOFTS	CSC	-15
CD	Canadian Dollar	CURRENCY	CME	10
CF	Cac 40	EQUITY	MNP	0	Use ‘Expiration’ Roll Method
CL	NY Light Crude	ENERGY	NYM	-11
CN	Corn	GRAIN	CBT	-10
CO	Brent Crude	ENERGY	ICE	3
CT	Cotton	SOFTS	CTN	-10
DA	Dax Futures	EQUITY	EUX	17
DJ	Dow Futures	EQUITY	CBT	12
DM	German Mark	CURRENCY	CME	10	Stopped collecting 08/1999
DX	Dollar Index	CURRENCY	FNX	1
EC	Euro	CURRENCY	CME	10
ED	Eurodollar	INTEREST RATE	CME	-15	Roll using 3rd back-month
EE	Euro FX E-mini	CURRENCY	CME	10
EM	LIBOR – 1 mo.	INTEREST RATE	CME	-2	Stopped collecting 07/2001
EN	Nikkei 225	EQUITY	SGX	0	Use ‘Expiration’ Roll Method
EO	Amsterdam IDX Future	INDEX	EOE	-10
ER	Russell 2000 E-mini	EQUITY	NYF	12
ES	S&P 500 E-Mini	EQUITY	CME	12
FC	Feeder Cattle	MEAT	CME	-1	Gap 3/1981
FT	FTSE 100	EQUITY	LIF	21
FV	TNotes 5 yr	INTEREST RATE	CBT	-2
GC	Gold COMEX	METAL	CMX	-3
GL	Long GILT Futures	INTEREST RATE	LIF	5
HG	Copper High Grade	METAL	CMX	-3
HI	Hang Seng	EQUITY	HKG	28
HO	NY Heating Oil #2	ENERGY	NYM	-3
HU	Unleaded Gasoline	ENERGY	NYM	-3	Stopped Collecting 12/2006
IB	IBEX 35	EQUITY	MFM	18
II	FTSE/MIB Index Future	EQUITY	MIL	18
JA	TOCOM Platinum Future	METAL	TCM	0
JB	Japanese 10-year Bond	INTEREST RATE	TSE	12
JE	Japanese Yen E-mini	CURRENCY	CME	10
JG	TOCOM Gold Future	METAL	TCM	0
JO	Orange Juice	SOFTS	CTN	1
JY	Japanese Yen	CURRENCY	CME	10
KC	Coffee	SOFTS	CSC	-10
KE	Korean 3 yr	INTEREST RATE	KFE	20
KM	KOSPI 200	EQUITY	KSE	0
LB	Lumber	SOFTS	CME	-6
LC	Live Cattle	MEAT	CME	-1
LH	Live Hogs	MEAT	CME	-6	Gap 3/1981
MB	Municipal Bonds	INTEREST RATE	CBT	-2	Stopped Collecting 3/2006
MD	S&P 400 MidCap	EQUITY	CME	12
ME	Mexican Peso	CURRENCY	CME	10
MG	MSCI EAFE E-mini Futures	EQUITY	CME	12
MI	S&P 400 MidCap E-Mini	EQUITY	CME	12
ND	NASDAQ 100 Futures	EQUITY	CME	12
NE	Nikkei 225	EQUITY	OSE	0
NG	NY Natural Gas	ENERGY	NYM	0	Use ‘Expiration’ Roll Method
NK	Nikkei 225 Futures	EQUITY	CME	0	Use ‘Expiration’ Roll Method
NQ	NASDAQ 100 E-Mini	EQUITY	CME	12
OA	Oats	GRAIN	CBT	-10
PA	Palladium	METAL	NYM	-4
PB	Pork Bellies	MEAT	CME	-1
PL	Platinum Future	METAL	NYM	-4
PT	S&P Canada 60	EQUITY	MSE	9
QG	Natural Gas E-mini	ENERGY	NYM	0	Use ‘Expiration’ Roll Method
QM	Crude Oil E-Mini	ENERGY	NYM	-11
RL	Russell 2000 Futures	EQUITY	CME	12	Stopped Collecting 12/2008
SB	Sugar	SOFTS	CSC	-5
SF	Swiss Franc	CURRENCY	CME	10
SM	Soybean Meal	GRAIN	CBT	-10
SP	S&P 500 Futures	EQUITY	CME	12
ST	Sterling	INTEREST RATE	LIF	-15
SV	Silver COMEX	METAL	CMX	-3
SW	Swiss Market Index	EQUITY	EUZ	13
SY	Soybeans	GRAIN	CBT	-10
TB	TBills	INTEREST RATE	CME	-2	Stopped collecting 09/2003
TP	Tokyo Price Index Futures	EQUITY	TSE	0
TU	TNotes 2 yr	INTEREST RATE	CBT	-2
TW	MSCI Taiwan Index	EQUITY	SGX	27	Received on a delayed basis
TY	TNotes 10 yr	INTEREST RATE	CBT	-2
UR	Euribor	INTEREST RATE	LIF	-15	Roll using 3rd back-month
US	TBond 30 yr	INTEREST RATE	CBT	-2
VH	Dow Jones STOXX 50 Futures	EQUITY	EUX	13
WC	Wheat CBT	GRAIN	CBT	-10
XB	RBOB Gasoline Futures	ENERGY	NYM	-3
XG	Gold mini-sized	METAL	NYL	-3
XP	ASX 200	EQUITY	SFE	13
XX	Euro Stoxx 50 Futures	EQUITY	EUX	13
YM	Dow Jones E-mini	EQUITY	CBT	12
YS	Silver mini-sized	METAL	NYL	21
YX	NYSE Comp Futures	EQUITY	NYF	12	Stopped collecting 05/2003

NOTE: A negative number represents the number of days counted into the previous month.

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