Tick Data White Papers

Recommended Roll Dates for Continuous Futures Data Files

TickWrite offers a variety of roll methods for creating continuous futures data files. While most futures contracts will roll using TickWrite’s default FRONT and AUTO settings for “Contract” and “Roll Method” respectively, some contracts will not roll using these settings. The table below details recommended “Contract” and “Roll Method” settings for each futures symbol. Some symbols require additional setting, which are also noted. Very thinly-traded symbols that do not have enough data to produce continuous files are noted as “Too Thin to Roll.”

Symbol Description Exchange Sector Roll Date Recommended “Contract” – “Roll Method”
AD Australian Dollar Futures CME GROUP Currency 11 Most Active – AutoRoll
AG Silver Futures Shanghai Futures Exchange Metals 22 Most Active – AutoRoll
AI DJ UBS Commodity Index Futures CME GROUP Commodity Index 11 Most Active – AutoRoll
AL Aluminum Futures MCX Multi Commodity Ex. of India Metals 29 Front – AutoRoll
ALA Aluminum Futures Shanghai Futures Exchange Metals 8 Most Active – AutoRoll
AM Aluminum Mini Futures MCX Multi Commodity Ex. of India Metals 28 Front – AutoRoll
AU Australian 90-Day Bank Bill Futures ASX Trade24 Interest Rate 0 1st Back – AutoRoll
AUG Gold Futures Shanghai Futures Exchange Metals N/A Most Active – AutoRoll
AX Australian 10-Year Bond Futures ASX Trade24 Interest Rate 0 Most Active – AutoRoll
AY Australian 3-Year Bond Futures ASX Trade24 Interest Rate 0 Front – AutoRoll
AZ 30-Day Interbank Cash Rate Futures ASX Trade24 Interest Rate 3 Front – AutoRoll
BB Blockboard Futures Dalian Futures Exchange Industrial N/A Too Thin to Roll
BD Big Dow DJIA ($25) Futures Chicago Board of Trade Equity Index 12 Too Thin to Roll
BF Euro-OAT Futures Eurex Interest Rate 5 Most Active – AutoRoll
BGI Cash Settled Live Cattle Futures BMFB Bolsa de Mercadorias e Futuros Agriculture 20 Most Active – AutoRoll
BL Euro-Bobl 5-Year Futures Eurex Interest Rate 28 Most Active – AutoRoll
BM Bovespa Futures, Mini Bolsa de Mercadorias e Futuros Equity Index 14 Front – Expiration
BN Euro-Bund 10-Year Futures Eurex Interest Rate 28 Most Active – AutoRoll
BO Soybean Oil Futures Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
BP British Pound Futures CME GROUP Currency 10 Most Active – AutoRoll
BR IBOVESPA Index Futures Bolsa de Mercadorias e Futuros Equity Index 0 Most Active – AutoRoll
BRL Brazilian Real Futures CME GROUP Currency 8 Front – AutoRoll
BS Short-Term Euro-BTP Futures Eurex Interest Rate 6 Most Active – AutoRoll
BT Long-Term Euro-BTP Futures Eurex Interest Rate 6 Most Active – AutoRoll
BU Bitumen Futures Shanghai Futures Exchange Energy N/A Most Active – AutoRoll
BX Euro-Buxl 30-Year Futures Eurex Interest Rate 28 Most Active – AutoRoll
BZ Euro-Schatz 2-Year Futures Eurex Interest Rate 28 Most Active – AutoRoll
C London Cocoa Futures ICE ICE Futures Europe Commodities Agriculture 8 Most Active – AutoRoll
CA FTSE China A50 Futures SGX Singapore Exchange (was SIMEX) Equity Index 29 Most Active – AutoRoll
CB Canadian 10-Year Futures Montreal Exchange Interest Rate *27 Most Active – AutoRoll
CC Cocoa Futures ICE Futures US Softs Agriculture *15 Most Active – AutoRoll
CD Canadian Dollar Futures CME GROUP Currency 10 Most Active – AutoRoll
CF CAC 40 Index Futures Euronext Derivatives Paris Equity Index 0 Most Active – AutoRoll
CFC Cotton No.1 Futures Zhengzhou Commodity Exchange Agriculture N/A Most Active – AutoRoll
CL Light Crude Oil Futures NYMEX New York Mercantile Exchange Energy *19 Most Active – AutoRoll
CM Corn E-Mini Futures Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
CN Corn Futures Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
CO Brent Crude Oil Futures ICE ICE Futures Europe Commodities Energy 0 Most Active – AutoRoll
COKE Coke Futures Dalian Futures Exchange Metals N/A Most Active – AutoRoll
CORN Corn Futures Dalian Futures Exchange Agriculture N/A Most Active – AutoRoll
CR Crude Oil Futures MCX Multi Commodity Ex. of India Energy 20 Most Active – AutoRoll
CRUD Dubai Crude Oil TOCOM Tokyo Commodity Exchange Energy 3 Front – Inception; “Days After” = 1
CS DCE Corn Starch Futures Dalian Futures Exchange Metals N/A Most Active – AutoRoll
CSC Cash-Settled Cheese Futures CME GROUP Agriculture N/A Most Active – AutoRoll
CT Cotton #2 Futures ICE Futures US Softs Agriculture *20 Most Active – AutoRoll
CU Copper Futures MCX New York Mercantile Exchange Metals 29 Front – Date = 29
CUC Copper Cathode Futures Shanghai Futures Exchange Metals 13 Front – AutoRoll
CX Canadian Bankers’ Acceptance 3-Month (BAX)  Futures Montreal Exchange Interest Rate 28 Most Active – AutoRoll
DA DAX Index Futures Eurex Equity Index 17 Most Active – AutoRoll
DC Class III Milk Futures CME GROUP Agriculture N/A Most Active – AutoRoll
DJ DJIA ($10) Futures Chicago Board of Trade Equity Index 12 Most Active – AutoRoll
DM German Mark Futures CME GROUP Currency 10 Most Active – AutoRoll
DO U.S. Dollar Futures BM&F BOVESPA Bolsa de Mercadorias e Futuros Currency 30 Most Active – AutoRoll
DR USD/INR Currency Futures MSEI Natl Stock Exchange of India Currency 27 Most Active – AutoRoll
DX Dollar Index Futures ICE ICE Futures US Currencies Currency 1 Most Active – AutoRoll
DY Dry Whey Futures CME GROUP Agriculture N/A Most Active – AutoRoll
EC Euro FX Futures CME GROUP Currency 10 Most Active – AutoRoll
ECF EUA Futures ICE ICE Futures Europe Commodities Energy 14 Most Active – AutoRoll
ECO Rapeseed Futures Euronext Derivatives Paris Agriculture 23 Most Active – AutoRoll
ED Eurodollar  Futures CME CME GROUP Interest Rate *15 Most Active – AutoRoll
EE Euro FX E-mini Futures CME GROUP Currency 10 Most Active – AutoRoll
EI MSCI Emerging Markets Mini Futures ICE Futures US Indices Equity Index 12 Most Active – AutoRoll
EL Eurodollar Futures NYSE Liffe US ICE Futures Europe Financials Interest Rate 21 Front – AutoRoll
EM LIBOR 1-Month Futures CME GROUP Interest Rate *28 Front – AutoRoll
EN Nikkei 225 Futures SGX Singapore Exchange (was SIMEX) Equity Index 0 Most Active – AutoRoll
EO Amsterdam AEX Index Futures Euronext Derivatives Amsterdam Equity Index *20 Most Active – AutoRoll
ER Russell 2000 eMini ICE/CME Combined CME GROUP Equity Index 12 Most Active – AutoRoll
ES S&P 500 E-Mini Futures CME GROUP Equity Index 12 Most Active – AutoRoll
ET Denatured Ethanol Futures CBOT Chicago Board of Trade Energy *20 Front – AutoRoll
EU Euro FX E-micro Futures CME GROUP Currency 13 Most Active – AutoRoll
FB Fiberboard Futures Dalian Futures Exchange Agriculture N/A Too Thin to Roll
FC Feeder Cattle Futures CME GROUP Agriculture *29 Most Active – AutoRoll
FCPO Crude Palm Oil Futures Bursa Malaysia Agriculture 17 Most Active – AutoRoll
FF 30-Day Federal Funds Futures Chicago Board of Trade Interest Rate *28 3rd Back – AutoRoll
FG Glass Futures Zhengzhou Commodity Exchange Industrial N/A Most Active – AutoRoll
FI 5-Year Deliverable Interest Rate Swap Futures Chicago Board of Trade Interest Rate 7 Front – Date = 7
FKLI FTSE Bursa Malaysia KLCI Futures Bursa Malaysia Equity Index 29 Most Active – AutoRoll
FN CNX Nifty Index Futures SGX Singapore Exchange (was SIMEX) Equity Index 27 Most Active – AutoRoll
FS 5-Year Interest Rate Swap Futures Chicago Board of Trade Interest Rate *28 Most Active – AutoRoll
FT FTSE 100 Index Futures ICE Futures Europe Financials Equity Index 21 Front – Expiration
FU Fuel Oil Futures Shanghai Futures Exchange Energy N/A Too Thin to Roll
FV US 5-Year T-Note Futures Chicago Board of Trade Interest Rate *28 Most Active – AutoRoll
FVS VXSTOXX Futures Eurex Equity Index 14 Front – Days Prior to Expiration = 1
FXXP Stoxx Europe 600 Index Futures Eurex Equity Index 19 Most Active – AutoRoll
GASO Gasoline Futures TOCOM Tokyo Commodity Exchange Energy 28 Front – Inception; “Days After” = 1
GC Gold Futures COMEX Commodity Exchange, Inc. Metals *27 Most Active – AutoRoll
GD Gold Futures MCX Multi Commodity Ex. of India Metals 30 Most Active – AutoRoll
GL Long Gilt Futures ICE Futures Europe Financials Interest Rate 5 Front – Date = 5
GM Gold Mini Futures MCX Multi Commodity Ex. of India Metals 20 Most Active – AutoRoll
GNF Non-Fat Dry Milk Futures CME GROUP Agriculture N/A Most Active – AutoRoll
GO Low Sulphur Gasoil Futures ICE ICE Futures Europe Commodities Energy 0 Most Active – AutoRoll
GP Gold Petal Futures MCX Multi Commodity Ex. of India Metals 23 Most Active – AutoRoll
HC H-Shares Hang Seng China Enterprises Index Hong Kong Futures Exchange Equity Index 29 Front – Expiration
HCH Hot-rolled Coil Futures Shanghai Futures Exchange Metals N/A Most Active – AutoRoll
HG Copper High Grade Futures COMEX Commodity Exchange, Inc. Metals *27 Most Active – AutoRoll
HI Hang Seng Index Futures Hong Kong Futures Exchange Equity Index 28 Front – Expiration
HM Mini Hang Seng Index Futures Hong Kong Futures Exchange Equity Index 29 Most Active – AutoRoll
HO Heating Oil #2 Futures NYMEX New York Mercantile Exchange Energy *27 Most Active – AutoRoll
HU Unleaded Gasoline Futures NYMEX New York Mercantile Exchange Energy *27 Most Active – AutoRoll
IB IBEX 35 Index Futures Meff Renta Variable (Madrid) Equity Index 18 Front – Expiration
ID MSCI Indonesia Index Futures Singapore Exchange (was SIMEX) Equity Index 27 Most Active – AutoRoll
IG NYH (RBOB) Gasoline Futures ICE ICE Futures Europe Commodities Energy 0 Most Active – AutoRoll
II FTSE MIB Index Futures Borsa Italiana (IDEM) Equity Index 18 Most Active – AutoRoll
IM FTSE MIB Mini Borsa Italiana (IDEM) Equity Index 17 Front – AutoRoll
IN UK Natural Gas Futures ICE ICE Futures Europe Commodities Energy 0 Most Active – AutoRoll
IO Heating Oil Futures ICE ICE Futures Europe Commodities Energy 0 Most Active – AutoRoll
IRO DCE Iron Ore Futures Dalian Futures Exchange Metals N/A Most Active – AutoRoll
IU SGX INR/USD Future Singapore Exchange (was SIMEX) Currency 27 Most Active – AutoRoll
IX IBEX 35 Mini Futures Meff Renta Variable (Madrid) Equity Index 16 Most Active – AutoRoll
JA Platinum Futures TOCOM Tokyo Commodity Exchange Metals 0 Front – Inception; “Days After” = 1
JB Japanese 10-Year Bond Futures JPX Osaka Exchange Interest Rate 12 Most Active – AutoRoll
JBM Mini 10-Year Japanese Government Bond Futures Singapore Exchange (was SIMEX) Interest Rate 9 Most Active – AutoRoll
JD Egg Futures Dalian Futures Exchange Agriculture N/A Most Active – AutoRoll
JE Japanese Yen E-Mini Futures CME GROUP Currency 10 Most Active – AutoRoll
JG Gold Futures TOCOM Tokyo Commodity Exchange Metals 0 Front – Inception; “Days After” = 1
JM Gold Mini-sized Futures TOCOM Tokyo Commodity Exchange Metals 28 Most Active – AutoRoll
JMCO Coking Coal Futures Dalian Futures Exchange Metals N/A Most Active – AutoRoll
JO Orange Juice Futures ICE Futures US Softs Agriculture 1 Most Active – AutoRoll
JP400 Nikkei 400 Futures JPX Osaka Exchange Equity Index 11 Most Active – AutoRoll
JR Japonica Rice Futures Zhengzhou Commodity Exchange Agriculture N/A Too Thin to Roll
JY Japanese Yen Futures CME GROUP Currency 10 Most Active – AutoRoll
KC Coffee “C” Futures ICE Futures US Softs Agriculture *20 Most Active – AutoRoll
KE Korean 3-Year Futures Korea Exchange Interest Rate 20 Most Active – AutoRoll
KERO Kerosene Futures TOCOM Tokyo Commodity Exchange Energy 24 Front – Inception; “Days After” = 2
KM KOSPI 200 Futures Korea Exchange Equity Index 0 Front – Expiration
KRK Euro/Swedish Krona Future ICE Futures US Currencies Currency 11 Most Active – AutoRoll
KW KC HRW Wheat Futures CBOT/CME GROUP Agriculture *16 Most Active – AutoRoll
LB Lumber Futures CME GROUP Agriculture *24 Most Active – AutoRoll
LC Live Cattle Futures CME GROUP Agriculture *29 Most Active – AutoRoll
LD Lead Futures MCX Multi Commodity Ex. of India Metals 29 Most Active – AutoRoll
LH Lean Hogs Futures CME GROUP Agriculture *24 Most Active – AutoRoll
LR Late Indica Rice Futures Zhengzhou Commodity Exchange Agriculture N/A Too Thin to Roll
M6A E-micro Australian Dollar Futures CME GROUP Currency 12 Most Active – AutoRoll
M6B E-micro British Pound Futures CME GROUP Currency 12 Most Active – AutoRoll; Use Begin Date 1/3/2011
MA Methanol Futures Zhengzhou Commodity Exchange Industrial N/A Most Active – AutoRoll
MB Municipal Bonds Futures CME GROUP Interest Rate *28 Most Active – AutoRoll
MC Mini H-Shares China Enterprises Index Futures Hong Kong Futures Exchange Equity Index 28 Most Active – AutoRoll
MCD E-micro Canadian Dollar/American Dollar Futures CME GROUP Currency 12 Most Active – AutoRoll
MD S&P 400 MidCap Futures CME GROUP Equity Index 12 Too Thin to Roll
ME Mexican Peso Futures CME GROUP Currency 10 Most Active – AutoRoll
MFCJ CAC 40 Index Mini Future Euronext Derivatives Paris Equity Index 17 Most Active – AutoRoll; Use Begin Date 1/20/2014
MG MSCI EAFE Mini Futures ICE Futures US Indices Equity Index 12 Most Active – AutoRoll
MGC E-micro Gold Futures COMEX/CME GROUP Metals *29 Most Active – AutoRoll
MI S&P 400 MidCap E-Mini Futures CME GROUP Equity Index 12 Most Active – AutoRoll
MJY E-micro Japanese Yemerican DollarFutures CME GROUP Currency 12 Most Active – AutoRoll
ML Lead Mini Futures MCX Multi Commodity Ex. of India Metals 29 Most Active – AutoRoll
MS Soybean E-Mini Futures Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
MW Wheat E-Mini Futures CBOT Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
NA Natural Gas Futures MCX Multi Commodity Ex. of India Energy 27 Most Active – AutoRoll
NB Bank Nifty Futures NSE Natl Stock Exchange of India Equity Index 25 Most Active – AutoRoll
ND NASDAQ 100 Index Futures CME GROUP Equity Index 12 Most Active – AutoRoll
NE Nikkei 225 Futures JPX Osaka Exchange Equity Index 0 Front – Days Prior to Expiration = 1
NF S&P CNX Nifty Index Futures NSE Natl Stock Exchange of India Equity Index 26 Most Active – AutoRoll
NG Natural Gas Futures NYMEX New York Mercantile Exchange Energy 0 Most Active – AutoRoll
NI Nickel Futures MCX Multi Commodity Ex. of India Metals 29 Most Active – AutoRoll
NIN SHFE Standard Nickel Cathode Futures Shanghai Futures Exchange Metals N/A Most Active – AutoRoll
NJ Norwegian Krone/Swedish Krona Futures ICE ICE Futures US Currencies Currency 12 Too Thin to Roll
NK Nikkei 225 Futures CME CME GROUP Equity Index 0 Front – Expiration
NL Nickel Mini Futures MCX Multi Commodity Ex. of India Metals 30 Most Active – AutoRoll
NM Nikkei 225 mini Futures JPX Osaka Exchange Equity Index 9 Most Active – AutoRoll
NQ NASDAQ 100 E-Mini Futures CME GROUP Equity Index 12 Most Active – AutoRoll
NT US Dollar/Norwegian Krone Futures ICE ICE Futures US Currencies Currency 7 Most Active – AutoRoll
NY Nikkei 225 Futures Yen-Denominated CME CME GROUP Equity Index *10 Most Active – AutoRoll
NZ New Zealand Dollar Futures CME GROUP Currency 11 Most Active – AutoRoll
OA Oats Futures Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
OB One-Day Interbank Deposit Futures Bolsa de Mercadorias e Futuros Interest Rate 22 Most Active – AutoRoll
OI Rapeseed Oil Futures Zhengzhou Commodity Exchange Agriculture N/A Most Active – AutoRoll
PA Palladium Futures NYMEX New York Mercantile Exchange Metals *26 Most Active – AutoRoll
PALM Palm Olein Futures Dalian Futures Exchange Agriculture N/A Most Active – AutoRoll
PB Pork Bellies Futures CME GROUP Agriculture *29 Most Active – AutoRoll
PBL Lead Futures Shanghai Futures Exchange Metals 12 Most Active – AutoRoll
PL Platinum Futures NYMEX New York Mercantile Exchange Metals *26 Most Active – AutoRoll
PM Wheat PM Futures Zhengzhou Commodity Exchange Agriculture N/A Too Thin to Roll
POLY Polyethylene Futures Dalian Futures Exchange Industrial N/A Most Active – AutoRoll
PP Polypropylene Futures Dalian Futures Exchange Industrial N/A Most Active – AutoRoll
PT S&P Canada 60 Futures Montreal Exchange Equity Index 9 Most Active – AutoRoll
PVC PVC Futures Dalian Futures Exchange Industrial N/A Most Active – AutoRoll
QG Natural Gas E-Mini Futures New York Mercantile Exchange Energy 0 Most Active – AutoRoll
QM Crude Oil E-Mini Futures NYMEX New York Mercantile Exchange Energy *19 Most Active – AutoRoll
RA South African Rand Futures CME GROUP Currency 10 Most Active – AutoRoll
RB Steel Rebar Futures Shanghai Futures Exchange Metals 15 Most Active – AutoRoll
RC Robusta Coffee Futures ICE Futures Europe Commodities Agriculture *12 Most Active – AutoRoll
RF Euro/Swiss Franc Physically Deliverable Future CME GROUP Currency 12 Most Active – AutoRoll
RF1 Russell 1000 eMini ICE ICE Futures US Indices Equity Index 12 Most Active – AutoRoll
RI Early Rice Futures Zhengzhou Commodity Exchange Agriculture N/A Too Thin to Roll
RL Russell 2000 Futures ICE Futures US Indices Equity Index 12 Most Active – AutoRoll
RM Russell 1000 eMini ICE/CME Combined CME GROUP Equity Index 12 Most Active – AutoRoll
RMR Rapeseed Meal Futures Zhengzhou Commodity Exchange Agriculture N/A Most Active – AutoRoll
RP Euro/British Pound Futures CME GROUP Currency 12 Most Active – AutoRoll
RR Rough Rice Futures Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
RS Rapeseed Futures Zhengzhou Commodity Exchange Agriculture N/A Too Thin to Roll
RS1 Russell 1000 eMini CME CME GROUP Equity Index 12 Most Active – AutoRoll
RSS3 Rubber Futures TOCOM Tokyo Commodity Exchange Agriculture 27 Front – Inception; “Days After” = 2
RTY Russell 2000 eMini CME CME GROUP Equity Index 12 Most Active – AutoRoll
RU Russian Ruble Futures CME CME GROUP Currency 8 Front – AutoRoll
RUB Natural Rubber Futures Shanghai Futures Exchange Industrial N/A Most Active – AutoRoll
RY Euro/Japanese Yen Futures CME GROUP Currency 12 Most Active – AutoRoll
S Three Month Euro Swiss Franc Futures ICE Futures Europe Financials Interest Rate 11 1st Back – AutoRoll
SB Sugar #11 Futures ICE Futures US Softs Agriculture *25 Most Active – AutoRoll
SEK Swedish Krona Futures CME GROUP Currency 9 Most Active – AutoRoll
SF Swiss Franc Futures CME GROUP Currency 10 Most Active – AutoRoll
SFF Ferroalloy Futures Zhengzhou Commodity Exchange Metals N/A Most Active – AutoRoll
SG MSCI Singapore Index Futures SGX Singapore Exchange (was SIMEX) Equity Index 28 Most Active – AutoRoll
SI Silver Mini Futures MCX Multi Commodity Ex. of India Metals 30 Front – Date = 30
SIR Indian Rupee/USD Futures CME GROUP Currency 8 Most Active – AutoRoll
SL Silver Micro Futures MCX Multi Commodity Ex. of India Metals 25 Front – Expiration
SM Soybean Meal Futures Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
SMM Manganese Silicon Futures Zhengzhou Commodity Exchange Industrial N/A Most Active – AutoRoll
SN SHFE Standard Tin Futures Shanghai Futures Exchange Metals N/A Most Active – AutoRoll
SOIL Soybean Oil Futures Dalian Futures Exchange Agriculture N/A Most Active – AutoRoll
SOYB No.2 Soybean Futures Dalian Futures Exchange Agriculture N/A Too Thin to Roll
SOYBN No.1 Soybean Futures Dalian Futures Exchange Agriculture N/A Most Active – AutoRoll
SOYM Soybean Meal Futures Dalian Futures Exchange Agriculture N/A Most Active – AutoRoll
SP S&P 500 Futures CME GROUP Equity Index 12 Most Active – AutoRoll
SR Silver Futures MCX Multi Commodity Ex. of India Metals 2 Most Active – AutoRoll
SRS White Sugar Futures Zhengzhou Commodity Exchange Agriculture N/A Most Active – AutoRoll
ST Sterling 3-Month Futures ICE Futures Europe Financials Interest Rate *15 3rd Back – AutoRoll
SV Silver Futures COMEX Commodity Exchange, Inc. Metals *27 Most Active – AutoRoll
SW Swiss Market Index Futures Eurex Equity Index 13 Front – Expiration
SY Soybean Futures Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
TA Purified Terephthalic Acid (PTA) Futures Zhengzhou Commodity Exchange Industrial N/A Most Active – AutoRoll
TB T-Bills Futures CME GROUP Interest Rate *28 Front – AutoRoll
TF Russell 2000 eMini ICE ICE Futures US Indices Equity Index 12 Most Active – AutoRoll
TM TOPIX Mini  Futures JPX Osaka Exchange Equity Index 0 Most Active – AutoRoll
TN 10-Year Deliverable Interest Rate Swap Futures Chicago Board of Trade Interest Rate 8 Front – Date = 8
TP TOPIX Futures JPX Osaka Exchange Equity Index 0 Most Active – AutoRoll
TS 10-Year Interest Rate Swap Futures Chicago Board of Trade Interest Rate *28 Most Active – AutoRoll
TU US 2-Year T-Note Futures Chicago Board of Trade Interest Rate *28 Most Active – AutoRoll
TW MSCI Taiwan Index Futures SGX Singapore Exchange (was SIMEX) Equity Index 27 Most Active – AutoRoll
TY US 10-Year T-Note Futures Chicago Board of Trade Interest Rate *28 Most Active – AutoRoll
UB Ultra T-Bond Futures Chicago Board of Trade Interest Rate *28 Most Active – AutoRoll
UR Euribor 3-Month Futures ICE Futures Europe Financials Interest Rate *15 Most Active – AutoRoll
US US 30-Year T-Bond Futures Chicago Board of Trade Interest Rate *28 Most Active – AutoRoll
UT Ultra 10-Year T-Note Futures Chicago Board of Trade Interest Rate *28 Front – Date = *28
VH STOXX Europe 50 Index Futures Eurex Equity Index 13 Most Active – AutoRoll
VX VIX Futures CBOE Futures Exchange Equity Index 8 Most Active – AutoRoll
W White Sugar Futures ICE ICE Futures Europe Commodities Agriculture 16 Most Active – AutoRoll
WC Wheat Futures CBOT Chicago Board of Trade Agriculture *20 Most Active – AutoRoll
WH Wheat WH Futures Zhengzhou Commodity Exchange Agriculture N/A Most Active – AutoRoll
WM Wheat No. 2 Milling Futures NYSE Liffe Euronext Derivatives Paris Agriculture *15 Front – Date = *15; Exclude ‘Q’ Contract
WR Wire Rod Futures Shanghai Futures Exchange Metals N/A Most Active – AutoRoll
WT WTI Light Sweet Crude Oil Futures ICE ICE Futures Europe Commodities Energy 0 Most Active – AutoRoll
XA Euro Stoxx Banks Futures Eurex Equity Index 18 Front – Expiration
XAE E-Mini Energy Select Sector Futures CME GROUP Equity Index 16 Most Active – AutoRoll
XAF E-Mini Financial Select Sector Futures CME GROUP Equity Index 15 Most Active – AutoRoll
XAK E-Mini Technology Select Sector Futures CME GROUP Equity Index 14 Most Active – AutoRoll
XAP E-Mini Consumer Staples Select Sector Futures CME GROUP Equity Index 13 Most Active – AutoRoll
XAU E-Mini Utilities Select Sector Futures CME GROUP Equity Index 12 Most Active – AutoRoll
XB RBOB Gasoline Futures NYMEX New York Mercantile Exchange Energy *27 Most Active – AutoRoll
XG Gold Mini-sized Futures NYSE Liffe ICE Futures US Metals Metals *27 Most Active – AutoRoll
XK Stoxx Europe 600 Banks Futures Eurex Equity Index 17 Front – Expiration
XM Mini-DAX Index Futures Eurex Equity Index 17 Front – Date = 17
XO Stoxx Europe 600 Oil & Gas Futures Eurex Equity Index 16 Front – Days Prior to Expiration = 1
XP ASX SPI 200 Index Futures ASX Trade24 Equity Index 13 Most Active – AutoRoll
XR Euro Stoxx Basic Resources Futures Eurex Equity Index 19 Most Active – AutoRoll
XU Euro Stoxx Oil & Gas Futures Eurex Equity Index 18 Front – Days Prior to Expiration = 1
XX EURO STOXX 50 Index Futures Eurex Equity Index 13 Front – Expiration
YM Dow Jones ($5) E-mini Futures Chicago Board of Trade Equity Index 12 Most Active – AutoRoll
YS Silver Mini-sized Futures NYSE Liffe ICE Futures US Metals Metals 21 Most Active – AutoRoll
YX NYSE Comp Futures ICE Futures US Indices Equity Index 12 Most Active – AutoRoll
ZC Thermal Coal Futures Zhengzhou Commodity Exchange Energy N/A Most Active – AutoRoll
ZI Zinc Futures MCX Multi Commodity Ex. of India Metals 30 Front – Expiration
ZN Zinc Mini Futures MCX Multi Commodity Ex. of India Metals 20 Most Active – AutoRoll
ZNZ Zinc Futures Shanghai Futures Exchange Metals N/A Most Active – AutoRoll

NOTE: An asterisk next to Roll Date indicates this roll date is in month prior to expiration month.

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