Specification

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Rollover Table
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INSTRUMENT JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC
AUS200 20 18 17 17
AUT20 14 20 19 19
BRAComp 8 15 10 12 14 16
BUND10Y 29 30 3 3
CATTLE 17 6 9 18 11 7
CHNComp 25 22 21 25 23 19 23 22 24 24 21 18
COCOA 7 11 6 7 7
COFFEE 8 16 11 7 7
CORN 21 18 13 21
COTTON 7 16 6 7
DE30 14 20 19 19
DE40 14 20 19 19
EMISS 5
EU50 14 20 19 19
FRA40 18 15 14 18 16 20 18 15 19 17 14 19
GASOLINE 17 13 13 16 15 12 17 13 12 17 12 12
GOLD.FUT 31 27 29 24 27
HKComp 25 22 21 25 23 19 23 22 24 24 21 18
ITA40 14 20 19 19
JAP225 6 11 11 11
JP225 6 11 11 11
KOSP200 12 11 11 11
LEANHOGS 17 12 9 11 23 12 12
LSGASOIL 18 13 20 17 16 12 18 13 18 17 12 12
MEXComp 12 18 17 17
NATGAS 18 21 20 23 23 17 18 22 17 17 21 17
NED25 18 15 14 18 16 20 18 15 19 17 14 19
OIL 25 21 21 23 23 19 25 22 17 24 21 17
OIL.WTI 17 13 13 17 15 12 18 14 17 17 12 12
SCHATZ2Y 29 30 3 3
SOYBEAN 21 23 17 24 17
SOYOIL 21 17 17 14 12
SPA35 18 15 14 18 16 20 18 15 19 17 14 19
SUGAR 8 18 12 12
SUI20 14 20 19 19
TNOTE 22 23 22 21
UK100 14 20 19 19
US100 13 19 18 18
US2000 13 19 18 18
US30 13 19 18 18
US500 13 19 18 18
USDIDX 13 13 12 12
VIET30 17 15 20 17 15 18 17 14 18 15 20 18
VIX 11 7 6 10 9 6 11 7 11 10 5
VSTOXX 11 8 6 10 9 6 11 7 12 10 5 12
W20 14 20 19 19
WHEAT 22 17 18 13 14
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