Class OvernightFutureContractSpecs


  • public final class OvernightFutureContractSpecs
    extends Object
    Commonly traded Overnight future contract specifications.
    • Field Detail

      • GBP_SONIA_3M_IMM_CME

        public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_CME
        The 'GBP-SONIA-3M-IMM-CME' contract.

        The CME "SON" contract based on quarterly IMM dates.

      • GBP_SONIA_3M_IMM_ICE

        public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_ICE
        The 'GBP-SONIA-3M-IMM-ICE' contract.

        The ICE "SO3" contract based on quarterly IMM dates.

      • GBP_SONIA_3M_IMM_LCH

        public static final OvernightFutureContractSpec GBP_SONIA_3M_IMM_LCH
        The 'GBP-SONIA-3M-IMM-LCH' contract.

        The LCH "SON" contract based on quarterly IMM dates.

        Serial months can be traded for this contract, but no constant is defined here for that at present.

      • GBP_SONIA_1M_ICE

        public static final OvernightFutureContractSpec GBP_SONIA_1M_ICE
        The 'GBP-SONIA-1M-ICE' contract.

        The ICE "SOA" contract based on calendar months.

      • GBP_SONIA_1M_IMM_LCH

        public static final OvernightFutureContractSpec GBP_SONIA_1M_IMM_LCH
        The 'GBP-SONIA-1M-IMM-LCH' contract.

        The LCH "OSN" contract based on monthly IMM dates.

      • USD_SOFR_3M_IMM_CME

        public static final OvernightFutureContractSpec USD_SOFR_3M_IMM_CME
        The 'USD-SOFR-3M-IMM-CME' contract.

        The CME "SR3" contract based on quarterly IMM dates.

      • USD_SOFR_3M_IMM_ICE

        public static final OvernightFutureContractSpec USD_SOFR_3M_IMM_ICE
        The 'USD-SOFR-3M-IMM-ICE' contract.

        The ICE "SF3" contract based on quarterly IMM dates.

      • USD_SOFR_1M_CME

        public static final OvernightFutureContractSpec USD_SOFR_1M_CME
        The 'USD-SOFR-1M-CME' contract.

        The CME "SR1" contract based on calendar months.

      • USD_SOFR_1M_ICE

        public static final OvernightFutureContractSpec USD_SOFR_1M_ICE
        The 'USD-SOFR-1M-ICE' contract.

        The ICE "SF1" contract based on calendar months.

      • USD_FED_FUND_1M_CME

        public static final OvernightFutureContractSpec USD_FED_FUND_1M_CME
        The 'USD-FED-FUND-1M-CME' contract.

        The CME "ZQ" contract based on calendar months.