Quote Vendor Symbols
Cboe AMERIBOR 7-Day Futures
CFE Reporting Class - AMW1-W5
CFE Settlement Value - AMBWS
| Vendor | Future - Aug '19 Example | Settlement Value | Benchmark Symbol | Overnight IR |
|---|---|---|---|---|
| Activ Financial | AMW3/19Q.CF | AMWS | AMBWX | AMERIBOR |
| Bloomberg | 3OQ9 Comdty | 3OA Comdty | AMBWX Index | AMERIBOR Index |
| CQG | AMBW3Q9 | AMBWS | AMBWX | AMERIBOR |
| DTN IQ | @AM3Q19 | AMBWS.XO | AMBWX.XO | AMERIBOR.XO |
| DTN ProphetX | @AM3Q19 | AMBWS.X | AMBWX.X | AMERIBOR.X |
| Factset | AMW3-USA or AMW3-CBF | AMBWS | AMBWX | AMERIBOR |
| Interactive Data | F2:AMW3\Q19 | I:AMBWS | I:AMBWX | I:AMERIBOR |
| LiveVol | AMW3Q19 | ^AMBWS | ^AMBWX | ^AMERIBOR |
| Morningstar | AMW39Q | AMBWS | AMBWX | AMERIBOR |
| Pico | /AMW3 19Q | $AMBWS | $AMBWX | $AMERIBOR |
| REDI | ASW3Q9 | .AMBWS | .AMBWX | .AMERIBOR |
| Refinitiv/Thomson Reuters - Eikon | ASW3Q9 | .AMBWS | .AMBWS | .AMERIBOR |
| Refinitiv/Thomson Reuters - TDN (T1 & TDF) | AMW3/Q9 | AMBWS-UT | AMBWX-UT | AMERIBOR-UT |
| Six-Group | AMW39Q or AMW3Q9 | AMBWS | AMBWX | AMERIBOR |
| Tradestation | AMW3Q19 | $AMBWS.X | $AMBWX.X | $AMERIBOR.X |
| Trading Technologies | AMW3 Aug19 | N/A | N/A | N/A |
| Vela Trading | AMW3-Aug19 F | AMBWS | AMBWX | AMERIBOR |
Futures Monthly Codes:
- F January
- G February
- H March
- J April
- K May
- M June
- N July
- Q August
- U September
- V October
- X November
- Z December
Quote Vendor Symbols for AMB1 - Cboe 1-Month AMERIBOR Futures Quote Vendor Symbols for AMB3 - Cboe 3-Month AMERIBOR Futures