Symbols, Codes, and Contract Data

Abbreviations included on this page are not only for general information but also to help readers easily decipher symbols and codes used to summarize specific historical strategies on this site. The table of contract data provides convenient reference to contract specifications relevant to trading those strategies. Most of this information is self-explanatory, and the symbols and codes contained in these tables are mostly per industry standard. However, a few comments are in order. The contract symbols employed herein are those more widely used in the industry. A few notable examples of interchangeable symbols are as follows: HU/UR (Unleaded Regular Gasoline) US/BD (Treasury Bonds) HG/CP (Copper) KC/CF (Coffee) JO/OJ (Orange Juice) SB/SU (Sugar) A designation, then, in either a Trade, Spread, or Portfolio Review, for instance, of "Buy CLZ0" is shorthand for "Buy December 2000 Crude Oil." The minimum tick size ("Min Tick") is $0.01 (per barrel), with a "Unit Move" equivalent to $1000 ($1/barrel). Exchange Information Month Codes Abbr Exchange Code Month CBOT Chicago Board of Trade F January CME Chicago Mercantile Exchange G February CMX COMEX Division - New York Mercantile Exchange H March NYBOT New York Board of Trade J April KCBT Kansas City Board of Trade K May MGE Minneapolis Grain Exchange M June MATIF ParisBourse SA N July SFE Sydney Futures Exchange Q August NYM NYMEX Division - New York Mercantile Exchange U September LIFFE London Int'l Financial Futures Exchange V October EUREX Eurex X November     Z December --- Commodity Information Sym Futures Contract Exch Delivery Months Min Tick Unit Move Currencies AD Australian Dollar CME H,M,U,Z 0.01 $1000 BP British Pound CME H,M,U,Z 0.01 $625 CD Canadian Dollar CME H,M,U,Z 0.01 1000 DX US Dollar Index NYBOT H,M,U,Z 0.01 1000 EU EuroFx CME H,M,U,Z 0.01 1250 JY Japanese Yen CME H,M,U,Z 0.01 1250 SF Swiss Franc CME H,M,U,Z 0.01 1250 Energies CL Crude Oil NYM F,G,H,J,K,M,N,Q,U,V,X,Z 0.01 1000 HO Heating Oil NYM F,G,H,J,K,M,N,Q,U,V,X,Z 0.01 420 HU Unleaded Gas NYM F,G,H,J,K,M,N,Q,U,V,X,Z 0.01 420 NG Natural Gas NYM F,G,H,J,K,M,N,Q,U,V,X,Z 0.001 10,000 RB RBOB Gas NYM F,G,H,J,K,M,N,Q,U,V,X,Z 0.01 420 Grains & Soy Complex BO Soybean Oil CBOT F,H,K,N,Q,U,V,Z 0.01 600 C Corn CBOT F,H,K,N,U,X,Z 1/4 50 KW Kansas City Wheat KCBT H,K,N,U,Z 1/4 50 MW Minneapolis Wheat MGE H,K,N,U,Z 1/4 50 O Oats CBOT H,K,N,U,Z 1/4 50 S Soybeans CBOT F,H,K,N,Q,U,X 1/4 50 SM Soybean Meal CBOT F,H,K,N,Q,U,V,Z 0.1 100 W Wheat CBOT H,K,N,U,Z 1/4 50 Stock Indices DJ Dow Jones Industrials CBOT H,M,U,Z 1 10 KV Value Line (Discontinued) KCBT H,M,U,Z 0.05 250 MV Value Line (Mini) KCBT H,M,U,Z 0.05 100 ND Nasdaq-100 CME H,M,U,Z 0.25 100 RL Russell 2000 CME H,M,U,Z 0.05 500 SP S & P 500 CME H,M,U,Z 0.05 250 YU NYSE Composite NYFE H,M,U,Z 0.05 500 Interest Rates ED Eurodollars CME H,M,U,Z 0.005 2500 FV 5-Yr T-Notes CBOT H,M,U,Z 1/64 1000 MB Municipal Bonds CBOT H,M,U,Z 1/32 1000 TU 2-Yr T-Notes CBOT H,M,U,Z 1/128 2000 TY 10-Yr T-Notes CBOT H,M,U,Z 1/64 1000 US 30-Yr T-Bonds CBOT H,M,U,Z 1/32 1000 Meats FC Feeder Cattle CME F,H,J,K,Q,U,V,X 0.025 500 LC Live Cattle CME G,J,M,Q,V,Z 0.025 400 LH/LE Lean Hogs CME G,J,K,M,N,Q,V,Z 0.025 400 PB Pork Bellies CME G,H,K,N,Q 0.025 400 DA Milk Class III CME F,G,H,J,K,M,N,Q,U,V,X,Z 0.01 2000 Metals GC Gold CMX G,J,M,Q,V,Z 0.1 100 HG Copper CMX H,K,N,U,Z 0.05 250 PL Platinum NYM F,J,N,V 0.1 50 SI Silver CMX H,K,N,U,Z 0.005 50 Softs & Fibers RR Rice CBOT F,H,K,N,U,X 1/2 100 CC Cocoa NYBOT H,K,N,U,Z 1 10 CT Cotton NYBOT H,K,N,V,Z 0.01 500 KC Coffee NYBOT H,K,N,U,Z 0.05 375 LB Lumber CME F,H,K,N,U,X 0.1 110 JO Orange Juice NYBOT F,H,K,N,U,X 0.05 150 SB Sugar #11 NYBOT H,K,N,V 0.01 1120