Futures Contract Symbols
 

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Futures Contract Symbols

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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).

 

Futures Exchange Information
AbbrExchange
CBOTChicago Board of Trade - Division of CME Group
CMEChicago Mercantile Exchange
CMXCOMEX Division - New York Mercantile Exchange
Division of CME Group
NYBOTNew York Board of Trade
KCBTKansas City Board of Trade
MGEMinneapolis Grain Exchange
MATIFParisBourse SA
SFESydney Futures Exchange
NYMNYMEX Division - New York Mercantile Exchange
Division of CME Group
LIFFELondon Int'l Financial Futures Exchange
EUREXEurex
ICEInt'l Commodity Exchange

 

Month Codes
CodeMonth
FJanuary
GFebruary
HMarch
JApril
KMay
MJune
NJuly
QAugust
USeptember
VOctober
XNovember
ZDecember

 

Commodity Information

Sym
Futures
Contract

Exch
Futures
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 ICE 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 NY Harbor ULSD/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 Gasoline NYM
F,G,H,J,K,M,N,Q,U,V,X,Z 0.01 420
ITCO Brent Crude ICE F,G,H,J,K,M,N,Q,U,V,X,Z 0.01 1000
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 (Discontinued) CME H,M,U,Z 0.05 500
SP S & P 500 CME H,M,U,Z 0.05 250
YU NYSE Composite (Discontinued) 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 ICE H,K,N,U,Z 1 10
CT Cotton ICE H,K,N,V,Z 0.01 500
KC Coffee ICE H,K,N,U,Z 0.05 375
LB Lumber CME F,H,K,N,U,X 0.1 110
JO Orange Juice ICE F,H,K,N,U,X 0.05 150
SB Sugar #11 ICE H,K,N,V 0.01 1120

 

Last Updated on Saturday, 31 May 2014 09:20  
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