Trading Symbols and Contract Months
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 CLZ^{0}" 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).
xchange 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 | IMM | International Monetary Market (CME) | K | May | KCBT | Kansas City Board of Trade | M | June | MCE | Mid-America Commodity Exchange (CBOT) | N | July | MGE | Minneapolis Grain Exchange | Q | August | MATIF | ParisBourse SA | U | September | SFE | Sydney Futures Exchange | V | October | NYM | NYMEX Division - New York Mercantile Exchange | X | November | LIFFE | London Int'l Financial Futures Exchange | Z | December | SIMEX | Singapore Int'l Monetary Exchange | EUREX | Eurex |
Commodity Information | Sym | Futures Contract | Exch | Delivery Months | Min Tick | Unit Move | Currencies | AD | Australian Dollar | IMM | H,M,U,Z | 0.01 | $1000 | BP | British Pound | IMM | H,M,U,Z | 0.02 | $625 | CD | Canadian Dollar | IMM | H,M,U,Z | 0.01 | 1000 | DM | German Mark | IMM | H,M,U,Z | 0.01 | 1250 | DX | US Dollar Index | FINEX | H,M,U,Z | 0.01 | 1000 | JY | Japanese Yen | IMM | H,M,U,Z | 0.01 | 1250 | SF | Swiss Franc | IMM | 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 | 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 | KV | Value Line (Discontinued) | KCBT | H,M,U,Z | 0.05 | 250 | MV | Value Line (Mini) | KCBT | H,M,U,Z | 0.05 | 100 | SP | S & P 500 | CME | H,M,U,Z | 0.05 | 250 | YX | NYSE Composite | NYFE | H,M,U,Z | 0.05 | 500 | Interest Rates | ED | Eurodollars | IMM | 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 | 1/32 | 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 | 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 | 0.5 | 50 | Softs & Fibers | 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 | RR/NR | Rough Rice | CBOT | F,H,K,N,U,X | .01 | 2000 |
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