The industry code for a particular futures contract employs abbreviations for both the contract and its expiration. Typically, the first two letters represent the contract, the next letter represents the contract expiration month, and a final number respresents the expiration year. (The number is the last digit of the year.) For example, the September 2005 Swiss franc futures contract is represented as SFU5, the December contract as SFZ5, and the March contract of the following year as SFH6. Contract and months codes are listed below.
Delivery Month Symbol Codes
Jan = F Feb = G Mar = H Apr = J May = K Jun = M
Jul = N Aug = Q Sep = U Oct = V Nov = X Dec = Z
Contract Symbols
CHICAGO MERCANTILE EXCHANGE (CME) SYMBOL DELIVERY MONTHS
AUSTRALIAN DOLLAR AD H,M,U,Z (cash = A)
BRITISH POUND BP H,M,U,Z (cash = A)
BRITISH POUND, rolling spot RP H,M,U,Z (X = daily adj)
CANADIAN DOLLAR CD H,M,U,Z (cash = A)
CATTLE, Feeder FC F,H,J,K,Q,U,V,X
CATTLE, Live LC G,J,M,Q,V,Z
D-MARK/YEN (settled in yen) DJ H,M,U,Z
DEUTSCHE MARK DM H,M,U,Z (cash = A)
DEUTSCHE MARK, rolling spot RD H,M,U,Z (X = daily adj)
EURODOLLAR ED H,M,U,Z
EUROMARK EK H,M,U,Z
E-MINI ES H, M, U, Z
FRENCH FRANC FR H,M,U,Z (cash = A)
FT-SE 100 INDEX (London) FI H,M,U,Z (cash = FN X0)
GOLDMAN-SACHS INDEX GI G,J,M,Q,V,Z
GOLDMAN-SACHS INDEX, Cash GN X
HOGS, Live LH G,J,M,N,Q,V,Z
LIBOR (LONDON INTER-BANK RATE) EM ALL MONTHS
LUMBER, Random Length LB F,H,K,N,U,X
MAJOR MARKET INDEX MM ALL MONTHS (cash = X)
MEXICAN PESO ME H,M,U,Z (cash = A)
NASDAQ ND H, M, U, Z
NIKKEI 225 STOCK INDEX (Japan) NK H,M,U,Z
JAPANESE YEN JY H,M,U,Z (cash = A)
JAPANESE YEN, rolling spot RY H,M,U,Z (X = daily adj.)
JAPANESE YEN, currency forward FE ALL MONTHS
FROZEN PORK BELLIES PB G,H,K,N,Q
RUSSELL 2000 INDEX RL H,M,U,Z (cash = IU X0)
S&P 400 MIDCAP INDEX MD H,M,U,Z (cash = ID X0)
S&P 500 INDEX SP H,M,U,Z (cash = IN X0)
SWISS FRANC SF H,M,U,Z (cash = A)
T-BILLS (90 DAY) TB H,M,U,Z
T-BILLS (1 YEAR) YR H,M,U,Z
CHICAGO BOARD OF TRADE (CBOT)
U.S. TREASURY BONDS US H,M,U,Z
10-YR TREASURY NOTES TY H,M,U,Z
5-YR TREASURY NOTES FV H,M,U,Z
2-YR TREASURY NOTES TU H,M,U,Z
30-DAY FED FUNDS FF ALL MONTHS
DOW JONES INDUSTRIAL DJ H, M, U, Z
LONG-TERM MUNICIPAL BOND MB H,M,U,Z
GERMAN BOND (BUND) BU H,M,U,Z
SOYBEAN S U,X,F,H,K,N,Q
SOYBEAN OIL BO V,Z,F,H,K,N,Q,U
SOYBEAN MEAL SM V,Z,F,H,K,N,Q,U
CORN C Z,H,K,N,U
OATS O N,U,Z,H,K
WHEAT W N,U,Z,H,K
ROUGH RICE RR U,X,F,H,K,N
100-OUNCE GOLD GH G,J,M,Q,V,Z + near 3 mos.
1,000-OUNCE SILVER AG G,J,M,Q,V,Z + near 3 mos.
5,000-OUNCE SILVER SV G,J,M,Q,V,Z + near 3 mos.
COMMODITY EXCHANGE (COMEX)
HIGH GRADE COPPER HG ALL MONTHS
EUROTOP 100 INDEX (Europe) ER H,M,U,Z (cash =A)
GOLD GC G,J,M,Q,V,Z
SILVER SI H,K,N,U,Z
COFFEE, SUGAR, and COCOA (CSCE)
BRAZILIAN-DIFFERENTIAL COFFEE KB H,K,N,U,Z
CHEDDAR CHEESE EZ G,K,N,U,X
COCOA (Metric) CC H,K,N,U,Z
COFFEE "C" KC H,K,N,U,Z
NONFAT DRY MILK MU G,K,N,U,X
SUGAR #11 SB H,K,N,V
SUGAR #14 SE F,H,K,N,U,V
WHITE SUGAR WS F,H,K,N
NEW YORK COTTON EXCHANGE (NYCE)
BRITISH POUND YP H,M,U,Z
B-POUND/D-MARK CROSS RATE MP H,M,U,Z
COTTON #2 CT H,K,N,V,Z
COTTON (Cotlock) CI H,K,N,V,Z
DEUTSCH MARK YM H,M,U,Z
D-MARK/F-FRANC CROSS RATE MF H,M,U,Z
D-MARK/LIRA CROSS RATE ML H,M,U,Z
D-MARK/YEN CROSS RATE MY H,M,U,Z
JAPANESE YEN YY H,M,U,Z
ORANGE JUICE (Frozen Concentrated) JO F,H,K,N,U,X
SWISS FRANC YF H,M,U,Z
T-NOTE (2 year) TW ALL MONTHS
T-NOTE (5 Year) FY ALL MONTHS
US DOLLAR INDEX DX H,M,U,Z (cash = A)
NEW YORK FUTURES EXCHANGE (CEC)
CRB INDEX CR F,G,J,M,Q,X
CRB INDEX, Cash CR A
NYSE COMPOSITE INDEX YX H,M,U,Z (cash = A)
NYSE UTILITIES INDEX YU H,M,U,Z (cash = A)
NEW YORK MERCANTILE EXCHANGE (NYMEX)
CRUDE OIL (Light) CL ALL MONTHS
CRUDE OIL (Sour) SC ALL MONTHS
GASOLINE, UNLEADED HU ALL MONTHS
GASOLINE, UNLEADED (Gulf Coast) GU ALL MONTHS
GASOLINE, UNL./CRUDE OIL SPREAD UC ALL MONTHS (cash = A)
HEATING OIL/CRUDE OIL SPREAD HC ALL MONTHS (cash = A)
HEATING OIL HO ALL MONTHS
NATURAL GAS NG ALL MONTHS
PALLADIUM ** PA H,M,U,Z
PLATINUM ** & ++ PL F,J,N,V
PROPANE ++ PN ALL MONTHS
KANSAS CITY BOARD OF TRADE (KCBT)
VALUE LINE INDEX KV H,M,U,Z
VALUE LINE INDEX, Cash (Geometric) XV L
VALUE LINE INDEX, Cash (Arithmetic) VA A
VALUE LINE INDEX, MINI MV H,M,U,Z
WESTERN NATURAL GAS KC ALL MONTHS
WHEAT KW H,K,N,U,Z
MINNEAPOLIS GRAIN EXCHANGE (MGE)
OATS OM H,K,N,U,Z
WHEAT, Hard Red MW H,K,N,U,Z
WHEAT, White NW H,K,N,U,Z
WHITE SHRIMP SH H,M,U,Z
MIDAMERICA EXCHANGE (MIDAM)
BRITISH POUNDS XP H,M,U,Z
CANADIAN DOLLARS XD H,M,U,Z
CATTLE, Live XL G,J,M,Q,V,Z
CORN XC H,K,N,U,Z
DEUTSCHE MARKS XM H,M,U,Z
EURODOLLARS UD H,M,U,Z
GOLD XK ALL MONTHS
HOGS, Live XH G,J,M,N,Q,V,Z
JAPANESE YEN XJ H,M,U,Z
OATS XO H,K,N,U,Z
PLATINUM XU F,J,N,V + near 3 mos.
SILVER XY ALL MONTHS
SOYBEANS XS F,H,K,N,Q,U,X
SOYBEAN MEAL XE F,
