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 | |
|---|---|
| Abbr | Exchange |
| CBOT | Chicago Board of Trade - Division of CME Group |
| CME | Chicago Mercantile Exchange |
| CMX | COMEX Division - New York Mercantile Exchange Division of CME Group |
| NYM | NYMEX Division - New York Mercantile Exchange Division of CME Group |
| EUREX | Eurex |
| ICE | Int'l Commodity Exchange |
| Month Codes | |
|---|---|
| Code | Month |
| F | January |
| G | February |
| H | March |
| J | April |
| K | May |
| M | June |
| N | July |
| Q | August |
| U | September |
| V | October |
| X | November |
| Z | December |
| 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 |
| MP | Mexican Peso | CME | H,M,U,Z | .01 | 50 |
| NE | New Zealand Dollar | CME | H,M,U,Z | .01 | 1000 |
| 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 | |||||
| YM | E-mini DJIA | CBOT | H,M,U,Z | 1 | 5 |
| 2D | Micro E-mini DJIA | CBOT | H,M,U,Z | 1 | 0.5 |
| NQ | E-mini Nasdaq-100 | CME | H,M,U,Z | .25 | 20 |
| 2N | Micro E-mini Nasdaq-100 | CME | H,M,U,Z | .25 |
2 |
| ES | E-mini S & P 500 | CME | H,M,U,Z |
.25 |
50 |
| 2S | Micro E-mini S & P 500 | CME | H,M,U,Z | .25 | 5 |
| QR | E-mini Russell 2000 | CME | H,M,U,Z | .05 | 50 |
| 2R | Micro E-mini Russell 2000 | CME | H,M,U,Z | .05 | 5 |
| Interest Rates | |||||
| FV | 5-Yr T-Notes | CBOT | H,M,U,Z | 1/64 | 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 |
| HE | Lean Hogs | CME | G,J,K,M,N,Q,V,Z | 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 |
