CFS Futures

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 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).

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