Abbreviations

Abbreviations and Symbols

The industry code for a particular futures contract employs abbreviations for both the contract and its expiration. Typically, two letters represent the contract, one letter represents the contract expiration month, and a final number represents the expiration year. (The number is the last digit of the year.) For example, the September 1997 Swiss franc futures contract is represented as SFU7, the December contract as SFZ7, and the March contract of the following year as SFH8. 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)
NAME	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
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)
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
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

COFFEE, SUGAR, and COCOA (CSCE)
NAME	SYMBOL	DELIVERY MONTHS
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)
NAME	SYMBOL	DELIVERY MONTHS
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 MERCANTILE EXCHANGE (NYMEX)
NAME	SYMBOL	DELIVERY MONTHS
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)
NAME	SYMBOL	DELIVERY MONTHS
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

MIDAMERICA EXCHANGE (MIDAM)
NAME	SYMBOL	DELIVERY MONTHS
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,H,K,N,Q,U,V,Z
SOYBEAN OIL	XR	F,H,K,N,Q,U,V,Z
SWISS FRANCS	XF	H,M,U,Z
T-BILLS	XT	H,M,U,Z
T-BONDS	XB	H,M,U,Z
T-NOTES (5 year)	XV	H,M,U,Z
T-NOTES (10 year)	XN	H,M,U,Z
WHEAT	XW	H,K,N,U,Z

COMMODITY EXCHANGE (COMEX)
NAME	SYMBOL	DELIVERY MONTHS
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

NEW YORK FUTURES EXCHANGE (CEC)
NAME	SYMBOL	DELIVERY MONTHS
CRB INDEX	CR	H,K,N,U,Z
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)

MINNEAPOLIS GRAIN EXCHANGE (MGE)
NAME	SYMBOL	DELIVERY MONTHS
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