Industry Oversight
You may also be interested in...
List of:
DCMs
DCOs
DTEFs
ECMs
EBOTs
MCOs
How to:
Apply to be a DCM
Register as a DCO
Register as a DTEF
Notify of ECM
Notify of EBOT
Exchange Code and Strike Price Format
Chicago Board of Trade
Code – 01 | |||
Market |
Commodity Code |
Strike Format | |
Actual |
Format | ||
Wheat |
W |
$2.60/bu |
0000260 |
Corn |
C |
$2.60/bu |
0000260 |
Oats |
O |
$1.40/bu |
0000140 |
Rough Rice |
14 |
$6.20/cwt |
0000620 |
Soybeans |
S |
$5.75/bu |
0000575 |
Soybean Meal |
06 |
$145/ton |
0000145 |
Soybean Oil |
07 |
$.215/lb |
0000215 |
Dow Jones Industrial Average |
11 |
10500 pts. |
0000105 |
Dow Jones Industrial Avg. ($5) |
YM |
10500 pts. |
0000105 |
Dow Jones AIG Commodity Index |
AI |
N/A |
N/A |
T-Bonds |
17 |
104 percent of par |
0000104 |
Flex Options (American) |
52 |
103 18/32 percent of par |
0010318 |
Flex Options (European) |
53 |
103 18/32 percent of par |
0010318 |
T-Bonds (Mini) |
YH |
N/A |
N/A |
10-Year T-Notes |
21 |
103 percent of par |
0000103 |
Flex Options (American) |
54 |
102 15/32 percent of par |
0010215 |
Flex Options (European) |
55 |
102 15/32 percent of par |
0010215 |
10-Year T-Notes (Mini) |
YN |
N/A |
N/A |
5-Year T-Notes |
25 |
101.5 percent of par |
0001015 |
Flex Options (American) |
56 |
101 37/64 percent of par |
0010137 |
Flex Options (European) |
57 |
101 37/64 percent of par |
0010137 |
2-Year T-Notes |
26 |
101.25 percent of par |
0010125 |
Flex Options (American) |
58 |
101 07/64 percent of par |
0010107 |
Flex Options (European) |
59 |
101 07/64 percent of par |
0010107 |
30 Day Fed Funds |
41 |
98.5625 pts |
0985625 |
Mortgage Futures |
2B |
N/A |
N/A |
5-Year Agency Note |
2G |
N/A |
N/A |
10-Year Agency Note |
2F |
94 percent of par |
0000940 |
Municipal Bond Index |
42 |
115 pts |
0000115 |
3-Month Eurodollars (Mini) |
YE |
N/A |
N/A |
10-Year Interest Rate Swap |
NI |
109 percent of par |
0000109 |
Silver |
10 |
$4.25/oz |
0000425 |
Silver (Mini) |
YI |
N/A |
N/A |
Kilo Gold |
15 |
N/A |
N/A |
Gold (Mini) |
YG |
N/A |
N/A |
Chicago Mercantile Exchange
Code – 02 | |||
Market |
Commodity Code |
Strike Format | |
Actual |
Format | ||
Lean Hogs |
LN |
$56/cwt |
0000560 |
Frozen Pork Belly |
56 |
$96/cwt |
0000960 |
Fresh Pork Belly |
FB |
$96/cwt |
0000960 |
Pork Cutout Index |
PC |
$42/cwt |
0000420 |
Live Cattle |
48 |
$72cwt |
0000720 |
Feeder Cattle |
62 |
$84/cwt |
0000840 |
Butter |
DB |
$104/cwt |
0001040 |
Milk (New), BFP |
DA |
$12.00/cwt |
0001200 |
Mid-Sized Milk , BFP |
JQ |
$12.25/cwt |
0001225 |
Mini Milk Option |
MQ |
$12.25/cwt |
0001225 |
Class IV Milk |
DK |
$12.25/cwt |
0001225 |
Non Fat Dry Milk |
NF |
$91.20/cwt |
0009120 |
Lumber |
LB |
$270/10,000bf |
0002700 |
OSB Panels |
BD |
$140/10,000sqft |
0001400 |
Canadian Dollar |
C1 |
0.62 USD/CAD |
0000620 |
Weekly Options |
1C, 2C, 3C, 4C, 5C |
0.62 USD/CAD |
0000620 |
Swiss Franc |
E1, SF |
0.585 USD/CHF |
0000585 |
Weekly Options |
1S, 2S, 3S, 4S,5S |
0.585 USD/CHF |
0000585 |
British Pound Sterling |
BP |
1.40 USD/GBP |
0001400 |
Weekly Options |
1B, 2B, 3B, 4B, 5B |
1.40 USD/GBP |
0001400 |
Japanese Yen |
J1 |
0.00750 USD/JPY |
0000750 |
Weekly Options |
1J, 2J, 3J, 4J, 5J |
0.00750 USD/JPY |
0000750 |
E-Mini Japanese Yen |
J7 |
N/A |
N/A |
Euro |
EC |
0.86 USD/EUR |
0000860 |
Weekly Options |
1X, 2X, 3X, 4X, 5X |
0.86 USD/EUR |
0000860 |
E-Mini Euro |
E7 |
N/A |
N/A |
Euro / Pound Cross Rate |
RP |
0.6150 GBP/EUR |
0006150 |
Weekly Options |
1E, 2E, 3E, 4E, 5E |
0.6150 GBP/EUR |
0006150 |
Euro /Swiss Franc Cross Rate |
RF |
1.4730 CHF/EUR |
0014730 |
Weekly Options |
1I, 2I, 3I, 4I, 5I |
1.4730 CHF/EUR |
0014730 |
South African Rand |
RA |
0.21 USD/ZAR |
0002100 |
Weekly Options |
1N,2N,3N,4N,5N |
0.21 USD/ZAR |
0002100 |
Australian Dollar |
AD |
0.515 USD/AUD |
0000515 |
Weekly Options |
1A, 2A, 3A, 4A, 5A |
0.515 USD/AUD |
0000515 |
Russian Ruble |
RU |
0.032 USD/RUB |
0000032 |
Weekly Option |
1U, 2U, 3U, 4U, 5U |
0.032 USD/RUB |
0000032 |
Mexican Peso |
MP |
0.110 USD/MXN |
0001100 |
Weekly Options |
1M,2M,3M,4M,5M |
0.110 USD/MXN |
0001100 |
Brazilian Real |
BR |
0.116 USD/BRL |
0000116 |
Weekly Options |
1R, 2R, 3R,4R,5R |
0.116 USD/BRL |
0000116 |
New Zealand Dollar |
NE |
0.420 USD/NZD |
0000420 |
Weekly Options |
1Z, 2Z,3Z,4Z,5Z |
0.420 USD/NZD |
0000420 |
Overnight Federal Funds Rate |
TZ |
N/A |
N/A |
13-Week T-Bill |
T1 |
94.50 pts |
0009450 |
Five-Year Agency Note |
F5 |
N/A |
N/A |
Ten-Year Agency Note |
F0 |
N/A |
N/A |
1-Month LIBOR |
EM |
98.50 pts |
0009850 |
3-Month Eurodollars |
ED |
96.50 pts |
0009650 |
Mid-Curve Options |
EO, E2, E3, E4, E5 |
96.50 pts |
0009650 |
5-Year Eurodollar Bundle Options |
Y5 |
96.50 pts |
0009650 |
3-Month Euroyen |
EY |
99.50 pts |
0009950 |
3-Month Euroyen/LIBOR |
EL |
N/A |
N/A |
Japanese Government Bond |
JB |
N/A |
N/A |
S&P 500 Stock Index |
SP |
1120 pts |
0001120 |
Flex Option (American) |
XP |
1120 pts |
0001120 |
Flex Option (European) |
YP |
1120 pts |
0001120 |
E-Mini S&P 500 Stock Index |
ES |
1120 pts |
0001120 |
S&P 500 Barra Growth Index |
SG |
590 pts |
0000590 |
Flex American |
XG |
590 pts |
0000590 |
Flex European |
YG |
590 pts |
0000590 |
S&P 500 Barra Value Index |
SU |
540 pts |
0000540 |
Flex American |
XW |
540 pts |
0000540 |
Flex European |
YW |
540 pts |
0000540 |
S&P 400 Stock Index |
MD |
509 pts |
0005090 |
Flex American |
XZ |
509 pts |
0005090 |
Flex European |
YZ |
509 pts |
0005090 |
E-Mini S&P 400 Stock Index |
ME |
N/A |
N/A |
NASDAQ 100 |
ND |
1630 pts |
0163000 |
Flex American |
XH |
1630 pts |
0163000 |
Flex European |
YH |
1630 pts |
0163000 |
NASDAQ 100 (Mini) |
NQ |
N/A |
N/A |
Russell 2000 |
RL |
480 pts |
0004800 |
Flex American |
XU |
480 pts |
0004800 |
Flex European |
YU |
480 pts |
0004800 |
Russell 2000 (Mini) |
ER |
N/A |
N/A |
Nikkei |
NK |
10,200 pts |
0001020 |
Flex American |
XN |
10,200 pts |
0001020 |
Flex European |
YN |
10,200 pts |
0001020 |
Fortune E_50 Stock Index |
FE |
N/A |
N/A |
GSCI Index |
GI |
168 pts |
0000168 |
Cooling Degree Day |
see 1/ |
950 pts |
0000950 |
Heating Degree Day |
see 1/ |
430 pts |
0000430 |
Benzene |
BZ |
N/A |
N/A |
Mixed Xylenes |
MX |
N/A |
N/A |
Monthly |
Seasonal | |||
CDD |
HDD |
CDD |
HDD | |
Atlanta |
K1 |
H1 |
AK |
AH |
Boston |
KW |
HW |
B0 |
A0 |
Chicago |
K2 |
H2 |
KH |
HH |
Cincinnati |
K3 |
H3 |
KT |
HT |
Dallas/Fort Worth |
K5 |
H5 |
TK |
TH |
Des Moines |
K9 |
H9 |
JK |
JH |
Houston |
KR |
HR |
B2 |
A2 |
Kansas City |
KX |
HX |
B4 |
A4 |
Las Vegas |
K0 |
H0 |
WK |
WH |
Minneapolis |
KQ |
HQ |
B5 |
A5 |
New York |
K4 |
H4 |
KY |
HY |
Philadelphia |
K6 |
H6 |
FK |
FH |
Portland |
K7 |
H7 |
RK |
RH |
Sacramento |
KS |
HS |
B9 |
A9 |
Tucson |
K8 |
H8 |
VK |
VH |
London |
G0 |
D0 |
V0 |
P0 |
Paris |
G1 |
D1 |
V1 |
P1 |
Amsterdam |
G2 |
D2 |
V2 |
P2 |
Berlin |
G3 |
D3 |
V3 |
P3 |
Stockholm |
G5 |
D5 |
V5 |
P5 |
New York Board of Trade
Code – 06 | |||
Market |
Commodity Code |
Strike Format | |
Actual |
Format | ||
Cotton |
CO, CT |
$.39/lb |
0003900 |
Frozen Concentrated Orange Juice |
JO, OJ |
$.95/lb |
0009500 |
Frozen Concentrated Orange Juice-2 |
OK |
N/A |
N/A |
FCOJ1-FCOJ2 Differential |
OD |
N/A |
N/A |
Cocoa |
CC |
$1,330/ton |
0001330 |
Sugar #11 |
SB |
$.065/lb |
0000650 |
Sugar Flex Options |
SOA |
$.07/lb |
0000700 |
Sugar #14 |
SE |
N/A |
N/A |
Coffee "C" |
KC |
$0.525/lb |
0000525 |
Japanese Yen / Canadian Dollar |
HY |
83.50 JPY/CAD |
0008350 |
Canadian Dollar / U.S. Dollar |
YD |
1.585 CAD/USD |
0015850 |
Swiss Franc / U.S. Dollar |
YF |
1.7150 CHF/USD |
0017150 |
Japanese Yen / Swiss Franc |
ZY |
77.50 JPY/CHF |
0000775 |
U.S. Dollar / British Pound |
YP |
1.415 USD/GBP |
0014150 |
Swiss Franc / British Pound |
SS |
2.410 CHF/GBP |
0002410 |
Japanese Yen / British Pound |
SY |
186.00 JPY/GBP |
0000186 |
Japanese Yen / U.S. Dollar |
YY |
132.50 JPY/USD |
0013250 |
Australian Dollar / Euro |
RA |
0.504 AUD/EUR |
0005040 |
U.S. Dollar / Euro |
EU |
0.860 USD/EUR |
0000860 |
Euro / U.S. Dollar - Small |
EO |
N/A |
N/A |
Japanese Yen / Euro |
EJ |
115 JPY/EUR |
0001150 |
Swedish Krona / Euro |
RK |
9.22 SEK/EUR |
0000922 |
Swiss Franc / Euro |
RZ |
1.465 CHF/EUR |
0001465 |
British Pound / Euro |
GB |
0.62 GBP/EUR |
0006200 |
Canadian Dollar / Euro |
EP |
1.405 CAD/EUR |
0001405 |
Norwegian Krone / Euro |
OL |
7.86 NOK/EUR |
0000786 |
Swedish Krona / U.S. Dollar |
KU |
10.76 SEK/USD |
0001076 |
Norwegian Krone / U.S. Dollar |
NS |
9.14 NOK/USD |
0000914 |
South African Rand / U.S. Dollar |
ZR |
11.54 ZAR/USD |
0001154 |
U.S. Dollar / Australian Dollar |
AU |
0.504 USD/AUD |
0005040 |
Canadian Dollar / Australian Dollar |
AS |
0.825 CAD/AUD |
0000825 |
Japanese Yen / Australian Dollar |
YA |
66.5 JPY/AUD |
0000665 |
New Zealand Dollar / Australian Dollar |
AR |
1.245 NZD/AUD |
0001245 |
U.S. Dollar / New Zealand Dollar |
ZX |
0.416 USD/NZD |
0000416 |
Dollar Index |
DX |
83 pts |
0008300 |
NYSE Composite Index - Small |
MU |
N/A |
N/A |
NYSE Composite Index - Regular |
YU |
7080 pts |
0007080 |
Russell 1000 Index - Regular |
R |
638 pts |
0006380 |
Russell 1000 Index - Mini |
RM |
N/A |
N/A |
Russell 1000 Growth Index |
GG |
486 pts |
0004860 |
Russell 1000 Value Index |
VV |
642 pts |
0006420 |
Russell 2000 Index |
TO |
620 pts |
0062000 |
Russell 2000 Growth Index |
GH |
N/A |
N/A |
Russell 2000 Value Index |
VB |
N/A |
N/A |
Russell 3000 Index |
TH |
674 pts |
0067400 |
CRB Bridge Index |
CR |
278 pts |
0027800 |
COMEX
Code – 07 or Code-12 | |||
Market |
Commodity Code |
Strike Format | |
Actual |
Format | ||
Copper |
HG, HX |
$0.71/lb |
0000078 |
Silver |
SI, SO, 39 |
$4.50/oz |
0000450 |
Gold |
GC, OG, 37 |
$280/troy oz |
0000280 |
Aluminum |
AL, OA |
$1.20/lb |
0000120 |
New York Mercantile Exchange
Code – 12 | |||
Market |
Commodity Code |
Strike Format | |
Actual |
Format | ||
Heating Oil |
HO, OH |
$1.30/gal |
0013000 |
Heating Oil Avg. Price Options |
AT |
$1.34/gal |
0013400 |
OTC Heating Oil Options |
LB |
$1.34/gal |
0013400 |
Heating Oil Calendar Spread Options |
FA, FB, FC, FM, FZ |
$0.016/gal |
0000160 |
Unleaded Gas |
HU, GO |
$1.21/gal |
0012100 |
Gulf Coast Unleaded Gas |
GU |
N/A |
N/A |
OTC Unleaded Gas Options |
LG |
$1.21/gal |
0012100 |
Unleaded Gas Calendar Spread Options |
YA, YB,YC,YM, YZ |
$-0.02/gal |
000020} |
Crude Oil, Light Sweet |
CL, LO |
$45.50/bl |
0004550 |
Sour Crude Oil |
SC |
N/A |
N/A |
Crude Oil Avg. Price Options |
AO |
$46/bl |
0004600 |
OTC Crude Oil Option |
LC |
$46/bl |
0004600 |
Crude Oil Calendar Spread Options |
WA, WB, WC, WM, WZ |
$-0.20/bl |
000002} |
Natural Gas |
NG, ON |
$6.150/mmBtu |
0006150 |
OTC Natural Gas Options |
LN |
$6.15/mmBtu |
0006150 |
Natural Gas Calendar Spread Options |
IA, IB, IC, IM, IZ |
$0.05/mmBtu |
0000050 |
Natural Gas, Alberta |
NC, OC |
N/A |
N/A |
Natural Gas, Permian Basin |
NP, OP |
N/A |
N/A |
Propane |
PN |
N/A |
N/A |
Heating Oil/Crude Oil |
CH |
$5/bl |
0000500 |
Unleaded Gas/Crude Oil Spreads |
CG |
$5.5/bl |
0000550 |
PJM Electricity Monthly |
JO |
$52/mwhr |
0005200 |
Palladium |
PA |
N/A |
N/A |
Platinum |
PL, PO |
$465/troy oz |
0046500 |
Kansas City Board of Trade
Code – 08 | |||
Market |
Commodity Code |
Strike Format | |
Actual |
Format | ||
Wheat |
W |
$2.90/bu |
0000290 |
Value Line Stock Index |
MV |
1210 pts |
0001210 |
Minneapolis Grain Exchange
Code – 09 | |||
Market |
Commodity Code |
Strike Format | |
Actual |
Format | ||
Wheat, Spring |
W, WC, WP |
$3.50/bu |
0000350 |
National Corn Index |
A, AC, AP |
$1.85/bu |
0000185 |
National Soybean Index |
B, BC, BP |
$5.20/bu |
0000520 |
Soft Red Winter Wheat Index |
F, FC, FP |
$3.05/bu |
0000305 |
Hard Red Winter Wheat Index |
H, HC, HP |
$3.30/bu |
0000330 |
Hard Red Spring Wheat Index |
J, JC, JP |
$3.70/bu |
0000370 |
Eurex US
Code – 03 | |||
Market |
Commodity Code |
Strike Format | |
Actual |
Format | ||
U.S. Treasury Bonds |
US |
104 percent of par |
0000104 |
10-Year U.S. Treasury Notes |
U1 |
103 percent of par |
0000103 |
5-Year U.S. Treasury Notes |
U5 |
101.5 percent of par |
0001015 |
2-Year U.S. Treasury Notes |
U2 |
101.25 percent of par |
0010125 |