Futures Contract Symbols naming convention_job v8 symbols-优快云博客

本文介绍了商品期货交易中常见的合约符号及对应的交易所信息。包括货币、能源、谷物、股票指数、利率、肉类、金属等多个类别，并详细列出了各品种的最小变动单位和合约月份。

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copy from http://www.mrci.com/web/online-explanation-pages/symbols-a-codes.html, Moore Research Center.

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
NYBOT	New York Board of Trade
KCBT	Kansas City Board of Trade
MGE	Minneapolis Grain Exchange
MATIF	ParisBourse SA
SFE	Sydney Futures Exchange
NYM	NYMEX Division - New York Mercantile Exchange Division of CME Group
LIFFE	London Int'l Financial Futures Exchange
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
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
DJ	Dow Jones Industrials	CBOT	H,M,U,Z	1	10
KV	Value Line (Discontinued)	KCBT	H,M,U,Z	0.05	250
MV	Value Line (Mini)	KCBT	H,M,U,Z	0.05	100
ND	Nasdaq-100	CME	H,M,U,Z	0.25	100
RL	Russell 2000 (Discontinued)	CME	H,M,U,Z	0.05	500
SP	S & P 500	CME	H,M,U,Z	0.05	250
YU	NYSE Composite (Discontinued)	NYFE	H,M,U,Z	0.05	500
Interest Rates
ED	Eurodollars	CME	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	1/64	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
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
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