Calendar | Glossary | Forms | Contact Us

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

1/

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

Last Updated: June 13, 2007