Chicago BOT Futures & Indexes
Chicago BOT Individual Futures Code Structure An individual Soybean Oil future contract looks like this: SBOP12C. SBO = This represents the code for Soybean Oil. P = This indicates that this future is traded on a Pit session. Other sessions include: E = Electronic; O = OTC Clearing; P = Pit and T = CME ClearPort. 12C = This represents the contract date, in this case 'December 2012'. The '12' indicates the year - 2012 while the 'C' indicates the month - December. January to September are 1 to 9 whilst October to December are A to C. A continuous contract for the Soybean Oil has the code SBOPCDVOL. The first three characters are the future's code, the 'C' shows the trading session while the 'CDVOL' stands for 'volume continuous contract'. All continuous contracts are created by using the data from the most active individual contract. The activity is calculated using a seven day average volume. If necessary, an adjustment is passed at swap over time to keep the continuity of the history. A total contract for the Soybean Oil has the code SBOPTTL. The first three characters are the future's code, the 'C' shows the trading session while the 'TTL' stands for 'total'. This contract is calculated by adding all the Volume and Open Interest (where applicable) of all the currently trading individual future contracts. BodhiGold5 also creates Gann continuous contracts for each contracts trading months. Soybean Oil trades the contract months of January; March; May; July; August; September; October & December. It therefore has 8 Gann contracts with the codes: SBOPC1JAN; SBOPC3MAR; SBOPC5MAY; SBOPC7JUL; SBOPC8AUG; SBOPC9SEP; SBOPCAOCT & SBOPCCDEC. These contracts include data traded only in their contract months making the SBOPC3MAR contract contain historical March contract history only. Below is a table listing the futures and indexes available from this Exchange. [You can click on the headings to sort the table]
Code Description Type History IS1C 10-Year Interest Rate Swap (Combined Session) Future 27/06/2002 IS1E 10-Year Interest Rate Swap (ECBT Session) Future 27/06/2002 IS1P 10-Year Interest Rate Swap (Pit Session) Future 27/06/2002 TN1C 10-Year US Treasury Note (Combined Session) Future 19/07/1999 TN1E 10-Year US Treasury Note (ECBT Session) Future 6/10/1999 TN1P 10-Year US Treasury Note (Pit Session) Future 19/07/1999 TNOTE10Y 10-Year US Treasury Note Index Index 16/03/1992 TB1E 13-Week US Treasury Bill (ECBT Session) Future 5/01/2010 TBILL90D 13-Week US Treasury Bill Index Index 15/07/2009 TN2C 2-Year US Treasury Note (Combined Session) Future 27/10/1999 TN2E 2-Year US Treasury Note (ECBT Session) Future 30/11/1999 TN2P 2-Year US Treasury Note (Pit Session) Future 27/10/1999 IR3C 30-Day Federal Funds (Combined Session) Future 3/10/1988 IR3E 30-Day Federal Funds (ECBT Session) Future 30/08/2002 IR3P 30-Day Federal Funds (Pit Session) Future 3/10/1988 INTRT30D 30-Day Federal Funds Index Index 3/10/1988 IS0C 30-Year Interest Rate Swap (Combined Session) Future 15/07/2009 IS0E 30-Year Interest Rate Swap (ECBT Session) Future 15/07/2009 IS0P 30-Year Interest Rate Swap (Pit Session) Future 15/07/2009 TB3C 30-Year US Treasury Bond (Combined Session) Future 23/04/1999 TB3E 30-Year US Treasury Bond (ECBT Session) Future 23/04/1999 TB3P 30-Year US Treasury Bond (Pit Session) Future 23/04/1999 TBOND30Y 30-Year US Treasury Bond Index Index 16/03/1992 TN3C 3-Year US Treasury Note (Combined Session) Future 15/07/2009 TN3E 3-Year US Treasury Note (ECBT Session) Future 15/07/2009 TN3P 3-Year US Treasury Note (Pit Session) Future 15/07/2009 IS5C 5-Year Interest Rate Swap (Combined Session) Future 28/07/2004 IS5E 5-Year Interest Rate Swap (ECBT Session) Future 28/07/2004 IS5P 5-Year Interest Rate Swap (Pit Session) Future 28/07/2004 TN5C 5-Year US Treasury Note (Combined Session) Future 30/08/1999 TN5E 5-Year US Treasury Note (ECBT Session) Future 29/11/1999 TN5P 5-Year US Treasury Note (Pit Session) Future 31/08/1999 TNOTE5Y 5-Year US Treasury Note Index Index 16/03/1992 IS7E 7-Year Interest Rate Swap (ECBT Session) Future 15/07/2009 CRST CORN Calendar Swap (CME Clearport) Future 15/07/2009 CRMC CORN Mini (Combined Session) Future 15/07/2009 CRME CORN Mini (ECBT Session) Future 15/07/2009 CRMP CORN Mini (Pit Session) Future 13/10/1992 CRNC CORN Yellow (Combined Session) Future 21/04/1998 CRNE CORN Yellow (ECBT Session) Future 25/08/2000 CRNP CORN Yellow (Pit Session) Future 15/02/1968 CORN CORN Yellow Index Index 2/06/1969 DJ65COMP DOW JONES Composite Index Index 11/06/1999 DJIC DOW JONES Industrial Average $10 (Combined Session) Future 21/04/1998 DJIE DOW JONES Industrial Average $10 (ECBT Session) Future 14/07/1999 DJIP DOW JONES Industrial Average $10 (Pit Session) Future 6/10/1997 DJ30INDS DOW JONES Industrial Average $10 Index Index 11/06/1999 DJBE DOW JONES Industrial Average Big-sized Dow (ECBT Session) Future 15/07/2009 DJME DOW JONES Industrial Average Mini $5 (ECBT Session) Future 3/04/2002 DJTRANS DOW JONES Transports Index Index 15/07/2009 DJUBSCOM DOW JONES UBS Commodity Index Index 15/07/2009 DJUE DOW JONES UBS Excess Return (ECBT Session) Future 15/07/2009 DJUBSEXC DOW JONES UBS Excess Return Index Index 15/07/2009 DJRE DOW JONES US Real Estate (ECBT Session) Future 15/07/2009 DJREALTY DOW JONES US Real Estate Index Index 15/07/2009 DJUTILS DOW JONES Utilities Index Index 15/07/2009 DOWTREAS Dow Treasuries Index Index 15/07/2009 EANT EASTERN Nebraska Basis Swap (CME Clearport) Future 15/07/2009 EAST EASTERN South Dakota Basis Swap (CME Clearport) Future 15/07/2009 EBGO ETHANOL Basis Gulf Coast (OTC Clearing) Future 15/07/2009 EBLO ETHANOL Basis Los Angeles (OTC Clearing) Future 15/07/2009 EBNO ETHANOL Basis New York Harbor (OTC Clearing) Future 15/07/2009 ETHC ETHANOL Denatured Fuel (Combined Session) Future 15/07/2009 ETHE ETHANOL Denatured Fuel (ECBT Session) Future 15/07/2009 ETHP ETHANOL Denatured Fuel (Pit Session) Future 15/07/2009 ETHANOL ETHANOL Denatured Fuel Index Index 15/07/2009 ETFE ETHANOL Forward (ECBT Session) Future 15/07/2009 ETOE ETHANOL OTC Synthetic (ECBT Session) Future 15/07/2009 EUME EURODOLLAR Mini (ECBT Session) Future 15/07/2009 GD1E GOLD 100 Oz (ECBT Session) Future 6/10/2004 GDME GOLD Mini-sized 33.2 Oz (ECBT Session) Future 1/10/2001 TBUC Long-Term [Ultra] US Treasury Bond (Combined Session) Future 8/01/2010 TBUE Long-Term [Ultra] US Treasury Bond (ECBT Session) Future 11/01/2010 TBUP Long-Term [Ultra] US Treasury Bond (Pit Session) Future 11/01/2010 MFSE MSCI EAFE Index (ECBT Session) Future 11/09/2009 MMEE MSCI Emerging Index (ECBT Session) Future 11/09/2009 MUNE MSCI USA Index (ECBT Session) Future 11/09/2009 NEIT NORTHEASTERN IOWA Basis Swap (CME Clearport) Future 15/07/2009 NWIT NORTHWESTERN IOWA Basis Swap (CME Clearport) Future 15/07/2009 OATC OATS Heavy (Combined Session) Future 21/04/1998 OATE OATS Heavy (ECBT Session) Future 25/08/2000 OATP OATS Heavy (Pit Session) Future 7/08/1974 OATS2 OATS No.2 Milling Index Index 2/06/1969 RRHC ROUGH RICE Long Grain (Combined Session) Future 21/04/1998 RRHE ROUGH RICE Long Grain (ECBT Session) Future 28/08/2000 RRHP ROUGH RICE Long Grain (Pit Session) Future 20/08/1986 SV5E SILVER 5000 Oz (ECBT Session) Future 6/10/2004 SVME SILVER Mini-sized 1000 Oz (ECBT Session) Future 1/10/2001 STIT SOUTHERN IOWA Basis Swap (CME Clearport) Future 15/07/2009 STMT SOUTHERN MINNESOTA Basis Swap (CME Clearport) Future 15/07/2009 SBCT SOYBEAN Calendar Swap (CME Clearport) Future 15/07/2009 SCRE SOYBEAN Crush (ECBT Session) Future 15/07/2009 SCSE SOYBEAN Crush Spread (ECBT Session) Future 15/07/2009 SBMC SOYBEAN Meal (Combined Session) Future 21/04/1998 SBME SOYBEAN Meal (ECBT Session) Future 25/08/2000 SBMP SOYBEAN Meal (Pit Session) Future 6/02/1968 SOYMEAL SOYBEAN Meal Index Index 1/06/2001 SBOC SOYBEAN Oil (Combined Session) Future 21/04/1998 SBOE SOYBEAN Oil (ECBT Session) Future 28/08/2000 SBOP SOYBEAN Oil (Pit Session) Future 4/03/1968 SOYOIL SOYBEAN Oil Index Index 2/06/1969 SBIC SOYBEANS Mini-sized (Combined Session) Future 15/07/2009 SBIE SOYBEANS Mini-sized (ECBT Session) Future 15/07/2009 SBIP SOYBEANS Mini-sized (Pit Session) Future 13/10/1992 SOYBEANS SOYBEANS No.1 Yellow Index Index 2/06/1969 SOYC SOYBEANS Yellow (Combined Session) Future 21/04/1998 SOYE SOYBEANS Yellow (ECBT Session) Future 25/08/2000 SOYP SOYBEANS Yellow (Pit Session) Future 2/02/1968 WHCT WHEAT Calendar Swap (CME Clearport) Future 15/07/2009 WHMC WHEAT Mini-sized (Combined Session) Future 15/07/2009 WHME WHEAT Mini-sized (ECBT Session) Future 15/07/2009 WHMP WHEAT Mini-sized (Pit Session) Future 13/10/1992 WHTC WHEAT Soft Red Winter (Combined Session) Future 21/04/1998 WHTE WHEAT Soft Red Winter (ECBT Session) Future 25/08/2000 WHTP WHEAT Soft Red Winter (Pit Session) Future 1/04/1968 WHEAT2-S WHEAT Soft Red Winter Index Index 4/04/1975 Note: The History date is the earliest data available for this future or index
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