Chicago Mercantile Futures & Indices
Chicago Mercantile Individual Futures Code Structure An individual Australian Dollar future contract looks like this: $ADD116. $AD = This represents the code for Australian Dollar. D = This indicates that this future is traded on a Day session. Other sessions include: G = Globex; O = OTC Clearing and T = CME ClearPort. 116 = This represents the contract date, in this case 'June 2011'. The '6' indicates the year - 2011 whilst the '6' indicates the month - June. January to September are 1 to 9 whilst October to December are A to C. A continuous contract for the Australian Dollar has the code $ADDCDVOL. The first three characters are the future's code, the 'D' 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 Australian Dollar has the code $ADDTTL. The first three characters are the future's code, the 'D' 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. The Australian Dollar trades the contract months of March; June; September & December. It therefore has 4 Gann contracts with the codes: $ADDC3MAR; $ADDC6JUN; $ADDC9SEP & $ADDCCDEC. These contracts include data traded only in their contract months making the $ADDC3MAR 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 1LIC 1-Month LONDON Interbank Rate Euro (Combined Session) Future 5/04/1990 1LID 1-Month LONDON Interbank Rate Euro (Day Session) Future 5/04/1990 1LIG 1-Month LONDON Interbank Rate Euro (Globex Session) Future 25/08/1992 OISG 3-Month (OIS) Swaps (Globex Session) Future 15/07/2009 A-CC AUSSIE Dollar/CANADIAN Dollar Cross Rate (Combined Session) Future 15/07/2009 A-CG AUSSIE Dollar/CANADIAN Dollar Cross Rate (Globex Session) Future 15/07/2009 A-JC AUSSIE Dollar/JAPANESE Yen Cross Rate (Combined Session) Future 15/07/2009 A-JG AUSSIE Dollar/JAPANESE Yen Cross Rate (Globex Session) Future 15/07/2009 A-NC AUSSIE Dollar/NEW ZEALAND Dollar Cross Rate (Combined Session) Future 15/07/2009 A-NG AUSSIE Dollar/NEW ZEALAND Dollar Cross Rate (Globex Session) Future 15/07/2009 AUMG AUSSIE Dollar/US Dollar E-Micro (Globex Session) Future 15/07/2009 $ADC AUSTRALIAN Dollar/US Dollar (Combined Session) Future 13/01/1987 $ADD AUSTRALIAN Dollar/US Dollar (Day Session) Future 13/01/1987 $ADG AUSTRALIAN Dollar/US Dollar (Globex Session) Future 29/07/1992 AUSSIE$ Australian Dollar/US Dollar Cross Rate Index Index 10/02/1986 LEAG BARCLAYS US Aggregate Bond (Globex Session) Future 15/07/2009 $BRC BRAZILIAN Real/US Dollar (Combined Session) Future 15/07/2009 $BRD BRAZILIAN Real/US Dollar (Day Session) Future 8/11/1995 $BRG BRAZILIAN Real/US Dollar (Globex Session) Future 15/07/2009 BR-REAL BRAZILIAN Real/US Dollar Index Index 15/07/2009 GB-POUND BRITISH Pound Index Index 1/07/1977 G-JC BRITISH Pound/JAPANESE Yen Cross Rate (Combined Session) Future 15/07/2009 G-JG BRITISH Pound/JAPANESE Yen Cross Rate (Globex Session) Future 15/07/2009 G-SC BRITISH Pound/SWISS Franc Cross Rate (Combined Session) Future 15/07/2009 G-SG BRITISH Pound/SWISS Franc Cross Rate (Globex Session) Future 15/07/2009 $BPC BRITISH Pound/US Dollar (Combined Session) Future 13/02/1975 $BPD BRITISH Pound/US Dollar (Day Session) Future 13/02/1975 $BPG BRITISH Pound/US Dollar (Globex Session) Future 13/07/1992 GUMG BRITISH Pound/US Dollar E-Micro (Globex Session) Future 15/07/2009 BUSC BUTTER Cash-Settled (Combined Session) Future 15/07/2009 BUSG BUTTER Cash-Settled (Globex Session) Future 15/07/2009 BUTD BUTTER Grade AA (Day Session) Future 16/10/1997 BUTTERAA BUTTER Grade AA Index Index 15/07/2009 BUTTER BUTTER Index Index 15/07/2009 CANADA$ CANADIAN Dollar Index Index 1/07/1977 C-JC CANADIAN Dollar/JAPANESE Yen Cross Rate (Combined Session) Future 15/07/2009 C-JG CANADIAN Dollar/JAPANESE Yen Cross Rate (Globex Session) Future 15/07/2009 $CDC CANADIAN Dollar/US Dollar (Combined Session) Future 17/01/1977 $CDD CANADIAN Dollar/US Dollar (Day Session) Future 7/11/1977 $CDG CANADIAN Dollar/US Dollar (Globex Session) Future 16/07/1992 FDCC CATTLE Feeder (Combined Session) Future 15/07/2009 FDCD CATTLE Feeder (Day Session) Future 3/06/1976 FDCG CATTLE Feeder (Globex Session) Future 21/10/2008 FEEDCTL CATTLE Feeder Index Index 15/04/1991 LVCC CATTLE Live USDA (Combined Session) Future 15/07/2009 LVCD CATTLE Live USDA (Day Session) Future 23/02/1976 LVCG CATTLE Live USDA (Globex Session) Future 21/10/2008 LIVESTR CATTLE Live USDA Index Index 3/01/1990 CHEESE-B CHEESE Barrels Index Index 15/07/2009 CHEESE-K CHEESE Blocks Index Index 15/07/2009 R-EG CHINA Renminbi/EURO Cross Rate (Globex Session) Future 15/07/2009 R-JG CHINA Renminbi/JAPANESE Yen Cross Rate (Globex Session) Future 15/07/2009 $RMG CHINESE Renminbi/US Dollar (Globex Session) Future 15/07/2009 CMXC CME$INDEX (Combined Session) Future 15/07/2009 CMXG CME$INDEX (Globex Session) Future 15/07/2009 CME-INDX CME$INDEX Index Index 15/07/2009 $CZC CZECH Koruna/US Dollar (Combined Session) Future 15/07/2009 $CZG CZECH Koruna/US Dollar (Globex Session) Future 15/07/2009 DWYC Dry WHEY (Combined Session) Future 15/07/2009 DWYG Dry WHEY (Globex Session) Future 15/07/2009 EUFC EURO FX (Combined Session) Future 4/01/1999 EUFD EURO FX (Day Session) Future 4/01/1999 EUFG EURO FX [USD] (Globex Session) Future 4/01/1999 EMFG EURO FX E-Mini (Globex Session) Future 7/11/2003 EURO EURO FX Index Index 11/01/1999 E-AC EURO FX/AUSSIE Dollar Cross Rate (Combined Session) Future 15/07/2009 E-AG EURO FX/AUSSIE Dollar Cross Rate (Globex Session) Future 15/07/2009 E-GC EURO FX/BRITISH Pound Cross Rate (Combined Session) Future 15/07/2009 E-GG EURO FX/BRITISH Pound Cross Rate (Globex Session) Future 7/11/2003 E-CC EURO FX/CANADIAN Dollar Cross Rate (Combined Session) Future 15/07/2009 E-CG EURO FX/CANADIAN Dollar Cross Rate (Globex Session) Future 15/07/2009 E-ZC EURO FX/CZECH Koruna Cross Rate (Combined Session) Future 15/07/2009 E-ZG EURO FX/CZECH Koruna Cross Rate (Globex Session) Future 15/07/2009 E-HC EURO FX/HUNGARY Forint Cross Rate (Combined Session) Future 15/07/2009 E-HG EURO FX/HUNGARY Forint Cross Rate (Globex Session) Future 15/07/2009 EURX-HUF EURO FX/HUNGARY Forint Cross Rate Index Index 15/07/2009 E-JC EURO FX/JAPANESE Yen Cross Rate (Combined Session) Future 15/07/2009 E-JG EURO FX/JAPANESE Yen Cross Rate (Globex Session) Future 7/11/2003 E-NC EURO FX/NORWEGIAN Krone Cross Rate (Combined Session) Future 15/07/2009 E-NG EURO FX/NORWEGIAN Krone Cross Rate (Globex Session) Future 15/07/2009 E-PC EURO FX/POLISH Zloty Cross Rate (Combined Session) Future 15/07/2009 E-PG EURO FX/POLISH Zloty Cross Rate (Globex Session) Future 15/07/2009 E-KC EURO FX/SWEDISH Krona Cross Rate (Combined Session) Future 15/07/2009 E-KG EURO FX/SWEDISH Krona Cross Rate (Globex Session) Future 15/07/2009 E-SC EURO FX/SWISS Franc Cross Rate (Combined Session) Future 15/07/2009 E-SG EURO FX/SWISS Franc Cross Rate (Globex Session) Future 15/07/2009 EM5G EURODOLLAR 5-Year Bundle E-Mini (Globex Session) Future 15/07/2009 EMEG EURODOLLAR E-Mini (Globex Session) Future 15/07/2009 $EDC EURODOLLAR/US Dollar (Combined Session) Future 1/02/1982 $EDD EURODOLLAR/US Dollar (Day Session) Future 1/02/1982 $EDG EURODOLLAR/US Dollar (Globex Session) Future 18/08/1992 ETBG EUROYEN Tibor 3-Month (Globex Session) Future 15/07/2009 ETBC EUROYEN Tibor 3-Month (Combined Session) Future 15/07/2009 ETBD EUROYEN Tibor 3-Month (Day Session) Future 12/04/1996 EZHC Eurozone HICP (Combined Session) Future 15/07/2009 EZHG Eurozone HICP (Globex Session) Future 15/07/2009 SPFG Financial SPCTR (Globex Session) Future 15/07/2009 SPCTR-FN Financial SPCTR Index Index 15/07/2009 $HUC HUNGARIAN Forint/US Dollar (Combined Session) Future 15/07/2009 $HUG HUNGARIAN Forint/US Dollar (Globex Session) Future 15/07/2009 HU-FORNT HUNGARIAN Forint/US Dollar Index Index 15/07/2009 IR2G iShares RUSSELL 2000 Index Fund (Globex Session) Future 15/07/2009 $ILG ISRAELI Shekel/US Dollar (Globex Session) Future 15/07/2009 IL-SHEKL ISRAELI Shekel/US Dollar Index Index 15/07/2009 JPBG JAPANESE Bond (Globex Session) Future 15/07/2009 EMYG JAPANESE Yen E-Mini (Globex Session) Future 7/11/2003 $JYC JAPANESE Yen/US Dollar (Combined Session) Future 2/08/1976 $JYD JAPANESE Yen/US Dollar (Day Session) Future 2/08/1976 $JYG JAPANESE Yen/US Dollar (Globex Session) Future 26/06/1992 JAP-YEN JAPANESE Yen/US Dollar Index Index 1/07/1977 $KWG KOREAN Won/US Dollar (Globex Session) Future 15/07/2009 LHGC Lean HOGS (Combined Session) Future 15/07/2009 LHGD Lean HOGS (Day Session) Future 25/06/1969 LHGG Lean HOGS (Globex Session) Future 21/10/2008 LEANHOG Lean HOGS Index Index 2/11/1995 LUMC LUMBER Random Length (Combined Session) Future 15/07/2009 LUMD LUMBER Random Length (Day Session) Future 16/11/1972 LUMG LUMBER Random Length (Globex Session) Future 15/07/2009 $MPC MEXICAN Peso/US Dollar (Combined Session) Future 21/04/1998 $MPD MEXICAN Peso/US Dollar (Day Session) Future 25/04/1995 $MPG MEXICAN Peso/US Dollar (Globex Session) Future 28/02/1996 MEX-PESO MEXICAN Peso/US Dollar Index Index 25/04/1995 FMKC MILK Class III (Combined Session) Future 15/07/2009 FMKD MILK Class III (Day Session) Future 16/10/1997 FMKG MILK Class III (Globex Session) Future 15/07/2009 FMVC MILK Class IV (Combined Session) Future 15/07/2009 FMVD MILK Class IV (Day Session) Future 15/07/2009 MILK-A MILK Grade A Index Index 15/07/2009 MILK-EXT MILK Grade Extra Index Index 15/07/2009 MEAG MSCI EAFE E-Mini (Globex Session) Future 15/07/2009 MSCI-EAF MSCI EAFE E-Mini Index Index 15/07/2009 MEMG MSCI Emerging Markets Index E-Mini (Globex Session) Future 15/07/2009 MSCI-EMI MSCI Emerging Markets Index E-Mini Index Index 15/07/2009 NASDQ100 NASDAQ 100 Composite Stock Index Index 28/06/1996 N1SC NASDAQ 100 Composite Stock Index (Combined Session) Future 13/07/2001 N1SD NASDAQ 100 Composite Stock Index (Day Session) Future 10/04/1996 EN1G NASDAQ 100 E-Mini (Globex Session) Future 21/06/1999 NASDE100 NASDAQ 100 E-Mini Index Index 15/07/2009 ENBG NASDAQ Biotech E-Mini (Globex Session) Future 15/07/2009 NASDEBIO NASDAQ Biotech E-Mini Index Index 15/07/2009 ENCG NASDAQ Composite E-Mini (Globex Session) Future 15/07/2009 NASDECOM NASDAQ Composite E-Mini Index Index 15/07/2009 NZ-DOLLR NEW ZEALAND Dollar Index Index 15/07/2009 $NZC NEW ZEALAND Dollar/US Dollar (Combined Session) Future 15/07/2009 $NZD NEW ZEALAND Dollar/US Dollar (Day Session) Future 30/07/1998 $NZG NEW ZEALAND Dollar/US Dollar (Globex Session) Future 15/07/2009 N2AC NIKKEI 225 Stock Average (Combined Session) Future 15/07/2009 N2AD NIKKEI 225 Stock Average (Day Session) Future 15/07/2009 N2AG NIKKEI 225 Stock Average (Globex Session) Future 25/09/1990 N2YG NIKKEI 225 Stock Average [JPY] (Globex Session) Future 15/07/2009 NFPG NONFARM Payroll (Globex Session) Future 15/07/2009 NMCC Nonfat Dry MILK Cash Settled (Combined Session) Future 15/07/2009 NMCG Nonfat Dry MILK Cash Settled (Globex Session) Future 15/07/2009 NMDG Nonfat Dry MILK Deliverable (Globex Session) Future 15/07/2009 U-NG NORWEGIAN Krone (Globex Session) Future 22/07/2004 NYS-TICK NYSE Tick Index Index 15/07/2009 NYS-TRIN NYSE Trin Index Index 15/07/2009 PL-ZLOTY POLISH Zloty Index Index 15/07/2009 $PNC POLISH Zloty/US Dollar (Combined Session) Future 15/07/2009 $PNG POLISH Zloty/US Dollar (Globex Session) Future 15/07/2009 PBFC PORK Bellies Frozen (Combined Session) Future 15/07/2009 PBFD PORK Bellies Frozen (Day Session) Future 18/03/1969 PBFG PORK Bellies Frozen (Globex Session) Future 15/07/2009 PORKBELS PORK Bellies Frozen Index Index 2/06/1969 PWQG PowerShares QQQ (Globex Session) Future 15/07/2009 PHWC PULP Hardwood (Combined Session) Future 15/07/2009 PHWG PULP Hardwood (Globex Session) Future 15/07/2009 PSWG PULP Softwood (Globex Session) Future 15/07/2009 RU-RUBLE RUSSIAN Ruble Index Index 15/07/2009 $RUC RUSSIAN Ruble/US Dollar (Combined Session) Future 14/10/2004 $RUD RUSSIAN Ruble/US Dollar (Day Session) Future 6/09/2000 $RUG RUSSIAN Ruble/US Dollar (Globex Session) Future 25/10/2004 S&P100 S&P 100 OEX Index Index 20/02/1991 S&P1000 S&P 1000 Index Index 15/07/2009 S&P400 S&P 400 MidCap Index Index 13/02/1992 S4MC S&P 400 MidCap Index (Combined Session) Future 1/06/1994 S4MD S&P 400 MidCap Index (Day Session) Future 13/02/1992 EMSG S&P 500 [EUR] E-Mini (Globex Session) Future 15/07/2009 SBGG S&P 500 Citigroup Growth (Globex Session) Future 14/12/1995 S&P500CG S&P 500 Citigroup Growth Index Index 15/07/2009 SBVG S&P 500 Citigroup Value (Globex Session) Future 14/12/1995 S&P500CV S&P 500 Citigroup Value Index Index 15/07/2009 ES5G S&P 500 E-Mini (Globex Session) Future 9/09/1997 S&P500EM S&P 500 E-Mini Index Index 15/07/2009 S&P500EW S&P 500 Equal Weight Index Index 15/07/2009 S&P500 S&P 500 Stock Index Index 4/01/1960 S5IC S&P 500 Stock Index (Combined Session) Future 8/03/1994 S5ID S&P 500 Stock Index (Day Session) Future 21/04/1982 SA5G S&P Asia 50 E-Mini (Globex Session) Future 15/07/2009 S&PA50EM S&P Asia 50 E-Mini Index Index 15/07/2009 SPYC S&P Depositary Receipts SPDR (Combined Session) Future 15/07/2009 SPYG S&P Depositary Receipts SPDR (Globex Session) Future 15/07/2009 GSCI S&P Goldman Sachs Commodity Index Index 24/07/1992 GSIC S&P Goldman Sachs Commodity Index (Combined Session) Future 15/07/2009 GSID S&P Goldman Sachs Commodity Index (Day Session) Future 28/07/1992 GSIG S&P Goldman Sachs Commodity Index (Globex Session) Future 15/07/2009 GSCI-CS S&P GSCI Crude Swap Index Index 19/10/2009 GSCI-ER S&P GSCI Excess Return Index Index 15/07/2009 GSEG S&P GSCI Excess Return Index (Globex Session) Future 15/07/2009 GSCI-NG S&P GSCI Natural Gas ER Index Index 15/07/2009 E4MG S&P MidCap 400 E-Mini (Globex Session) Future 26/11/2002 S&P400EM S&P MidCap 400 E-Mini Index Index 15/07/2009 SS6C S&P SmallCap 600 (Combined Session) Future 15/07/2009 SS6G S&P SmallCap 600 (Globex Session) Future 26/11/2002 E6MG S&P SmallCap 600 E-Mini (Globex Session) Future 15/07/2009 S&P600EM S&P SmallCap 600 E-Mini Index Index 15/07/2009 S&P600 S&P SmallCap 600 Index Index 15/07/2009 HPI-BOST S&P/Case-Shiller Boston Home Price Index Index 15/07/2009 HBOG S&P/Case-Shiller Boston Home Price Index (Globex Session) Future 15/07/2009 HPI-CHIC S&P/Case-Shiller Chicago Home Price Index Index 15/07/2009 HCIG S&P/Case-Shiller Chicago Home Price Index (Globex Session) Future 15/07/2009 HPI-COMP S&P/Case-Shiller Composite Index Home Price Index Index 15/07/2009 HCXG S&P/Case-Shiller Composite Index Home Price Index (Globex Session) Future 15/07/2009 HPI-DENV S&P/Case-Shiller Denver Home Price Index Index 15/07/2009 HDEG S&P/Case-Shiller Denver Home Price Index (Globex Session) Future 15/07/2009 HPI-LASV S&P/Case-Shiller Las Vegas Home Price Index Index 15/07/2009 HLAG S&P/Case-Shiller Las Vegas Home Price Index (Globex Session) Future 15/07/2009 HPI-LOSA S&P/Case-Shiller Los Angeles Home Price Index Index 15/07/2009 HLOG S&P/Case-Shiller Los Angeles Home Price Index (Globex Session) Future 15/07/2009 HPI-MIAM S&P/Case-Shiller Miami Home Price Index Index 15/07/2009 HMIG S&P/Case-Shiller Miami Home Price Index (Globex Session) Future 15/07/2009 HPI-NEWY S&P/Case-Shiller New York Home Price Index Index 15/07/2009 HNMG S&P/Case-Shiller New York Home Price Index (Globex Session) Future 15/07/2009 HPI-SAND S&P/Case-Shiller San Diego Home Price Index Index 15/07/2009 HSDG S&P/Case-Shiller San Diego Home Price Index (Globex Session) Future 15/07/2009 HPI-SANF S&P/Case-Shiller San Francisco Home Price Index Index 15/07/2009 HSFG S&P/Case-Shiller San Francisco Home Price Index (Globex Session) Future 15/07/2009 HPI-WASH S&P/Case-Shiller Washington DC Home Price Index Index 15/07/2009 HWDG S&P/Case-Shiller Washington DC Home Price Index (Globex Session) Future 15/07/2009 $RAC SOUTH AFRICAN Rand/US Dollar (Combined Session) Future 14/10/2004 $RAD SOUTH AFRICAN Rand/US Dollar (Day Session) Future 7/11/2003 $RAG SOUTH AFRICAN Rand/US Dollar (Globex Session) Future 15/10/2004 SPCTR-EN SPCTR Energy Index Index 15/07/2009 SPCTR-TE SPCTR Technology Index Index 15/07/2009 STOW-EUR Stowe COAL [EUR] Index Index 15/07/2009 STOW-USD Stowe COAL [USD] Index Index 15/07/2009 U-SG SWEDISH Krona (Globex Session) Future 22/07/2004 SWISS-FR SWISS Franc Index Index 1/07/1977 S-JC SWISS Franc/JAPANESE Yen Cross Rate (Combined Session) Future 15/07/2009 S-JG SWISS Franc/JAPANESE Yen Cross Rate (Globex Session) Future 15/07/2009 $SFC SWISS Franc/US Dollar (Combined Session) Future 13/02/1975 $SFD SWISS Franc/US Dollar (Day Session) Future 13/02/1975 $SFG SWISS Franc/US Dollar (Globex Session) Future 14/07/1992 SPTG Technology SPCTR (Globex Session) Future 15/07/2009 TBXG TRAKRS BXY (Globex Session) Future 15/07/2009 BXY-TRAK TRAKRS BXY Index Index 15/07/2009 TPCG TRAKRS PIMCO CRR (Globex Session) Future 15/07/2009 PIM-TRAK TRAKRS PIMCO CRR Index Index 15/07/2009 TPSG TRAKRS PIMCO StockPLUS (Globex Session) Future 15/07/2009 PIM-PLUS TRAKRS PIMCO StockPLUS Index Index 15/07/2009 RITG TRAKRS ROGERS International (Globex Session) Future 14/03/2006 TR-LIRA TURKISH Lira Index Index 15/07/2009 E-LG TURKISH Lira/Euro (Globex Session) Future 15/07/2009 EURX-TRY TURKISH Lira/Euro Index Index 15/07/2009 $TRG TURKISH Lira/US Dollar (Globex Session) Future 15/07/2009 UCMG US Dollar/CANADIAN Dollar E-Micro (Globex Session) Future 15/07/2009 UJMG US Dollar/JAPANESE Yen E-Micro (Globex Session) Future 15/07/2009 USMG US Dollar/SWISS Franc E-Micro (Globex Session) Future 15/07/2009 XI2G XINHUA 25 E-Mini FTSE (Globex Session) Future 15/07/2009 XINHUA25 XINHUA 25 E-Mini FTSE Index Index 15/07/2009 Note: The History date is the earliest data available for this future or index
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