New York BOT Futures & Indexes
New York Board of Trade Individual Futures Code Structure An individual Coffee future contract looks like this: COFD09C. COF = This represents the code for Coffee. D = This indicates that this future is traded on the Day session. Other sessions may include: E = Electronic; C = Combine and G = Globex. 09C = This represents the contract date, in this case 'December 2009'. The '09' indicates the year - 2009 whilst 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 Coffee has the code COFDCDVOL. 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 Coffee has the code COFDTTL. 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. Coffee trades the contract months of March; May; July; September & December. It therefore has 5 Gann contracts with the codes: COFDC3MAR; COFDC5MAY; COFDC7JUL; COFDC9SEP & COFDCCDEC. These contracts include data traded only in their contract months making the COFDC3MAR 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 XACD Australian Dollar/Canadian Dollar Cross Rate (Day Session) Future 1/03/2001 AUD-CAD Australian Dollar/Canadian Dollar Cross Rate Index Index 15/07/2009 XAJD Australian Dollar/Japanese Yen Cross Rate (Day Session) Future 1/03/2001 AUD-JPY Australian Dollar/Japanese Yen Cross Rate Index Index 15/07/2009 XAND Australian Dollar/New Zealand Dollar Cross Rate (Day Session) Future 22/02/2001 AUD-NZD Australian Dollar/New Zealand Dollar Cross Rate Index Index 15/07/2009 BRREAL BRAZILIAN Real Index Index 15/07/2009 XGAD BRITISH Pound/Australian Dollar Cross Rate (Day Session) Future 15/07/2009 GBP-AUD BRITISH Pound/Australian Dollar Cross Rate Index Index 15/07/2009 XGCD BRITISH Pound/Canadian Dollar Cross Rate (Day Session) Future 15/07/2009 GBP-CAD BRITISH Pound/Canadian Dollar Cross Rate Index Index 15/07/2009 XGJD BRITISH Pound/Japanese Yen Cross Rate (Day Session) Future 1/03/2001 GBP-JPY BRITISH Pound/Japanese Yen Cross Rate Index Index 15/07/2009 XGWD BRITISH Pound/New Zealand Dollar Cross Rate (Day Session) Future 15/07/2009 GBP-NZD BRITISH Pound/New Zealand Dollar Cross Rate Index Index 15/07/2009 XGND BRITISH Pound/Norwegian Krone Cross Rate (Day Session) Future 15/07/2009 GBP-NOK BRITISH Pound/Norwegian Krone Cross Rate Index Index 15/07/2009 XGRD BRITISH Pound/Sth African Rand Cross Rate (Day Session) Future 15/07/2009 GBP-ZAR BRITISH Pound/Sth African Rand Cross Rate Index Index 15/07/2009 XGKD BRITISH Pound/Swedish Krona Cross Rate (Day Session) Future 15/07/2009 GBP-SEK BRITISH Pound/Swedish Krona Cross Rate Index Index 15/07/2009 XGSD BRITISH Pound/Swiss Franc Cross Rate (Day Session) Future 22/02/2001 GBP-CHF BRITISH Pound/Swiss Franc Cross Rate Index Index 15/07/2009 SGUD BRITISH Pound/US Dollar Cross Rate (Day Session) Future 14/07/2004 GBP-USD BRITISH Pound/US Dollar Cross Rate Index Index 15/07/2009 XCJD CANADIAN Dollar/Japanese Yen Cross Rate (Day Session) Future 1/03/2001 CAD-JPY CANADIAN Dollar/Japanese Yen Cross Rate Index Index 15/07/2009 CCMD COCOA Ivory Coast (Day Session) Future 19/12/1979 COCOA COCOA Ivory Coast Index Index 2/01/1986 COFD COFFEE Arabica (Day Session) Future 17/08/1973 COFFEE COFFEE Arabica Index Index 15/07/2009 CTND COTTON No.2 (Day Session) Future 22/08/1972 COTTON COTTON No.2 Index Index 2/06/1969 CRB-CCI CRB Continuous Commodity Index Index 15/07/2009 CCCD CRB Continuous Commodity Index (Day Session) Future 15/07/2009 CRB-FUT CRB Futures Index Index 15/07/2009 CFUD CRB Futures Index (Day Session) Future 15/07/2009 CRB-NEE CRB NonEnergy Excess Index Index 15/07/2009 CRB-NET CRB NonEnergy Total Index Index 15/07/2009 CRB-TTR CRB Total Return Index Index 15/07/2009 MEUD E-Micro Euro/US Dollar (Day Session) Future 22/02/2001 ERFD EURO Futures (Day Session) Future 15/07/2009 EUROFUT EURO Futures Index Index 15/07/2009 EUROIDX EURO Index Index 15/07/2009 ERID EURO Index (Day Session) Future 15/07/2009 XEAD Euro/Australian Dollar Cross Rate (Day Session) Future 14/07/2004 EUR-AUD Euro/Australian Dollar Cross Rate Index Index 15/07/2009 XEGD Euro/British Pound Cross Rate 11:30 NY Forex (Day Session) Future 22/02/2001 EUR-GBP Euro/British Pound Cross Rate 11:30 NY Forex Index Index 15/07/2009 XECD Euro/Canadian Dollar Cross Rate (Day Session) Future 1/03/2001 EUR-CAD Euro/Canadian Dollar Cross Rate Index Index 15/07/2009 XEZD Euro/Czech Koruna Cross Rate (Day Session) Future 14/07/2004 EUR-CZK Euro/Czech Koruna Cross Rate Index Index 15/07/2009 XEHD Euro/Hungarian Forint Cross Rate (Day Session) Future 14/07/2004 EUR-HUF Euro/Hungarian Forint Cross Rate Index Index 15/07/2009 XEJD Euro/Japanese Yen Cross Rate 11:30 NY Forex (Day Session) Future 22/02/2001 EUR-YEN Euro/Japanese Yen Cross Rate 11:30 NY Forex Index Index 4/01/1999 XEND Euro/Norwegian Krone Cross Rate (Day Session) Future 22/02/2001 EUR-NOK Euro/Norwegian Krone Cross Rate Index Index 15/07/2009 XERD Euro/Sth African Rand Cross Rate (Day Session) Future 15/07/2009 EUR-ZAR Euro/Sth African Rand Cross Rate Index Index 15/07/2009 XESD Euro/Swedish Krona Cross Rate (Day Session) Future 22/02/2001 EUR-SEK Euro/Swedish Krona Cross Rate Index Index 15/07/2009 XEFD Euro/Swiss Franc Cross Rate (Day Session) Future 22/02/2001 EUR-CHF Euro/Swiss Franc Cross Rate Index Index 15/07/2009 XWJD NEW ZEALAND Dollar/Japanese Yen Cross Rate (Day Session) Future 15/07/2009 NZD-JPY NEW ZEALAND Dollar/Japanese Yen Cross Rate Index Index 15/07/2009 XNJD Norwegian Krone/Japanese Yen Cross Rate (Day Session) Future 15/07/2009 NOK-JPY Norwegian Krone/Japanese Yen Cross Rate Index Index 15/07/2009 XNSD Norwegian Krone/Swedish Krona Cross Rate (Day Session) Future 14/07/2004 NOK-SEK Norwegian Krone/Swedish Krona Cross Rate Index Index 15/07/2009 NYCD NYSE Composite (Day Session) Future 15/07/2009 NYSECOMP NYSE Composite Index Index 5/02/2003 OJFD ORANGE JUICE Frozen Concentrated (Day Session) Future 22/08/1972 RUS1000G RUSSELL 1000 Growth Index Index 15/07/2009 RUS1000 RUSSELL 1000 Index Index 15/07/2009 RUS1000M RUSSELL 1000 Mini Index Index 15/07/2009 R1MD RUSSELL 1000 Mini Index (Day Session) Future 15/07/2009 RUS1000V RUSSELL 1000 Value Index Index 15/07/2009 RUS2000G RUSSELL 2000 Growth Index Index 15/07/2009 RUS2000 RUSSELL 2000 Index Index 15/07/2009 RUS2000M RUSSELL 2000 Mini Index Index 15/07/2009 R2MD RUSSELL 2000 Mini Index (Day Session) Future 12/09/2008 RUS2000V RUSSELL 2000 Value Index Index 15/07/2009 RUS2500 RUSSELL 2500 Index Index 15/07/2009 RUS3000 RUSSELL 3000 Index Index 15/07/2009 S11D SUGAR No.11 (Day Session) Future 4/10/1971 SUGAR-11 SUGAR No.11 Index Index 15/07/2009 S16D SUGAR No.16 (Day Session) Future 15/07/2009 XSYD Swedish Krona/Japanese Yen Cross Rate (Day Session) Future 15/07/2009 SEK-JPY Swedish Krona/Japanese Yen Cross Rate Index Index 15/07/2009 XSJD Swiss Franc/Japanese Yen Cross Rate (Day Session) Future 1/03/2001 CHF-JPY Swiss Franc/Japanese Yen Cross Rate Index Index 15/07/2009 USDOLLAR UNITED STATES Dollar Index Index 20/11/1985 USID UNITED STATES Dollar Index (Day Session) Future 2/03/1992 XUAD US Dollar/Australian Dollar Cross Rate (Day Session) Future 22/02/2001 AUDOLLAR US Dollar/Australian Dollar Cross Rate Index Index 15/07/2009 XUCD US Dollar/Canadian Dollar Cross Rate (Day Session) Future 15/07/2009 USD-CAD US Dollar/Canadian Dollar Cross Rate Index Index 15/07/2009 XUZD US Dollar/Czech Koruna Cross Rate (Day Session) Future 15/07/2009 USD-CZK US Dollar/Czech Koruna Cross Rate Index Index 15/07/2009 XUHD US Dollar/Hungarian Forint Cross Rate (Day Session) Future 15/07/2009 USD-HUF US Dollar/Hungarian Forint Cross Rate Index Index 15/07/2009 SUJD US Dollar/Japanese Yen Cross Rate (Day Session) Future 14/07/2004 USD-JPY US Dollar/Japanese Yen Cross Rate Index Index 15/07/2009 XUWD US Dollar/New Zealand Dollar Cross Rate (Day Session) Future 1/03/2001 NZDOLLAR US Dollar/New Zealand Dollar Cross Rate Index Index 15/07/2009 XUND US Dollar/Norwegian Krone Cross Rate (Day Session) Future 15/07/2009 USD-NOK US Dollar/Norwegian Krone Cross Rate Index Index 15/07/2009 XURD US Dollar/Sth African Rand Cross Rate (Day Session) Future 14/07/2004 USD-ZAR US Dollar/Sth African Rand Cross Rate Index Index 15/07/2009 XUSD US Dollar/Swedish Krona Cross Rate (Day Session) Future 15/07/2009 USD-SEK US Dollar/Swedish Krona Cross Rate Index Index 15/07/2009 XUFD US Dollar/Swiss Franc Cross Rate (Day Session) Future 15/07/2009 USD-CHF US Dollar/Swiss Franc Cross Rate Index Index 15/07/2009 Note: The History date is the earliest data available for this future or index
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