New York Mercantile Individual Futures Code Structure
An individual Cocoa future contract looks like this: COPD099.
COP = This represents the code for Cocoa.
D = This indicates that this future is traded on a Day session. Other sessions include: C = Combined; G = Globex & T = CME Clearport.
099 = This represents the contract date, in this case 'September 2009'. The '09' indicates the year - 2009 whilst the '9' indicates the month - September. January to September are 1 to 9 whilst October to December are A to C. A continuous contract for the Cocoa has the code COCGCDVOL. 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 Cocoa has the code COCGTTL. 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. Cocoa trades the contract months of March; May; July; September & December. It therefore has 5 Gann contracts with the codes: COCGC3MAR; COCGC5MAY; COCGC7JUL; COCGC9SEP & COCGCCDEC. These contracts include data traded only in their contract months making the COCGC3MAR 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 |
| ALUD | ALUMINIUM (Day Session) | Future | 26/06/2002 |
| ALUMINUM | ALUMINIUM Index | Index | 14/11/1986 |
| A09G | Annual NOX Emission Vintage 2009 (Globex Session) | Future | 15/07/2009 |
| A10G | Annual NOX Emission Vintage 2010 (Globex Session) | Future | 15/07/2009 |
| A11G | Annual NOX Emission Vintage 2011 (Globex Session) | Future | 15/07/2009 |
| BCDG | BRENT Crude Oil Financial (Globex Session) | Future | 15/07/2009 |
| BRENT | BRENT Crude Oil Financial Index | Index | 15/07/2009 |
| BCLG | BRENT Crude Oil Last Day (Globex Session) | Future | 8/09/2009 |
| CCEG | CARBON Certified Emission Reduction (Globex Session) | Future | 15/07/2009 |
| CEUG | CARBON European Union Allowance (Globex Session) | Future | 15/07/2009 |
| CCAD | COAL Central Appalachian (Day Session) | Future | 12/07/2001 |
| COCG | COCOA (Globex Session) | Future | 15/07/2009 |
| COFG | COFFEE (Globex Session) | Future | 15/07/2009 |
| CPEG | COLOMBIAN Peso (Globex Session) | Future | 15/07/2009 |
| CUEG | COPPER emiNY (Globex Session) | Future | 15/07/2009 |
| COPD | COPPER High Grade (Day Session) | Future | 29/07/1988 |
| COPPER | COPPER High Grade Index | Index | 4/01/1971 |
| COTG | COTTON No.2 (Globex Session) | Future | 15/07/2009 |
| CRUDE12 | CRUDE 12-Month Strip Index | Index | 15/07/2009 |
| CRUDE24 | CRUDE 24-Month Strip Index | Index | 15/07/2009 |
| CLBD | CRUDE OIL Backwardation/Contango (Day Session) | Future | 15/07/2009 |
| CLED | CRUDE OIL emiNY Light Sweet (Day Session) | Future | 7/11/2003 |
| CLOC | CRUDE OIL Light Sweet (Combined Session) | Future | 30/03/1983 |
| CLOD | CRUDE OIL Light Sweet (Day Session) | Future | 30/03/1983 |
| CLOG | CRUDE OIL Light Sweet (Globex Session) | Future | 15/07/2009 |
| CRUDE | CRUDE OIL Light Sweet Index | Index | 10/01/1983 |
| CLMD | CRUDE OIL MACI (Day Session) | Future | 15/07/2009 |
| COSD | CRUDE OIL Sour Gulf Coast (Day Session) | Future | 8/12/2009 |
| COSG | CRUDE OIL Sour Gulf Coast (Globex Session) | Future | 26/01/2010 |
| DGCD | DIESEL ULSD Gulf Coast (Day Session) | Future | 15/07/2009 |
| DNHD | DIESEL ULSD NY Harbour (Day Session) | Future | 15/07/2009 |
| ESCT | ETHANOL Chicago Platts Swaps (CME Clearport) | Future | 15/07/2009 |
| ESNT | ETHANOL New York Platts Swaps (CME Clearport) | Future | 15/07/2009 |
| EPNG | ETHANOL Physical (Globex Session) | Future | 15/07/2009 |
| SFOG | FUEL OIL Singapore 380cst (Globex Session) | Future | 15/07/2009 |
| GASULPRM | GAS Unleaded Premium Index | Index | 2/10/1989 |
| GGCD | GASOLINE Gulf Coast (Day Session) | Future | 15/07/2009 |
| GLDD | GOLD (Day Session) | Future | 31/12/1974 |
| GLAG | GOLD Asian (Globex Session) | Future | 15/07/2009 |
| GLEG | GOLD emiNY (Globex Session) | Future | 15/07/2009 |
| GOLD-HH | GOLD Handy & Harman Index | Index | 2/06/1969 |
| GLKG | GOLD Kilo E-mini (Globex Session) | Future | 15/07/2009 |
| HTMG | HEATING Oil emiNY (Globex Session) | Future | 2/02/2007 |
| HTOC | HEATING Oil No.2 (Combined Session) | Future | 6/03/1979 |
| HTOD | HEATING Oil No.2 (Day Session) | Future | 6/03/1979 |
| HTOG | HEATING Oil No.2 (Globex Session) | Future | 15/07/2009 |
| HEATOIL | HEATING Oil No.2 Index | Index | 27/09/1979 |
| HTCG | HEATING Oil-Crude (Globex Session) | Future | 15/07/2009 |
| NGLD | NATURAL Gas (Last-day) Financial Futures (Day Session) | Future | 15/07/2009 |
| NGSD | NATURAL Gas (Penultimate) Financial Futures (Day Session) | Future | 15/07/2009 |
| NATGAS12 | NATURAL Gas 12-Month Strip Index | Index | 15/07/2009 |
| NATGAS24 | NATURAL Gas 24-Month Strip Index | Index | 15/07/2009 |
| NGED | NATURAL Gas E-Mini Henry Hub (Day Session) | Future | 7/11/2003 |
| NGHD | NATURAL Gas Henry Hub (Day Session) | Future | 3/04/1990 |
| NATGAS | NATURAL Gas Henry Hub Index | Index | 1/11/1993 |
| PALD | PALLADIUM Industrial Engelhard (Day Session) | Future | 1/11/1982 |
| PALADIUM | PALLADIUM Industrial Engelhard Index | Index | 9/06/1987 |
| PAAG | PALLADUM Asian (Globex Session) | Future | 15/07/2009 |
| PJFT | PJM Monthly Off Peak Electricity (CME Clearport) | Future | 15/07/2009 |
| PJNT | PJM Monthly On Peak Electricity (CME Clearport) | Future | 15/07/2009 |
| PLAG | PLATINUM Asian (Globex Session) | Future | 15/07/2009 |
| PLTD | PLATINUM Industrial Engelhard (Day Session) | Future | 22/08/1972 |
| PLATNM-E | PLATINUM Industrial Engelhard Index | Index | 9/06/1987 |
| POET | POLYETHYLENE (CME Clearport) | Future | 15/07/2009 |
| POPT | POLYPROPYLENE (CME Clearport) | Future | 15/07/2009 |
| PGSD | PROPANE (OPIS) Swaps Mt Belvieu (Day Session) | Future | 5/10/2009 |
| PGLD | PROPANE Gas Liquefied (Day Session) | Future | 21/08/1987 |
| PROPANE | PROPANE Gas Liquefied Index | Index | 1/02/1983 |
| GUEG | RBOB Gasoline emiNY (Globex Session) | Future | 15/07/2009 |
| RBOC | RBOB Reform Blend Gasoline NY Harbor (Combined Session) | Future | 10/03/2009 |
| RBOD | RBOB Reform Blend Gasoline NY Harbor (Day Session) | Future | 25/09/2006 |
| RBOG | RBOB Reform Blend Gasoline NY Harbor (Globex Session) | Future | 15/07/2009 |
| RBOB | RBOB Reform Blend Gasoline NY Harbor Index | Index | 20/01/2004 |
| RBCG | RBOB-Crude (Globex Session) | Future | 15/07/2009 |
| RGGG | Regional Greenhouse Gas Initiative CO2 (Globex Session) | Future | 15/07/2009 |
| REBC | RUSSIAN Export Crude Oil - REBCO (Combined Session) | Future | 15/07/2009 |
| REBD | RUSSIAN Export Crude Oil - REBCO (Day Session) | Future | 15/07/2009 |
| REBG | RUSSIAN Export Crude Oil - REBCO (Globex Session) | Future | 15/07/2009 |
| S09G | Seasonal NOX Emission Vintage 2009 (Globex Session) | Future | 15/07/2009 |
| S10G | Seasonal NOX Emission Vintage 2010 (Globex Session) | Future | 15/07/2009 |
| S11G | Seasonal NOX Emission Vintage 2011 (Globex Session) | Future | 15/07/2009 |
| S12G | Seasonal NOX Emission Vintage 2012 (Globex Session) | Future | 15/07/2009 |
| SILD | SILVER (Day Session) | Future | 29/07/1971 |
| SIMG | SILVER 1000oz E-mini (Globex Session) | Future | 15/07/2009 |
| SIEG | SILVER emiNY (Globex Session) | Future | 15/07/2009 |
| SILVERHH | SILVER Handy & Harman Index | Index | 2/06/1969 |
| STLG | STEEL US Midwest Domestic Hot-Rolled Coil (Globex Session) | Future | 15/07/2009 |
| SUGG | SUGAR No.11 (Globex Session) | Future | 15/07/2009 |
| SO2G | Sulfur Dioxide (SO2) Emissions (Globex Session) | Future | 15/07/2009 |
| URAG | URANIUM (Globex Session) | Future | 15/07/2009 |
| Note: The History date is the earliest data available for this future or index | |||