New York Mercantile Futures & Indexes
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 BDFT Biodiesel FAME 0 (Argus) FOB Rotterdam Swap (CME Clearport) Future 06/04/2010 BDRT Biodiesel RME (Argus) FOB Rotterdam Swap (CME Clearport) Future 06/04/2010 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 08/09/2009 CCEG CARBON Certified Emission Reduction (Globex Session) Future 15/07/2009 CARG CARBON Climate Action Reserve (Globex Session) Future 30/03/2010 CEDG CARBON Daily European Union Allowance (Globex Session) Future 29/10/2010 CEUG CARBON European Union Allowance (Globex Session) Future 15/07/2009 CCDG CARBON In Delivery Month Certified Emission Reduction (Globex Session) Future 31/03/2010 CEMG CARBON In Delivery Month European Union Allowance (Globex Session) Future 30/03/2010 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 04/01/1971 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 07/11/2003 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 REBC CRUDE OIL Russian Export - REBCO (Combined Session) Future 15/07/2009 REBD CRUDE OIL Russian Export - REBCO (Day Session) Future 15/07/2009 REBG CRUDE OIL Russian Export - REBCO (Globex Session) Future 15/07/2009 COSC CRUDE OIL Sour Gulf Coast (Combined Session) Future 26/01/2010 COSD CRUDE OIL Sour Gulf Coast (Day Session) Future 08/12/2009 COSG CRUDE OIL Sour Gulf Coast (Globex Session) Future 26/01/2010 CRUDE-VX CRUDE Oil Volatility Index Index 19/10/2010 COVG CRUDE OIL Volatility Index (Globex Session) Future 19/10/2010 DGCD DIESEL ULSD Gulf Coast (Day Session) Future 15/07/2009 DNHD DIESEL ULSD NY Harbour (Day Session) Future 15/07/2009 ETET Ethanol (Platts) T1 FOB Rotterdam excluding Duty Swap (CME Clearport) Future 17/05/2010 ETIT Ethanol (Platts) T2 FOB Rotterdam including Duty Swap (CME Clearport) Future 17/05/2010 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 BDIT FAME 0 Biodiesel (Argus) FOB Rotterdam vs ICE Gasoil Spread Swap (CME Clearport) Future 17/05/2010 NGLD GAS Natural (Last-day) Financial Futures (Day Session) Future 15/07/2009 NGSD GAS Natural (Penultimate) Financial Futures (Day Session) Future 15/07/2009 NATGAS12 GAS Natural 12-Month Strip Index Index 15/07/2009 NATGAS24 GAS Natural 24-Month Strip Index Index 15/07/2009 NGED GAS Natural E-Mini Henry Hub (Day Session) Future 07/11/2003 NGHD GAS Natural Henry Hub (Day Session) Future 03/04/1990 NATGAS GAS Natural Henry Hub Index Index 01/11/1993 GASULPRM GAS Unleaded Premium Index Index 02/10/1989 GGCD GASOLINE Gulf Coast (Day Session) Future 15/07/2009 GLDD GOLD (Day Session) Future 31/12/1974 GLMG GOLD E-Micro (Globex Session) Future 01/10/2010 GLEG GOLD emiNY (Globex Session) Future 15/07/2009 GOLD-HH GOLD Handy & Harman Index Index 02/06/1969 GLKG GOLD Kilo E-mini (Globex Session) Future 15/07/2009 GOLD-VIX GOLD Volatility Index Index 19/10/2010 GLVG GOLD Volatility Index (Globex Session) Future 19/10/2010 HTMG HEATING Oil emiNY (Globex Session) Future 02/02/2007 HTOC HEATING Oil No.2 (Combined Session) Future 06/03/1979 HTOD HEATING Oil No.2 (Day Session) Future 06/03/1979 HTOG HEATING Oil No.2 (Globex Session) Future 15/07/2009 HEATOIL HEATING Oil No.2 Index Index 27/09/1979 PALD PALLADIUM Industrial Engelhard (Day Session) Future 01/11/1982 PALADIUM PALLADIUM Industrial Engelhard Index Index 09/06/1987 PJFT PJM Monthly Off Peak Electricity (CME Clearport) Future 15/07/2009 PJNT PJM Monthly On Peak Electricity (CME Clearport) Future 15/07/2009 PLTD PLATINUM Industrial Engelhard (Day Session) Future 22/08/1972 PLATNM-E PLATINUM Industrial Engelhard Index Index 09/06/1987 POET POLYETHYLENE (CME Clearport) Future 15/07/2009 POPT POLYPROPYLENE (CME Clearport) Future 15/07/2009 PROPANE PROPANE Gas Liquefied Index Index 01/02/1983 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 RGGG Regional Greenhouse Gas Initiative CO2 (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 02/06/1969 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 Allowance (Globex Session) Future 15/07/2009 URAG URANIUM (Globex Session) Future 15/07/2009 The History date is the earliest data available for this contract
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