Bond future month codes

Summary of the color+letter codes used to identify maturities of futures contracts. and particularly the contracts settling against three-month interbank money. code and the year code. The month code - each month is represented with a single letter as displayed below: For example: US (T-Bond) June 2008 would be displayed as USM8. US is the commodity Chicago Board of Trade (CBOT)  Learn why traders use futures, how to trade futures and what steps you should take to get started. Create a CMEGroup.com Account: More features, more insights Get quick access to tools and premium content, or customize a portfolio and set alerts to follow the market.

The underlying of JGB Futures are standardized bonds which are set with a coupon rate and a maturity by an exchange for the standardization. For the final  Expiration Dates for Stocks and Indexes. The expiration dates for U.S. stock and stock index futures contracts fall on the third Friday of every third month. This table  BitMEX uses the following industry-standard month codes to the month code signifies the delivery month of the future. 10th day of the maturity month. If holiday next business day. LAST TRADING AND REGISTRATION DAY. Two business days prior to the expiration date. DAILY  The codes are for CME Globex (Electronic Platform)/Open Outcry (Trading Floor)/ Clearing Code. The volume is the monthly volume for May 2011. Table 2. USD  Summary of the color+letter codes used to identify maturities of futures contracts. and particularly the contracts settling against three-month interbank money. code and the year code. The month code - each month is represented with a single letter as displayed below: For example: US (T-Bond) June 2008 would be displayed as USM8. US is the commodity Chicago Board of Trade (CBOT) 

U.S. Treasury notes with an original term to maturity of not more than five years and three months and a remaining term to maturity of not less than one year and nine months from the first day of the delivery month and a remaining term to maturity of not more than two years from the last day of the delivery month.

The symbology for an individual futures contract is the root (which may be one or two Monthly Expiring Futures: [Symbol root][Month code][Year code].[Optional  Futures contract specifications including symbol, exchange, contract size months traded, minimum fluctuation (tick) and point values for commonly 30 Year Bonds, ZB, CBOT, $100,000, HMUZ, 1/32=$31.25, 1.00=$1,000, $1,980, details. CAC 40® Index Future. Exchange contract code, FCE Expiry months, 1, 2, 3 monthly; 6, 9, 12 months quarterly (of the March, June, September, December  The underlying of JGB Futures are standardized bonds which are set with a coupon rate and a maturity by an exchange for the standardization. For the final  Expiration Dates for Stocks and Indexes. The expiration dates for U.S. stock and stock index futures contracts fall on the third Friday of every third month. This table 

The letters in the tables below indicate the delivery month and are part of listed futures' and options' instrument codes. Futures. Delivery month. Letter. January, F .

TradeStation Futures Symbol Reference. Below is a breakdown of the futures symbols by the exchanges on which they are traded. Also included is a list of symbols that are no longer traded. This document is subject to change, so check back for updates. Available contract expiration months may vary by product, but the letter following the contract code always indicates expiration month. The expiration year is indicated following the month as a numeric value. Let’s construct the display code for the E-mini S&P 500 futures contract expiring January 2019. How do futures contracts roll over? contracts to switch from the front month contract that is close to expiration to another contract in a further-out month. Futures Bond futures oblige 10y Bond Futures traded on Eurex. So the ticker symbol for the German 10 year bond future contract expiring in March 2003 is RXH3 [COMDTY]. Important notes: By replacing the expiry month & expiry year with the letter A (A for Active) e.g. RXA [COMDTY], L A [COMDTY], etc. the Front month, also called ' near ' or ' spot ' month, refers to the nearest expiration date for a futures contract. Contracts that have later expiration dates than front month contracts are called back month, or 'far month', contracts. CONTRACT 3 YEAR TREASURY BOND FUTURES OPTIONS ON 3 YEAR TREASURY BOND FUTURES. Commodity Code YT YT Option Style – American Contract Unit Commonwealth Government Treasury Bonds with a face value of A$100,000, a coupon rate of 6% per annum and a term to maturity of ten years, no tax rebate allowed.

MMA Municipal Bond Yields; currently MMA rates are listed under Issue Type 2. 24 Futures U.S. exchange. 1-letter Month code. FactSet Symbology. Month. F.

BitMEX uses the following industry-standard month codes to the month code signifies the delivery month of the future. 10th day of the maturity month. If holiday next business day. LAST TRADING AND REGISTRATION DAY. Two business days prior to the expiration date. DAILY 

Professional and new futures traders can research their futures and spread trades for less than $32 per month! Historical research and seasonal analysis alerts futures and option traders of potential trading strategies based on quantified historical fact.

BitMEX uses the following industry-standard month codes to the month code signifies the delivery month of the future.

The ticker symbols assigned to Futures contracts are broken down into the underlying contract, the month of expiry, and the year of expiry. For example, a crude oil future that expires in January 2015 would have the symbol: CLF15 (CL January 2015). Here is the code assigned for each month: For most futures contracts, at any given time, one contract will typically be traded much more actively than others. This is called variously the front month or the top step contract. Financial contracts traded on US futures exchanges (such as bonds, short-term interest rates, foreign exchange and US stock indexes) tend to expire quarterly, in March, June, September and December. Futures. CBOE Volatility Index (VIX) Futures S&P 500 Variance; Corporate Bond Indices; 10-Yr. U.S. Treasury Note Volatility Index (TYVIX) AMERIBOR; Indices. Cboe Volatility Index (VIX) Other Volatility Indices; Strategy Benchmark Indices Cycles & Month Codes. Expiration Month Codes *Third Party Advertisement; Expiration Month Codes JAN Market data delayed per exchange rules, except where indicated otherwise. All information is provided "as is" and solely for informational purposes, not for trading purposes or advice. Futures Months Letters. Remembering the rollover dates and days and the letter of the months can get a bit confusing. The letters that were chosen to represent each month seem to have nothing at all to do with the month. TradeStation Futures Symbol Reference. Below is a breakdown of the futures symbols by the exchanges on which they are traded. Also included is a list of symbols that are no longer traded. This document is subject to change, so check back for updates. Available contract expiration months may vary by product, but the letter following the contract code always indicates expiration month. The expiration year is indicated following the month as a numeric value. Let’s construct the display code for the E-mini S&P 500 futures contract expiring January 2019.