Exchange

Exchange 

Code

Exchange 

Public 

Code Official Contract Name

Part 20 

Underlying 

Commodity Core Referenced Futures Contract

Future or 

Option Link

Physical 

or Cash

First 

Nearby or 

Same 

Contract 

Month

Month (If 

Named 

Month)

Spread 

(Y/N)

Calendar 

Spread 

(Y/N)

Calendar 

Spread 

Front Leg 

Month

Calendar 

Spread 

(Number of 

Months from 

Front Leg)

Intercommodity 

Spread

Two 

Component 

Intercommod

ity Spread

Relationship 

Factor 1 (if 

multiple legs, 

first leg)

Relationship 

Factor 2 (if 

multiple legs, 

second leg)

Size 

Factor 

(relative 

to core)

First 

Month

Total 

Months

Averaging 

Contract 

NYMEX 6E 6E Crude Oil Option on Quarterly Futures Strip NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA N N NA NA N N 1 NA 1 0 3 N

NYMEX HK HK Heating Oil Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX QM QM E-mini Crude Oil Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.5 NA NA N

NYMEX 1H 1H Heating Oil Crack Spread BALMO Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA B

NYMEX ML ML New York Harbor Residual Fuel (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX RX RX RBOB Gasoline Crack Spread Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co P Y NA Y N NA NA Y Y -1 NA 1 NA NA N

NYMEX CK CK Gulf Coast Unl 87 (Argus) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX YX YX Mars (Argus) vs. WTI Spread Calendar Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX GY GY Gulf Coast ULSD (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX WA WA WTI Calendar Spread (1 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

NYMEX WB WB WTI Calendar Spread (2 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co P N NA Y Y 0 2 N N 1 -1 1 NA NA N

NYMEX WC WC WTI Calendar Spread (3 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co P N NA Y Y 0 3 N N 1 -1 1 NA NA N

NYMEX WM WM WTI Calendar Spread (6 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co P N NA Y Y 0 6 N N 1 -1 1 NA NA N

NYMEX WZ WZ WTI Calendar Spread (12 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co P N NA Y Y 0 12 N N 1 -1 1 NA NA N

NYMEX LC LC WTI Look-Alike Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 1E 1E RBOB Gasoline Crack Spread BALMO Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA B

NYMEX YU YU NY ULSD (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX 6F 6F Crude Oil Option on Calendar Futures Strip NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA N N NA NA N N 1 NA 1 0 12 N

NYMEX CS CS WTI Calendar Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX YV YV Mars (Argus) vs. WTI Spread Trade Month Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA TM

NYMEX FF FF WTS (Argus) vs. WTI Spread Calendar Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX FH FH WTS (Argus) vs. WTI Spread Trade Month Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA TM

NYMEX AO AO WTI Average Price Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX 3W 3W Heating Oil Crack Spread Average Price Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX 1U 1U Jet Fuel (Platts) vs. Heating Oil Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX CD CD Daily Crude Oil Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 26 26 Crude Oil Last Day Financial Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 7A 7A Crude Oil Financial Calendar Spread (1 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA Y Y 0 1 N N 1 -1 1 NA NA N

NYMEX 7B 7B Crude Oil Financial Calendar Spread (2 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA Y Y 0 2 N N 1 -1 1 NA NA N

NYMEX 7C 7C Crude Oil Financial Calendar Spread (3 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA Y Y 0 3 N N 1 -1 1 NA NA N

NYMEX 7M 7M Crude Oil Financial Calendar Spread (6 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA Y Y 0 6 N N 1 -1 1 NA NA N

NYMEX 7Z 7Z Crude Oil Financial Calendar Spread (12 Month) Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA Y Y 0 12 N N 1 -1 1 NA NA N

NYMEX RU RU Gulf Coast Unl 87 Gasoline M1 (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX CH CH Heating Oil Crack Spread Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co P Y NA Y N NA NA Y Y -1 NA 1 NA NA N

NYMEX CF CF Gulf Coast ULSD (Argus) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX RM RM RBOB Gasoline Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

ICEU T T West Texas Intermediate Light Sweet Crude Oil Futures Contract NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA N N NA NA N Y 1 NA 1 NA NA N

NYMEX MG MG Gulf Coast No. 6 Fuel Oil (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX 3Y 3Y RBOB Crack Spread Average Price Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX RD RD Gulf Coast No. 2 (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX CL CL Light Sweet Crude Oil Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C03 C03 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C08 C08 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C10 C10 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C14 C14 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C19 C19 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C22 C22 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C28 C28 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C05 C05 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C26 C26 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C29 C29 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX LO LO Crude Oil Option Contract NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C01 C01 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C02 C02 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C07 C07 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C11 C11 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C17 C17 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C20 C20 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C06 C06 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C13 C13 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C16 C16 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C18 C18 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C23 C23 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C15 C15 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C21 C21 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C24 C24 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C27 C27 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N
Exchange

Exchange 

Code

Exchange 

Public 

Code Official Contract Name

Part 20 

Underlying 

Commodity Core Referenced Futures Contract

Future or 

Option Link

Physical 

or Cash

First 

Nearby or 

Same 

Contract 

Month

Month (If 

Named 

Month)

Spread 

(Y/N)

Calendar 

Spread 

(Y/N)

Calendar 

Spread 

Front Leg 

Month

Calendar 

Spread 

(Number of 

Months from 

Front Leg)

Intercommodity 

Spread

Two 

Component 

Intercommod

ity Spread

Relationship 

Factor 1 (if 

multiple legs, 

first leg)

Relationship 

Factor 2 (if 

multiple legs, 

second leg)

Size 

Factor 

(relative 

to core)

First 

Month

Total 

Months

Averaging 

Contract 

NYMEX C30 C30 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C31 C31 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C04 C04 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C09 C09 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C12 C12 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX C25 C25 Short-Term Crude Oil Options NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX WS WS Crude Oil Financial Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 4F 4F Gulf Coast Gasoline (OPIS) vs. RBOB Gasoline Spread Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX RB RB RBOB Gasoline Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX OB OB RBOB Gasoline Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

ICEU N N ICE NYH (RBOB) Gasoline Futures NYMEX RB Gasoline Blendstock (RBOB) F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 1D 1D RBOB Gasoline BALMO Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA B

NYMEX RT RT RBOB Gasoline Financial Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 3Y 3Y RBOB Gasoline Crack Spread Average Price Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX 1E 1E RBOB Gasoline Crack Spread BALMO Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA B

NYMEX RX RX RBOB Gasoline Crack Spread Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co P Y NA Y N NA NA Y Y 1 NA 1 NA NA N

NYMEX RM RM RBOB Gasoline Crack Spread Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX RF RF RBOB Look-Alike European Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 27 27 RBOB Last Day Financial Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX RH RH RBOB Gasoline vs. Heating Oil Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX RI RI NY RBOB (Platts) vs. NYMEX RBOB Gasoline Spread Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA N N 1 -1 1 NA NA S

NYMEX RZ RZ New York Harbor Conv. Gasoline (Platts) vs. RBOB Gasoline Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX ZA ZA RBOB Gasoline Calendar Spread Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

NYMEX ZB ZB RBOB Gasoline Calendar Spread Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co P N NA Y Y 0 2 N N 1 -1 1 NA NA N

NYMEX ZC ZC RBOB Gasoline Calendar Spread Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co P N NA Y Y 0 3 N N 1 -1 1 NA NA N

NYMEX ZM ZM RBOB Gasoline Calendar Spread Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co P N NA Y Y 0 6 N N 1 -1 1 NA NA N

NYMEX RA RA RBOB Gasoline Average Price Option NYMEX RB Gasoline Blendstock (RBOB) O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX QU QU E-mini RBOB Gasoline - Financial Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.5 NA NA N

NYMEX RL RL RBOB Gasoline Calendar Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX 6J 6J Natural Gas Option on Calendar Futures Strip NYMEX NG Natural Gas O http://www.cmegroup.co C N NA N N NA NA N N 1 NA 0.25 0 12 N

NYMEX LN LN Henry Hub Natural Gas Look-Alike Option NYMEX NG Natural Gas O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX KD KD Daily Natural Gas Option NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX HP HP Henry Hub Natural Gas Look-Alike Penultimate Financial Futures NYMEX NG Natural Gas F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX G2 G2 Henry Hub Natural Gas Financial Calendar Spread (2 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co C N NA Y Y 0 2 N N 1 -1 1 NA NA N

NYMEX G3 G3 Henry Hub Natural Gas Financial Calendar Spread (3 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co C N NA Y Y 0 3 N N 1 -1 1 NA NA N

NYMEX G4 G4 Henry Hub Natural Gas Financial Calendar Spread (1 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co C N NA Y Y 0 1 N N 1 -1 1 NA NA N

NYMEX G5 G5 Henry Hub Natural Gas Financial Calendar Spread (5 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co C N NA Y Y 0 5 N N 1 -1 1 NA NA N

NYMEX G6 G6 Henry Hub Natural Gas Financial Calendar Spread (6 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co C N NA Y Y 0 6 N N 1 -1 1 NA NA N

NYMEX G7 G7 Henry Hub Natural Gas Financial Calendar Spread (12 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co C N NA Y Y 0 12 N N 1 -1 1 NA NA N

NYMEX IA IA Henry Hub Natural Gas Calendar Spread (1 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

NYMEX IB IB Henry Hub Natural Gas Calendar Spread (2 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co P N NA Y Y 0 2 N N 1 -1 1 NA NA N

NYMEX IC IC Henry Hub Natural Gas Calendar Spread (3 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co P N NA Y Y 0 3 N N 1 -1 1 NA NA N

NYMEX IE IE Henry Hub Natural Gas Calendar Spread (5 month) Option NYMEX NG Natural Gas O http://www.cmegroup.co P N NA Y Y 0 5 N N 1 -1 1 NA NA N

NYMEX IM IM Henry Hub Natural Gas Calendar Spread (6 month) Options NYMEX NG Natural Gas O http://www.cmegroup.co P N NA Y Y 0 6 N N 1 -1 1 NA NA N

NYMEX IZ IZ Henry Hub Natural Gas Calendar Spread (12 month) Options NYMEX NG Natural Gas O http://www.cmegroup.co P N NA Y Y 0 12 N N 1 -1 1 NA NA N

NYMEX QG QG E-mini Natural Gas Futures NYMEX NG Natural Gas F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.25 NA NA N

NYMEX NG NG Henry Hub Natural Gas Futures NYMEX NG Natural Gas F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U08 U08 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U24 U24 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U29 U29 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U30 U30 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U09 U09 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U06 U06 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U13 U13 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U15 U15 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U16 U16 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U22 U22 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U27 U27 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U18 U18 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX ON ON Henry Hub Natural Gas Option NYMEX NG Natural Gas O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U07 U07 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U28 U28 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U02 U02 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U04 U04 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U05 U05 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U11 U11 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U12 U12 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N
Exchange

Exchange 

Code

Exchange 

Public 

Code Official Contract Name

Part 20 

Underlying 

Commodity Core Referenced Futures Contract

Future or 

Option Link

Physical 

or Cash

First 

Nearby or 

Same 

Contract 

Month

Month (If 

Named 

Month)

Spread 

(Y/N)

Calendar 

Spread 

(Y/N)

Calendar 

Spread 

Front Leg 

Month

Calendar 

Spread 

(Number of 

Months from 

Front Leg)

Intercommodity 

Spread

Two 

Component 

Intercommod

ity Spread

Relationship 

Factor 1 (if 

multiple legs, 

first leg)

Relationship 

Factor 2 (if 

multiple legs, 

second leg)

Size 

Factor 

(relative 

to core)

First 

Month

Total 

Months

Averaging 

Contract 

NYMEX U14 U14 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U21 U21 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U26 U26 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U01 U01 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U10 U10 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U20 U20 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U25 U25 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U31 U31 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U03 U03 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U17 U17 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U19 U19 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

NYMEX U23 U23 Short-Term Natural Gas Options NYMEX NG Natural Gas O http://www.cmegroup.co C S NA N N NA NA N N 1 NA 1 NA NA N

IFED PHH PHH Henry Financial Penultimate Fixed Price NYMEX NG Natural Gas F https://staging.theice.comC Y NA N N NA NA N N 1 NA 0.25 NA NA N

IFED PHE PHE Henry Financial Penultimate Equity Options NYMEX NG Natural Gas O https://staging.theice.comC Y NA N N NA NA N N 1 NA 0.25 NA NA N

IFED H H Henry Hub Natural Gas Look-Alike Last Day Financial Futures NYMEX NG Natural Gas F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 0.25 NA NA N

NYMEX HH HH Henry Hub Natural Gas Look-Alike Last Day Financial Futures NYMEX NG Natural Gas F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX E7 E7 Henry Hub Natural Gas Last Day Financial Option NYMEX NG Natural Gas O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX NP NP Henry Hub Natural Gas Penultimate Financial Futures NYMEX NG Natural Gas F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.25 NA NA N

NYMEX NN NN Henry Hub Natural Gas Last Day Financial Futures NYMEX NG Natural Gas F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.25 NA NA N

NYMEX 6I 6I Natural Gas Option on Winter Futures Strip NYMEX NG Natural Gas O http://www.cmegroup.co C N NA N N NA NA N N 1 NA 0.25 0 5 N

NYMEX 4D 4D Natural Gas Option on Summer Futures Strip NYMEX NG Natural Gas O http://www.cmegroup.co C N NA N N NA NA N N 1 NA 0.25 0 7 N

NYMEX LB LB Heating Oil Look-Alike Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX AT AT Heating Oil Average Price Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX HO HO New York Harbor No. 2 Heating Oil Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX OH OH Heating Oil Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

ICEU O O ICE Heating Oil Futures NYMEX HO No. 2 Heating Oil, New York Harbor F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 23 23 Heating Oil Last Day Financial Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX 7Y 7Y NY ULSD (Argus) vs. Heating Oil Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C I NA Y N NA NA N N 1 -1 1 NA NA S

NYMEX 1G 1G Heating Oil BALMO Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA B

NYMEX 3W 3W Heating Oil Crack Spread Average Price Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX UY UY NY ULSD (Platts) vs. NYMEX Heating Oil Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C I NA Y N NA NA N N 1 -1 1 NA NA S

NYMEX 1H 1H Heating Oil Crack Spread BALMO Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA B

NYMEX HK HK Heating Oil Crack Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 -1 1 NA NA S

NYMEX CH CH Heating Oil Crack Spread Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co P Y NA Y N NA NA Y Y 1 NA 1 NA NA N

NYMEX 1M 1M Gulf Coast Jet (Platts) Up-Down BALMO Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA B

NYMEX MQ MQ Los Angeles Jet Fuel (Platts) vs. Heating Oil Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX ME ME Gulf Coast Jet (Platts) vs. Heating Oil Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX RH RH RBOB Gasoline vs. Heating Oil Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX JS JS Los Angeles Jet (OPIS) Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX 5U 5U New York Jet Fuel (Argus) vs. Heating Oil Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX MP MP Heating Oil Calendar Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX W7 W7 Group Three ULSD (Platts) vs. Heating Oil Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX BH BH Heating Oil Financial Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX QH QH E-mini Heating Oil Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.5 NA NA N

NYMEX FA FA Heating Oil Calendar Spread Option (1 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

NYMEX FB FA Heating Oil Calendar Spread Option (2 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co P N NA Y Y 0 2 N N 1 -1 1 NA NA N

NYMEX FC FC Heating Oil Calendar Spread Option (3 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co P N NA Y Y 0 3 N N 1 -1 1 NA NA N

NYMEX FM FM Heating Oil Calendar Spread Option (6 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co P N NA Y Y 0 6 N N 1 -1 1 NA NA N

NYMEX FZ FZ Heating Oil Calendar Spread Option (12 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co P N NA Y Y 0 12 N N 1 -1 1 NA NA N

CMX QC QC E-mini Copper Futures CMX HG Copper Grade #1 F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.5 N NA N

CMX HG HG Copper Futures CMX HG Copper Grade #1 F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

CMX HX HX Copper Option CMX HG Copper Grade #1 O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

CMX HGS HGS Copper Calendar Swap Futures CMX HG Copper Grade #1 F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

CMX CAP CAP Copper Calendar Swap Options CMX HG Copper Grade #1 O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

CMX MGC MGC E-micro Gold Futures CMX GC Gold F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 0.1 NA NA N

CMX QO QO COMEX miNY Gold Futures CMX GC Gold F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.5 NA NA N

CMX GC GC Gold Futures CMX GC Gold F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CMX L04 L04 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L05 L05 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L16 L16 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L19 L19 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L21 L21 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L26 L26 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L14 L14 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L17 L17 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L24 L24 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L02 L02 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N
Exchange

Exchange 

Code

Exchange 

Public 

Code Official Contract Name

Part 20 

Underlying 

Commodity Core Referenced Futures Contract

Future or 

Option Link

Physical 

or Cash

First 

Nearby or 

Same 

Contract 

Month

Month (If 

Named 

Month)

Spread 

(Y/N)

Calendar 

Spread 

(Y/N)

Calendar 

Spread 

Front Leg 

Month

Calendar 

Spread 

(Number of 

Months from 

Front Leg)

Intercommodity 

Spread

Two 

Component 

Intercommod

ity Spread

Relationship 

Factor 1 (if 

multiple legs, 

first leg)

Relationship 

Factor 2 (if 

multiple legs, 

second leg)

Size 

Factor 

(relative 

to core)

First 

Month

Total 

Months

Averaging 

Contract 

CMX L03 L03 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L11 L11 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L18 L18 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L23 L23 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L28 L28 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L29 L29 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L31 L31 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L01 L01 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L06 L06 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L07 L07 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L12 L12 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L15 L15 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L22 L22 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L27 L27 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L10 L10 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L13 L13 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L20 L20 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX OG OG Gold Options CMX GC Gold O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CMX L08 L08 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L09 L09 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L25 L25 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

CMX L30 L30 Short-Term Gold Options CMX GC Gold O http://www.cmegroup.co C S1 NA N N NA NA N N 1 NA 1 NA NA N

NYL YG YG 33.2 Ounce Mini Gold Futures and Options Contract CMX GC Gold F/O https://globalderivatives.nP Y NA N N NA NA N N 1 NA 0.332 NA NA N

NYL ZG ZG 100 Ounce Gold Futures and Options Contract CMX GC Gold F/O https://globalderivatives.nP Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX PA PA Palladium Futures NYMEX PA Palladium F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

NYMEX PAO PAO Palladium Options NYMEX PA Palladium O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

NYMEX PL PL Platinum Futures NYMEX PL Platinum F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

NYMEX PO PO Platinum Options NYMEX PL Platinum O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

CMX 6Q 6Q E-mini Silver Futures CMX SI Silver F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.2 NA NA N

CMX QI QI COMEX miNY Silver Futures CMX SI Silver F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.5 NA NA N

CMX SI SI Silver Futures CMX SI Silver F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CMX SO SO Silver Options CMX SI Silver O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYL YI YI 1,000 Ounce Mini Silver Futures and Options Contract CMX SI Silver F/O https://globalderivatives.nP Y NA N N NA NA N N 1 NA 0.2 NA NA N

NYL ZI ZI 5,000 Ounce Silver Futures and Options Contract CMX SI Silver F/O https://globalderivatives.nP Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS CC1 CC1 Cocoa Calendar Spread Options (1 Month Series) ICUS CC Cocoa O https://www.theice.com/pP N NA Y Y 0 1 N N 1 -1 1 NA NA N

ICUS CC2 CC2 Cocoa Calendar Spread Options (2 Month Series) ICUS CC Cocoa O https://www.theice.com/pP N NA Y Y 0 2 N N 1 -1 1 NA NA N

ICUS CC CC/CO Cocoa Futures and Options ICUS CC Cocoa F/O https://www.theice.com/pP Y NA N N NA NA N N 1 NA 1 N NA N

NYMEX CJ CJ NYMEX Cocoa Futures ICUS CC Cocoa F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 N NA N

ICUS KC1 KC1 Coffee “C”® Calendar Spread Options (1 Month Series) ICUS KC Coffee O https://www.theice.com/pP N NA Y Y 0 1 N N 1 -1 1 NA NA N

ICUS KC2 KC2 Coffee “C”® Calendar Spread Options (2 Month Series) ICUS KC Coffee O https://www.theice.com/pP N NA Y Y 0 2 N N 1 -1 1 NA NA N

ICUS KC KC/KO Coffee C Futures and Options ICUS KC Coffee F/O https://www.theice.com/pP Y NA N N NA NA N N 1 NA 1 N NA N

ICUS KO4 KO4 Weekly Coffee “C” Options (Week 4) ICUS KC Coffee O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 N NA N

ICUS KO5 KO5 Weekly Coffee “C” Options (Week 5) ICUS KC Coffee O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 N NA N

ICUS KO1 KO1 Weekly Coffee “C” Options (Week 1) ICUS KC Coffee O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 N NA N

ICUS KO2 KO2 Weekly Coffee “C” Options (Week 2) ICUS KC Coffee O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 N NA N

ICUS KO3 KO3 Weekly Coffee “C” Options (Week 3) ICUS KC Coffee O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 N NA N

NYMEX KT KT NYMEX Coffee Futures ICUS KC Coffee F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 N NA N

ICUS CT CT Cotton No. 2 Futures and Options ICUS CT Cotton No. 2 F/O https://www.theice.com/pP Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX TT TT NYMEX Cotton Futures ICUS CT Cotton No. 2 F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS CT1 CT1 Cotton No.2® Calendar Spread Options (1 Month Series) ICUS CT Cotton No. 2 O https://www.theice.com/pP N NA Y Y 0 1 N N 1 -1 1 NA NA N

ICUS CT2 CT2 Cotton No.2® Calendar Spread Options (2 Month Series) ICUS CT Cotton No. 2 O https://www.theice.com/pP N NA Y Y 0 2 N N 1 -1 1 NA NA N

ICUS TC1 TC1 Weekly Cotton No. 2 Options (Week 1) ICUS CT Cotton No. 2 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

ICUS TC2 TC2 Weekly Cotton No. 2 Options (Week 2) ICUS CT Cotton No. 2 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

ICUS TC3 TC3 Weekly Cotton No. 2 Options (Week 3) ICUS CT Cotton No. 2 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

ICUS TC4 TC4 Weekly Cotton No. 2 Options (Week 4) ICUS CT Cotton No. 2 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

ICUS TC5 TC5 Weekly Cotton No. 2 Options (Week 5) ICUS CT Cotton No. 2 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

ICUS OJ OJ FCOJ-A Futures and Options ICUS OJ Frozen Concentrated Orange Juice F https://www.theice.com/pP Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS OJ OJ FCOJ-A Futures and Options ICUS OJ Frozen Concentrated Orange Juice O https://www.theice.com/pP Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS SBC SBC Cleared Sugar No. 11 Swap ICUS SB Sugar No. 11 F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS SB1 SB1 Sugar No.11 Calendar Spread Option (1 Month Series) ICUS SB Sugar No. 11 O https://www.theice.com/pP N NA Y Y 0 1 N N 1 -1 1 NA NA N

ICUS SB2 SB2 Sugar No.11 Calendar Spread Option (2 Month Series) ICUS SB Sugar No. 11 O https://www.theice.com/pP N NA Y Y 0 2 N N 1 -1 1 NA NA N

ICUS SB4 SB4 Sugar No.11 Calendar Spread Option (4 Month Series) ICUS SB Sugar No. 11 O https://www.theice.com/pP N NA Y Y 0 4 N N 1 -1 1 NA NA N

ICUS SB SB Sugar No. 11 Futures and Options ICUS SB Sugar No. 11 F/O https://www.theice.com/pP Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS SO1 SO1 Weekly Sugar No. 11 Options (Week 1) ICUS SB Sugar No. 11 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

ICUS SO2 SO2 Weekly Sugar No. 11 Options (Week 2) ICUS SB Sugar No. 11 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

ICUS SO3 SO3 Weekly Sugar No. 11 Options (Week 3) ICUS SB Sugar No. 11 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

ICUS SO4 SO4 Weekly Sugar No. 11 Options (Week 4) ICUS SB Sugar No. 11 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N
Exchange

Exchange 

Code

Exchange 

Public 

Code Official Contract Name

Part 20 

Underlying 

Commodity Core Referenced Futures Contract

Future or 

Option Link

Physical 

or Cash

First 

Nearby or 

Same 

Contract 

Month

Month (If 

Named 

Month)

Spread 

(Y/N)

Calendar 

Spread 

(Y/N)

Calendar 

Spread 

Front Leg 

Month

Calendar 

Spread 

(Number of 

Months from 

Front Leg)

Intercommodity 

Spread

Two 

Component 

Intercommod

ity Spread

Relationship 

Factor 1 (if 

multiple legs, 

first leg)

Relationship 

Factor 2 (if 

multiple legs, 

second leg)

Size 

Factor 

(relative 

to core)

First 

Month

Total 

Months

Averaging 

Contract 

ICUS SO5 SO5 Weekly Sugar No. 11 Options (Week 5) ICUS SB Sugar No. 11 O https://www.theice.com/pP W2 NA N N NA NA N N 1 NA 1 NA NA N

NYMEX YO YO NYMEX No. 11 Sugar Futures ICUS SB Sugar No. 11 F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS SF SF Sugar No. 16 Futures ICUS SF Sugar No. 16 F https://www.theice.com/pP Y NA N N NA NA N N 1 NA 1 NA NA N

CBT CC6 CC6 Corn Calendar Spread Options: July-Dec CBT C Corn O http://www.cmegroup.co P N JUL-DEC Y Y 0 5 N N 1 -1 1 NA NA N

CBT 8CC 8CC Corn Calendar Spread Options: Dec-July CBT C Corn O http://www.cmegroup.co P N DEC-JUL Y Y 0 7 N N 1 -1 1 NA NA N

CBT CCZ CCZ Corn Calendar Spread Options: Dec-Dec CBT C Corn O http://www.cmegroup.co P N DEC-DEC Y Y 0 12 N N 1 -1 1 NA NA N

CBT PYC PYC Corn Calendar Spread Options: Consecutive CBT C Corn O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

CBT CCS CCS Corn Calendar Swaps CBT C Corn F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA CS

CBT YC YC Mini-Sized Corn Futures CBT C Corn F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 0.2 NA NA N

CBT C C Corn Futures and Options CBT C Corn F/O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CBT PY3 PY3 Weekly Corn Options (Week 3) CBT C Corn O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT PY4 PY4 Weekly Corn Options (Week 4) CBT C Corn O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT PY1 PY1 Weekly Corn Options (Week 1) CBT C Corn O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT PY5 PY5 Weekly Corn Options (Week 5) CBT C Corn O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT PY2 PY2 Weekly Corn Options (Week 2) CBT C Corn O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT CDF CDF Short-Dated New Crop Corn Options CBT C Corn O http://www.cmegroup.co P N DEC N N NA NA N N 1 NA 1 12 1 N

CBT XCW XCW Wheat-Corn Intercommodity Spread Options CBT C Corn O http://www.cmegroup.co P Y NA Y N NA NA Y Y -1 NA 1 NA NA N

CME 62 FC/KF/JF Feeder Cattle Futures and Options CME FC Feeder Cattle F/O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 N NA N

CME LN LH/CH/PH Lean Hog Futures and Options CME LH Lean Hogs F/O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 N NA N

CME ROA ROA Lean Hog Calendar Spread Options: 1st Contract Back CME LH Lean Hogs O http://www.cmegroup.co C N NA Y Y 0 1 N N 1 -1 1 NA NA N

CME C0A C0A Live Cattle Calendar Spread Options: 1st Contract Back CME LC Live Cattle O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

CME C0B C0B Live Cattle Calendar Spread Options: 2nd Contract Back CME LC Live Cattle O http://www.cmegroup.co P N NA Y Y 0 2 N N 1 -1 1 NA NA N

CME C0C C0C Live Cattle Calendar Spread Options: 3rd Contract Back CME LC Live Cattle O http://www.cmegroup.co P N NA Y Y 0 3 N N 1 -1 1 NA NA N

CME LC3 LC3 Weekly Live Cattle Options (Week 3) CME LC Live Cattle O http://www.cmegroup.co P W2 NA N N NA NA N N 1 NA 1 NA NA N

CME LC5 LC5 Weekly Live Cattle Options (Week 5) CME LC Live Cattle O http://www.cmegroup.co P W2 NA N N NA NA N N 1 NA 1 NA NA N

CME 48 LC/CK/PK Live Cattle Futures and Options CME LC Live Cattle F/O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CME LC2 LC2 Weekly Live Cattle Options (Week 2) CME LC Live Cattle O http://www.cmegroup.co P W2 NA N N NA NA N N 1 NA 1 NA NA N

CME LC4 LC4 Weekly Live Cattle Options (Week 4) CME LC Live Cattle O http://www.cmegroup.co P W2 NA N N NA NA N N 1 NA 1 NA NA N

CME DA DA Milk Futures and Options CME DA Milk Class III F/O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

CME JQ JQ Midsize Options on Milk Futures CME DA Milk Class III O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.5 NA NA N

CBT O O Oat Futures and Options CBT O Oats F/O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CBT 14 RR/RRC/RRRough Rice Futures and Options CBT RR Rough Rice F/O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CBT 31 BC/BP Soybean Crush Options CBT S Soybean O http://www.cmegroup.co P SBC NA Y N NA NA Y N -1 NA 10 NA NA N

CBT KSC KSC Soybean Calendar Spread Options: Jan-May CBT S Soybean O http://www.cmegroup.co P N JAN-MAY Y Y 0 2 N N 1 -1 1 NA NA N

CBT SC5 SC5 Soybean Calendar Spread Options: July-Nov CBT S Soybean O http://www.cmegroup.co P N JUL-NOV Y Y 0 3 N N 1 -1 1 NA NA N

CBT SCX SCX Soybean Calendar Spread Options: Nov-Nov CBT S Soybean O http://www.cmegroup.co P N NOV-NOV Y Y 0 6 N N 1 -1 1 NA NA N

CBT SC4 SC4 Soybean Calendar Spread Options: Aug-Nov CBT S Soybean O http://www.cmegroup.co P N AUG-NOV Y Y 0 2 N N 1 -1 1 NA NA N

CBT SX9 SX9 Soybean Calendar Spread Options: Nov-July CBT S Soybean O http://www.cmegroup.co P N NOV-JUL Y Y 0 4 N N 1 -1 1 NA NA N

CBT ZSC ZSC Soybean Calendar Spread Options: Consecutive CBT S Soybean O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

CBT SNS SNS Soybean Calendar Swaps CBT S Soybean F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA CS

CBT YK YK Mini-Sized Soybean Futures CBT S Soybean F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 0.2 NA NA N

CBT S S/CZ/PZ Soybean Futures and Options CBT S Soybean F/O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

CME LC1 LC1 Weekly Live Cattle Options (Week 1) CME LC Live Cattle O http://www.cmegroup.co P W2 NA N N NA NA N N 1 NA 1 NA NA N

CBT CZ1 CZ1 Weekly Soybean Options (Week 1) CBT S Soybean O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT CZ2 CZ2 Weekly Soybean Options (Week 2) CBT S Soybean O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT CZ3 CZ3 Weekly Soybean Options (Week 3) CBT S Soybean O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT CZ4 CZ4 Weekly Soybean Options (Week 4) CBT S Soybean O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT CZ5 CZ5 Weekly Soybean Options (Week 5) CBT S Soybean O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT 31 BC/BP Soybean Crush Options CBT SM Soybean Meal O http://www.cmegroup.co P SBC NA Y N NA NA Y N 1 NA 11 NA NA N

CBT C7S C7S Soybean Calendar Spread Options: May-Nov CBT S Soybean O http://www.cmegroup.co P N MAY-NOV Y Y 0 4 N N 1 -1 1 NA NA N

CBT SM6 SM6 Soybean Meal Calendar Spread Options: July-Dec CBT SM Soybean Meal O http://www.cmegroup.co P N JUL-DEC Y Y 0 5 N N 1 -1 1 NA NA N

CBT MYC MYC Soybean Meal Calendar Spread Options: Consecutive CBT SM Soybean Meal O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

CBT 6 SM/MY/MZSoybean Meal Futures CBT SM Soybean Meal F/O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

CBT MZ1 MZ1 Weekly Soybean Meal Options (Week 1) CBT SM Soybean Meal O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 N NA N

CBT MZ2 MZ2 Weekly Soybean Meal Options (Week 2) CBT SM Soybean Meal O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 N NA N

CBT MZ3 MZ3 Weekly Soybean Meal Options (Week 3) CBT SM Soybean Meal O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 N NA N

CBT MZ4 MZ4 Weekly Soybean Meal Options (Week 4) CBT SM Soybean Meal O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 N NA N

CBT MZ5 MZ5 Weekly Soybean Meal Options (Week 5) CBT SM Soybean Meal O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 N NA N

CBT 31 BC/BP Soybean Crush Options CBT BO Soybean Oil O http://www.cmegroup.co P SBC NA Y N NA NA Y N 1 NA 9 NA NA N

CBT CO6 CO6 July-Dec Soybean Oil CSO Options CBT BO Soybean Oil O http://www.cmegroup.co P N JUL-DEC Y Y 0 5 N N 1 -1 1 NA NA N

CBT COY COY Soybean Oil Calendar Spread Options: Consecutive CBT BO Soybean Oil O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

CBT 7 BO/OY/OZ Soybean Oil Futures and Options CBT BO Soybean Oil F/O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

MGE F IW Soft Red Winter Wheat Index Futures CBT W Wheat (CBOT) F http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 NA NA MI

MGE FC OIW Soft Red Winter Wheat Index Options (Calls) CBT W Wheat (CBOT) O http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 NA NA MI

MGE FP OIW Soft Red Winter Wheat Index Options (Puts) CBT W Wheat (CBOT) O http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 NA NA MI

CBT WCS WCS Wheat Calendar Swaps CBT W Wheat (CBOT) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA CS

CBT YW YW Mini-Sized Wheat Futures CBT W Wheat (CBOT) F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 0.2 NA NA N
Exchange

Exchange 

Code

Exchange 

Public 

Code Official Contract Name

Part 20 

Underlying 

Commodity Core Referenced Futures Contract

Future or 

Option Link

Physical 

or Cash

First 

Nearby or 

Same 

Contract 

Month

Month (If 

Named 

Month)

Spread 

(Y/N)

Calendar 

Spread 

(Y/N)

Calendar 

Spread 

Front Leg 

Month

Calendar 

Spread 

(Number of 

Months from 

Front Leg)

Intercommodity 

Spread

Two 

Component 

Intercommod

ity Spread

Relationship 

Factor 1 (if 

multiple legs, 

first leg)

Relationship 

Factor 2 (if 

multiple legs, 

second leg)

Size 

Factor 

(relative 

to core)

First 

Month

Total 

Months

Averaging 

Contract 

CBT CWM CWM Wheat Calendar Spread Options: July-Dec CBT W Wheat (CBOT) O http://www.cmegroup.co P N JUL-DEC Y Y 0 5 N N 1 -1 1 NA NA N

CBT CW6 CW6 Wheat Calendar Spread Options: Dec-July CBT W Wheat (CBOT) O http://www.cmegroup.co P N DEC-JUL Y Y 0 7 N N 1 -1 1 NA NA N

CBT CWN CWN Wheat Calendar Spread Options: July-July CBT W Wheat (CBOT) O http://www.cmegroup.co P N JUL-JUL Y Y 0 12 N N 1 -1 1 NA NA N

CBT W W Wheat Futures CBT W Wheat (CBOT) F http://www.cmegroup.co P Y NA N N NA NA N N 1 -1 1 N NA N

CBT WZ1 WZ1 Weekly Wheat Options - Week 1 CBT W Wheat (CBOT) O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT WZ2 WZ2 Weekly Wheat Options - Week 2 CBT W Wheat (CBOT) O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT WZ3 WZ3 Weekly Wheat Options - Week 3 CBT W Wheat (CBOT) O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT WZ4 WZ4 Weekly Wheat Options - Week 4 CBT W Wheat (CBOT) O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT WZ5 WZ5 Weekly Wheat Options - Week 5 CBT W Wheat (CBOT) O http://www.cmegroup.co P W1 NA N N NA NA N N 1 NA 1 NA NA N

CBT XCW XCW Wheat-Corn Intercommodity Spread Options CBT W Wheat (CBOT) O http://www.cmegroup.co P Y NA Y N NA NA Y Y 1 NA 1 NA NA N

CBT WZC WZC Wheat Calendar Spread Options: Consecutive CBT W Wheat (CBOT) O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

MGE J IP Hard Red Spring Wheat Index Futures MGEX MWE Wheat, Hard Red Spring (MGEX) F http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 N NA MI

MGE JC OIP Hard Red Spring Wheat Index Options (Calls) MGEX MWE Wheat, Hard Red Spring (MGEX) O http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 NA NA MI

MGE JP OIP Hard Red Spring Wheat Index Options (Puts) MGEX MWE Wheat, Hard Red Spring (MGEX) O http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 NA NA MI

MGE W MWE Hard Red Spring Wheat Futures MGEX MWE Wheat, Hard Red Spring (MGEX) F http://www.mgex.com/coP Y NA N N NA NA N N 1 NA 1 N NA N

MGE WC WC Hard Red Spring Wheat Options (Calls) MGEX MWE Wheat, Hard Red Spring (MGEX) O http://www.mgex.com/coP Y NA N N NA NA N N 1 NA 1 N NA N

MGE WP WP Hard Red Spring Wheat Options (Puts) MGEX MWE Wheat, Hard Red Spring (MGEX) O http://www.mgex.com/coP Y NA N N NA NA N N 1 NA 1 N NA N

KCBT WC HC Hard Red Winter Wheat Options (Calls) KCBT KW Wheat, Hard Winter (KCBT) O http://www.kcbt.com/conP Y NA N N NA NA N N 1 NA 1 N NA N

KCBT WP HP Hard Red Winter Wheat Options (Puts) KCBT KW Wheat, Hard Winter (KCBT) O http://www.kcbt.com/conP Y NA N N NA NA N N 1 NA 1 N NA N

KCBT KW KW Hard Red Winter Wheat Futures KCBT KW Wheat, Hard Winter (KCBT) F http://www.kcbt.com/conP Y NA N N NA NA N N 1 NA 1 N NA N

KCBT WS WS Wheat Calendar Swaps KCBT KW Wheat, Hard Winter (KCBT) F http://www.kcbt.com/wh C Y NA N N NA NA N N 1 NA 1 NA NA S1

MGE H IH Hard Red Winter Wheat Index Futures KCBT KW Wheat, Hard Winter (KCBT) F http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 N NA MI

MGE HC OIH Hard Red Winter Wheat Index Options (Calls) KCBT KW Wheat, Hard Winter (KCBT) O http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 NA NA MI

MGE HP OIH Hard Red Winter Wheat Index Options (Puts) KCBT KW Wheat, Hard Winter (KCBT) O http://www.mgex.com/AgC I NA N N NA NA N N 1 NA 1 NA NA MI

CBT WCZ WCZ Wheat Calendar Spread Options: Dec-Dec CBT W Wheat (CBOT) O http://www.cmegroup.co P N DEC-DEC Y Y 0 12 N N 1 -1 1 NA NA N

NYMEX GBA GBA Gulf Coast Jet (Argus) Up-Down BALMO Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA B

NYMEX 42 42 WTI BALMO Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA B

NYMEX HHQ HHQ Henry Hub Natural Gas Quadultimate Option NYMEX NG Natural Gas O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX MCL MCL Micro Crude Oil Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.001 NA NA N

NYMEX MNG MNG Henry Hub Natural Gas Last Day Physically-Delivered Futures NYMEX NG Natural Gas F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 0.25 NA NA N

NYMEX RBB RBB RBOB Gasoline vs. Brent Crack Spread Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX 1J 1J Gulf Coast Unl 87 (Platts) Crack Spread BALMO Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA B

NYMEX 5E 5E Henry Hub Basis (Platts IFERC) Option NYMEX NG Natural Gas O http://www.cmegroup.co C I NA Y N NA NA N N 1 -1 0.25 NA NA N

NYMEX 7W 7W Gulf Coast Heating Oil (OPIS) vs. Heating Oil Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA N N 1 NA 1 NA NA S

NYMEX CBC CBC Gulf Coast CBOB Gasoline A1 (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX DCL DCL Daily WTI Calendar Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C C NA N N NA NA N N 1 NA 1 NA NA N

NYMEX DNM DNM Daily Crude Oil Calendar Spread Option (1 Month) NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA Y Y 0 1 N N 1 -1 1 NA NA N

NYMEX DTM DTM Daily Crude Oil Calendar Spread Option (2 Month) NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C N NA Y Y 0 2 N N 1 -1 1 NA NA N

NYMEX GCC GCC Gulf Coast Unl 87 Gasoline M2 (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX GCG GCG Gulf Coast CBOB Gasoline A2 (Platts) Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX GFC GFC Gulf Coast No. 6 Fuel Oil (Platts) Crack Spread BALMO Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA B

NYMEX HB HB Henry Hub Basis Swap (Platts IFERC) Futures NYMEX NG Natural Gas F http://www.cmegroup.co C I NA Y N NA NA N N 1 -1 0.25 NA NA N

NYMEX HOB HOB Heating Oil vs. Brent Crack Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX JU JU Gulf Coast Jet (Argus) Up-Down Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX NFC NFC New York 1% Fuel Oil (Platts) Crack Spread BALMO Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA B

NYMEX RVU RVU RBOB vs. NY ULSD Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX RVU RVU RBOB vs. NY ULSD Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX RY RY NY RBOB (Platts) Calendar Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C I NA N N NA NA N N 1 NA 1 NA NA S

NYMEX UBC UBC NY ULSD Crack Spread BALMO Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA B

NYMEX UBC UBC NY ULSD Crack Spread BALMO Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA B

NYMEX UCF UCF NY ULSD Crack Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX UCP UCP NY ULSD Crack Spread Average Price Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX ULB ULB NY ULSD (Argus) vs. Heating Oil Spread BALMO Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C I NA Y N NA NA Y N 1 -1 1 NA NA B

NYMEX UT UT Gulf Coast No. 2 (Platts) Up-Down Calendar Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX V7 V7 Argus WTI Trade Month Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA TM

NYMEX XER XER RBOB Gasoline vs. Euro-bob Oxy (Argus) NWE Barges Swap Futures NYMEX RB Gasoline Blendstock (RBOB) F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX YH YH NY Heating Oil (Platts) vs. NYMEX Heating Oil Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX 5Y 5Y NY ULSD (Argus) Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX LH LH New York Harbor Ultra-Low Sulfur Diesel (ULSD) Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX SN SN Henry Hub Natural Gas Swing (Platts Gas Daily) Futures NYMEX NG Natural Gas F http://www.cmegroup.co C SS NA N N NA NA N N 1 NA 0.25 NA NA B

NYMEX UAO UAO NY ULSD Average Price Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX UBS UBS NY ULSD BALMO Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA B

NYMEX UCA UCA NY ULSD Calendar Spread Option (1 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C N NA Y Y 0 1 N N 1 -1 1 NA NA N

NYMEX UCB UCB NY ULSD Calendar Spread Option (2 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C N NA Y Y 0 2 N N 1 -1 1 NA NA N

NYMEX UCC UCC NY ULSD Calendar Spread Option (3 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C N NA Y Y 0 3 N N 1 -1 1 NA NA N

NYMEX UMM UMM NY ULSD Calendar Spread Option (6 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C N NA Y Y 0 6 N N 1 -1 1 NA NA N

NYMEX UCZ UCZ NY ULSD Calendar Spread Option (12 Month) NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C N NA Y Y 0 12 N N 1 -1 1 NA NA N
Exchange

Exchange 

Code

Exchange 

Public 

Code Official Contract Name

Part 20 

Underlying 

Commodity Core Referenced Futures Contract

Future or 

Option Link

Physical 

or Cash

First 

Nearby or 

Same 

Contract 

Month

Month (If 

Named 

Month)

Spread 

(Y/N)

Calendar 

Spread 

(Y/N)

Calendar 

Spread 

Front Leg 

Month

Calendar 

Spread 

(Number of 

Months from 

Front Leg)

Intercommodity 

Spread

Two 

Component 

Intercommod

ity Spread

Relationship 

Factor 1 (if 

multiple legs, 

first leg)

Relationship 

Factor 2 (if 

multiple legs, 

second leg)

Size 

Factor 

(relative 

to core)

First 

Month

Total 

Months

Averaging 

Contract 

NYMEX ULE ULE NY ULSD European Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX ULF ULF NY ULSD Last Day Financial Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX ULO ULO NY ULSD Option NYMEX HO No. 2 Heating Oil, New York Harbor O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX ULS ULS NY ULSD Financial Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX USF USF NY ULSD Calendar Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 NA NA S

NYMEX YF YF NY Heating Oil (Platts) Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C I NA N N NA NA N N 1 NA 1 NA NA S

NYMEX YS YS NY ULSD (Platts) Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C I NA N N NA NA N N 1 NA 1 NA NA S

ICUS ICN ICN US Corn Futures and Options CBT C Corn F/O https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS IS IS US Soybean Futures and Options CBT S Soybean F/O https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS IBO IBO US Soybean Oil Futures and Options CBT BO Soybean Oil F/O https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS ISM ISM US Soybean Meal Futures and Options CBT SM Soybean Meal F/O https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

ICUS IW IW US Wheat Futures and Options CBT W Wheat (CBOT) F/O https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

NYMEX YU YU NY ULSD (Platts) Crack Spread Swap Futures NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y 1 NA 1 NA NA S

NYMEX UCF UCF NY ULSD Crack Spread Swap Futures NYMEX CL Crude Oil, Light Sweet (WTI) F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYMEX UCP UCP NY ULSD Crack Spread Average Price Option NYMEX CL Crude Oil, Light Sweet (WTI) O http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

CBT WDF OWD Short-Dated New Crop Wheat Options CBT W Wheat (CBOT) O http://www.cmegroup.co P N JUL N N NA NA N N 1 NA 1 7 1 N

ICUS IW IW US Wheat Futures CBT W Wheat (CBOT) F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

ELX ZWE ZWE Wheat Futures CBT W Wheat (CBOT) F http://www.elxfutures.co C Y NA N N NA NA N N 1 NA 1 NA NA N

ELX ZCE ZCE Corn Futures CBT C Corn F http://www.elxfutures.co C Y NA N N NA NA N N 1 NA 1 NA NA N

CBT SDF OSD Short-Dated New Crop Corn Options CBT S Soybean O http://www.cmegroup.co P N NOV N N NA NA N N 1 NA 1 11 1 N

ELX ZSE ZSE Soybean Futures CBT S Soybean F http://www.elxfutures.co C Y NA N N NA NA N N 1 NA 1 NA NA N

ICEU HOF HOF Heating Oil 1st Line Future NYMEX HO No. 2 Heating Oil, New York Harbor F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA S

ICEU HOG HOG Heating Oil Arb - Heating Oil 1st Line vs Gasoil 1st Line Future (in Bbls) NYMEX HO No. 2 Heating Oil, New York Harbor F https://www.theice.com/pC Y NA Y N NA NA Y Y 1 -1 1 NA NA S

ICEU HOL HOL Platts Refined Diff - NYH Heating Oil 2:30 PM ET Settlement vs. Platts 3:15 NYMEX HO No. 2 Heating Oil, New York Harbor F https://www.theice.com/pC Y NA Y Y 0 1 N N 1 -1 1 NA NA N

IFED HHC HHC Henry Calendar Year One Time Fixed Price Future NYMEX NG Natural Gas F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 0.25 NA NA N

IFED HHM HHM Henry Penultimate 1-Month Calendar Spread Future NYMEX NG Natural Gas F https://www.theice.com/pC Y NA Y Y 0 1 N N 1 -1 0.25 NA NA N

IFED HMT HMT Henry Penultimate 3-Month Calendar Spread Future NYMEX NG Natural Gas F https://www.theice.com/pC Y NA Y Y 0 3 N N 1 -1 0.25 NA NA N

IFED HMT HMT Calendar Spread Option on Henry Penultimate 3-Month Calendar Spread F NYMEX NG Natural Gas O https://www.theice.com/pC N NA Y Y 0 3 N N 1 -1 0.25 NA NA N

IFED HMX HMX Henry Penultimate 6-Month Calendar Spread Future NYMEX NG Natural Gas F https://www.theice.com/pC Y NA Y Y 0 6 N N 1 -1 0.25 NA NA N

IFED HMX HMX Calendar Spread Option on Henry Penultimate 6-Month Calendar Spread F NYMEX NG Natural Gas O https://www.theice.com/pC N NA Y Y 0 6 N N 1 -1 0.25 NA NA N

IFED HEN HEN Henry Basis Future NYMEX NG Natural Gas F https://www.theice.com/pC Y NA N N NA NA N N -1 NA 0.25 NA NA N

IFED HIS HIS Henry Index Future NYMEX NG Natural Gas F https://www.theice.com/pC Y NA N N NA NA N N 1 -1 0.25 NA NA Y

IFED SDH SDH Henry LD1 Same Day Fixed Price Future NYMEX NG Natural Gas F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 0.25 NA NA N

IFED SDH SDH Option on Henry LD1 Same Day Fixed Price Future NYMEX NG Natural Gas O https://www.theice.com/pC Y NA N N NA NA N N 1 NA 0.25 NA NA N

IFED HHD HHD Henry Swing Future NYMEX NG Natural Gas F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 0.25 NA NA N

NYME HHS HHS Henry Hub Natural Gas (Platts IFERC) Fixed Price Futures NYMEX NG Natural Gas F http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 0.25 NA NA S

ICUS OJM OJM ICE Cash-Settled FCOJ Future ICUS OJ Frozen Concentrated Orange Juice F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 0.1 NA NA Y

ICEU TDX TDX Crude Diff - WCS TMX 1b Index Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 1 1 NA NA S

ICEU R R WTI 1st Line Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA S

ICEU RBR RBR Gasoline Crack - RBOB Gasoline 1st Line vs Brent 1st Line Future NYMEX RB Gasoline Blendstock (RBOB) F https://www.theice.com/pC Y NA Y N NA NA Y Y 1 -1 1 NA NA S

ICEU RBS RBS RBOB Gasoline 1st Line Future NYMEX RB Gasoline Blendstock (RBOB) F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA S

ICEU JHO JHO Jet Fuel Diff - Gulf Coast Jet Fuel vs Heating Oil 1st Line Future NYMEX HO No. 2 Heating Oil, New York Harbor F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA S

ICEU HBW HBW Heating Oil Crack - Heating Oil 1st Line vs WTI 1st Line Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 1 1 NA NA S

ICEU HBW HBW Heating Oil Crack - Heating Oil 1st Line vs WTI 1st Line Future NYMEX HO No. 2 Heating Oil, New York Harbor F https://www.theice.com/pC Y NA Y N NA NA Y Y 1 -1 1 NA NA S

ICEU HBT HBT Heating Oil Crack - Heating Oil 1st Line vs Brent 1st Line Future NYMEX HO No. 2 Heating Oil, New York Harbor F https://www.theice.com/pC Y NA Y N NA NA Y Y 1 -1 1 NA NA S

ICEU NGW NGW Natural Gasoline, OPIS Mt. Belvieu Non-TET vs WTI 1st Line Crude Different NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA S

IFED HHC HHC Calendar Year One Time Option on Henry Calendar Year One Time Fixed Pr NYMEX NG Natural Gas O https://www.theice.com/pC N NA N N NA NA N N 1 NA 0.25 0 12 N

IFED HHD HHD Option on Henry Swing Future NYMEX NG Natural Gas O https://www.theice.com/pC Y NA N N NA NA N N 1 NA 0.25 NA NA N

IFED HHM HHM Calendar Spread Option on Henry Penultimate 1-Month Calendar Spread F NYMEX NG Natural Gas O https://www.theice.com/pC Y NA Y Y 0 1 N N 1 -1 0.25 NA NA N

CBT MCG MCW MGEX-CBOT Wheat Futures Spread CBT W Wheat (CBOT) F http://www.cmegroup.co P Y NA Y N NA NA Y Y -1 1 1 NA NA N

CBT MCG MCW MGEX-CBOT Wheat Futures Spread MGEX MWE Wheat, Hard Red Spring (MGEX) F http://www.cmegroup.co P Y NA Y N NA NA Y Y 1 -1 1 NA NA N

ICUS IW IW US Wheat Options CBT W Wheat (CBOT) O https://www.theice.com/pC Y NA N N NA NA N N 1 NA 1 NA NA N

ELX ZME ZME Soybean Meal Futures CBT SM Soybean Meal F http://www.elxfutures.co C Y NA N N NA NA N N 1 NA 1 NA NA N

ELX ZLE ZLE Soybean Oil Futures CBT BO Soybean Oil F http://www.elxfutures.co C Y NA N N NA NA N N 1 NA 1 NA NA N

CBT MCG MCW MGEX-CBOT Wheat Spread Options CBT W Wheat (CBOT) O http://www.cmegroup.co P Y NA Y N NA NA Y Y -1 1 1 NA NA N

CBT MCG MCW MGEX-CBOT Wheat Spread Options MGEX MWE Wheat, Hard Red Spring (MGEX) O http://www.cmegroup.co P Y NA Y N NA NA Y Y 1 -1 1 NA NA N

CBT WZ OZW/W Chicago SRW Wheat Options (PUT) CBT W Wheat (CBOT) F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CBT CW3 WC3 Chicago SRW Wheat Mar-Jul CSO CBT W Wheat (CBOT) O http://www.cmegroup.co P N MAR-JUL Y Y 0 4 N N 1 -1 1 NA NA N

CBT K7C KZC Consective KC HRW CSO KCBT KW Wheat, Hard Winter (KCBT) O http://www.cmegroup.co P N NA Y Y 0 1 N N 1 -1 1 NA NA N

CBT KW KE/KET KC HRW Wheat Futures KCBT KW Wheat, Hard Winter (KCBT) F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

CBT PY Corn Options (PUT) CBT C Corn O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CBT OO Oats Options (CALL) CBT O Oats O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CBT BO Soybean Oil Options CBT BO Soybean Oil O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CBT OYC Soybean Oil Options CBT BO Soybean Oil O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CBT MY Soybean Meal Options (CALL) CBT SM Soybean Meal O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

CBT SM Soybean Meal Options CBT SM Soybean Meal O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 N NA N

CBT RRC Rough Rice Options CBT RR Rough Rice O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N
Exchange

Exchange 

Code

Exchange 

Public 

Code Official Contract Name

Part 20 

Underlying 

Commodity Core Referenced Futures Contract

Future or 

Option Link

Physical 

or Cash

First 

Nearby or 

Same 

Contract 

Month

Month (If 

Named 

Month)

Spread 

(Y/N)

Calendar 

Spread 

(Y/N)

Calendar 

Spread 

Front Leg 

Month

Calendar 

Spread 

(Number of 

Months from 

Front Leg)

Intercommodity 

Spread

Two 

Component 

Intercommod

ity Spread

Relationship 

Factor 1 (if 

multiple legs, 

first leg)

Relationship 

Factor 2 (if 

multiple legs, 

second leg)

Size 

Factor 

(relative 

to core)

First 

Month

Total 

Months

Averaging 

Contract 

CBT RRF Rough Rice Options CBT RR Rough Rice O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CME LH Lean Hog Options CME LH Lean Hogs O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 N NA N

CME LC Live Cattle Options CME LC Live Cattle O http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 1 NA NA N

CME FC Feeder Cattle Options CME FC Feeder Cattle O http://www.cmegroup.co C Y NA N N NA NA N N 1 NA 1 N NA N

IFED HHL HHL HENRY LD1 FIXED PRICE FUTURE 25K NYMEX NG Natural Gas F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 2.5 NA NA N

PBOT HHQ HHQ NFX HENRY HUB NATURAL GAS Financial futures - 10,000 NYMEX NG Natural Gas F http://business.nasdaq.coC Y NA N N NA NA N N 1 NA 1 NA NA N

PBOT HUQ HUQ NFX HENRY HUB NATURAL GAS Penultimate futures - 10,000 NYMEX NG Natural Gas F http://business.nasdaq.coC Y NA N N NA NA N N 1 NA 1 NA NA N

PBOT LNQ LNQ NFX OPTION ON NFX HENRY HUB Penultimate future - 10,000 NYMEX NG Natural Gas O http://business.nasdaq.coC Y NA N N NA NA N N 1 NA 1 NA NA N

PBOT NPQ NPQ NFX HENRY HUB NATURAL GAS Penultimate Financial futures - 2,500 NYMEX NG Natural Gas F http://business.nasdaq.coC Y NA N N NA NA N N 1 NA 0.25 NA NA N

PBOT NNQ NNQ NFX HENRY HUB NATURAL GAS FINANCIAL FUTURES -2,500 NYMEX NG Natural Gas F http://business.nasdaq.coC Y NA N N NA NA N N 1 NA 0.25 NA NA N

ICEU TIA TIA Crude Diff - WTI 1-Month Calendar Spread Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC N NA Y Y 0 1 N N 1 -1 1 NA NA N

ICEU RMM RMM WTI 1st Line Mini Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA N N NA NA N N 1 NA 0.1 NA NA S

ICEU MLT MLT Crude Diff - Argus WTI Midland vs WTI 1st Line Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA S

ICEU ARO ARO Crude Diff - Argus Mars vs WTI 1st Line Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA S

ICEU ARW ARW Crude Diff - Argus Mars vs WTI Trade Month Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA TM

ICEU AVT AVT Crude Diff - Argus WTS vs WTI Trade Month Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA TM

ICEU MSV MSV Crude Diff - Argus WTI Midland vs WTI Trade Month Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA TM

ICEU AFH AFH Crude Diff - Argus WTS vs WTI 1st Line Future NYMEX CL Crude Oil, Light Sweet (WTI) F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA S

PBOT CLQ CLQ NFX WTI CRUDE OIL FINANCIAL FUTURES NYMEX CL Crude Oil, Light Sweet (WTI) F http://business.nasdaq.coC Y NA N N NA NA N N 1 NA 1 NA NA N

CMX SIL 1,000-oz. Silver Futures CMX SI Silver F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 0.2 NA NA N

ICEU JCH JCH Jet Fuel Diff - Argus NYH Jet Fuel vs Heating Oil 1st Line Future NYMEX HO No. 2 Heating Oil, New York Harbor F https://www.theice.com/pC Y NA Y N NA NA Y Y -1 NA 1 NA NA S

NYME JET JET NY Buckeye Jet Fuel (Platts) vs. NY Harbor ULSD Futures Contract Specs NYMEX HO No. 2 Heating Oil, New York Harbor F http://www.cmegroup.co C Y NA Y N NA NA Y Y -1 NA 1 NA NA S

CBT MKC MKC Mini-Sized KC HRW Wheat Futures KCBT KW Wheat, Hard Winter (KCBT) F http://www.cmegroup.co P Y NA N N NA NA N N 1 NA 0.2 N NA N

CBT CKN CKN KC HRW Jul-Jul CSO KCBT KW Wheat, Hard Winter (KCBT) O http://www.cmegroup.co P N JUL-JUL Y Y 0 12 N N 1 -1 1 NA NA N

CBT CKM CKM KC HRW Jul-Dec CSO KCBT KW Wheat, Hard Winter (KCBT) O http://www.cmegroup.co P N JUL-DEC Y Y 0 5 N N 1 -1 1 NA NA N

CBT KC3 CK3 KC HRW Mar-Jul CSO KCBT KW Wheat, Hard Winter (KCBT) O http://www.cmegroup.co P N MAR-JUL Y Y 0 4 N N 1 -1 1 NA NA N

CBT KCZ CKZ KC HRW Dec-Dec CSO KCBT KW Wheat, Hard Winter (KCBT) O http://www.cmegroup.co P N DEC-DEC Y Y 0 12 N N 1 -1 1 NA NA N

CBT CK6 KC6 KC HRW Dec-Jul CSO KCBT KW Wheat, Hard Winter (KCBT) O http://www.cmegroup.co P N DEC-JUL Y Y 0 7 N N 1 -1 1 NA NA N

CBT KWO KWE Short-Dated New Crop KC HRW Wheat Options KCBT KW Wheat, Hard Winter (KCBT) O http://www.cmegroup.co P N JUL N N NA NA N N 1 NA 1 7 1 N

CBT KWC CKW KCBT HRW-CBOT Wheat spread option KCBT KW Wheat, Hard Winter (KCBT) O http://www.cmegroup.co C Y NA Y Y NA NA Y Y 1 NA 1 NA NA N

CBT KWC CKW KCBT HRW-CBOT Wheat spread option CBT W Wheat (CBOT) O http://www.cmegroup.co C Y NA Y Y NA NA Y Y -1 NA 1 NA NA N
Column Name Definition

Exchange The exchange listing the referenced contract.

Exchange Code The contract code sent by the exchange to CFTC.

Exchange Public Code The public contract code used by the exchange. This is sometimes referred 

to as the open outcry code.

Official Contract Name The official name of the contract found on contract specifications at the 

exchange’s website. 

Part 20 Underlying Commodity The underlying commodity used in Part 20 for the core referenced futures 

contract.

Core Referenced Futures Contract The applicable core referenced futures contract.

Inclusion Status

Proposed determination as to which referenced contracts are included for 

proposed Position Limit purposes. Any codes associated with non-included 

contracts are preliminary, if an early determination was made that the 

contract was not to be included.

Future or Option An indicator whether the commodity code pertains to a future (F) or an 

option (O) or both (F/O).

Link Provides a link to the contract specifications on the exchange's website. 

Physical or Cash Indicates whether the contract is a physical-delivery (P) or cash-settled (C) 

contract.

First Nearby or Same Contract 

Month

Indicates if the contract applies only to the first nearby contract month. The 

first nearby is in relation to the nominal listed month of the referenced 

Month (If Named Month) If the contract establishes positions in a particular calendar month or 

months, this variable indicates which calendar month(s).

Spread (Y/N) Indicates whether or not the referenced contract is a spread (intercommodity or calendar). Yes indicates that it is some type of spread 

Calendar Spread (Y/N)

Indicates whether the contract is a calendar spread contract or not. 

Calendar spread contracts establish positions in different calendar months 

of the same contact.

Calendar Spread Front Leg Month

Indicates the month of the front leg for the calendar spread and is 

represented as the distance of the nominal month of the referenced 

contract to the core referenced futures contract. If the front leg for the 

contract is the about to expire contract, then the front leg indicator takes 

Calendar Spread (Number of 

Months from Front Leg)

Indicates the number of contract months the back leg of a calendar spread 

is from the Calendar Spread Front Leg Indicator. For example, if the 

calendar spread involves the about to expire and next out contract, the 

calendar spread factor takes on a value of 1.

Intercommodity Spread Indicates whether the referenced contract involves two or more underlying 

commodities.

Two Component Intercommodity 

Spread

Indicates whether the referenced contract involves exactly two different 

commodities. 

Relationship Factor 1 (if multiple 

legs, first leg)

Indicates whether buying that contract corresponds to a long position in the 

core referenced futures contact. For spread contracts, indicates the 

relationship factor for the first underlying.

Relationship Factor 2 (if multiple 

legs, second leg)

Indicates whether buying that contract corresponds to a long position in the 

core referenced futures contact. For spread contracts, indicates the 

relationship factor for the second underlying.
Column Name Definition

Size Factor (relative to core) Indicates the size of the referenced contract relative to the core referenced 

futures contract.

First Month

Indicates how many months the first futures-equivalent (FE) position is 

from the nominal month of the referenced contract. For example, a value 

of 0 represents that the first FE position is nominally the same month as the 

referenced contract listing; whereas, a value of 1 represents that the first FE 

position is one month advanced from the referenced contract listing. 

Total Months

Provides a count of the total number of different months in which futuresequivalent positions in the core referenced futures contract are produced 

by a position in the referenced contract. For example, this value would be 

12 for a twelve-month calendar strip. This is used not used for averaging 

contracts since, with average pricing, the total number of FE positions in 

different months may depend on the circumstance. This is also not used for 

calendar spreads since calendar spreads always result in two different 

Indicates whether the contract is an averaging contract and if so what type 

of averaging contract: 

B = BALMO

CS= Calendar Swap (prices off the nearest core contract expiration to the 

reference contract expiration at end of month. Averaging occurs for the 

last month of the core contract.) 

N = No averaging

S = Simple averaging (averaging over the first nearby (e.g., Gulf Coast No. 6 

Fuel Oil (Platts) Crack Spread Swap Futures, MG))

S1 = Simple Averaging that differs before the last trading month compared 

to during the last trading month of the contract (e.g., wheat calendar swap, 

TM = Trade Month (averaging over the trade month)

MI = MGEX Wheat Indices (averaging during the last three trading days of 

the settlement month) Averaging Contract