| Symbol | Description | Sector | Exchange | Roll Date | Notes |
| AD | Australian Dollar | CURRENCY | CME Group | 11 | |
| AI | DJ UBS Commodity Index Futures | EQUITY | CME Group | 11 | |
| AU | Australian 90-Day Bank Bill | INTEREST RATE | ASX Group | 0 | |
| AX | Australian 10 yr Bond | INTEREST RATE | ASX Group | 0 | |
| AY | Australian 3 yr Bond | INTEREST RATE | ASX Group | 0 | |
| BD | Big Dow | EQUITY | CBOT/CME Group | 12 | |
| BL | Euro-Bobl 5 yr | INTEREST RATE | Eurex | *28 | |
| BN | Euro-Bund 10 yr | INTEREST RATE | Eurex | *28 | |
| BO | Soybean Oil | GRAIN | CBOT/CME Group | *20 | |
| BP | British Pound | CURRENCY | CME Group | 10 | |
| BR | Brazilian Bovespa Futures | EQUITY | BM&F BOVESPA | 0 | |
| BX | Euro-Buxl 30 yr | INTEREST RATE | Eurex | *28 | |
| BZ | Euro-Schatz 2 yr | INTEREST RATE | Eurex | *28 | |
| CB | Canadian 10 yr | INTEREST RATE | Montreal Stock Exchange | *27 | |
| CC | Cocoa ICE | SOFTS | Intercontinental Exchange | *15 | |
| CD | Canadian Dollar | CURRENCY | CME Group | 10 | |
| CF | CAC 40 Index Futures | EQUITY | NYSE Liffe | 0 | Use ‘Expiration’ Roll Method |
| CL | Light Crude NYMEX | ENERGY | NYMEX/CME Group | *19 | |
| CM | Corn E-Mini | GRAIN | CBOT/CME Group | *20 | |
| CN | Corn | GRAIN | CBOT/CME Group | *20 | |
| CO | Brent Crude ICE | ENERGY | Intercontinental Exchange | 0 | |
| CT | Cotton #2 | SOFTS | Intercontinental Exchange | *20 | |
| DA | DAX Futures | EQUITY | Eurex | 17 | |
| DJ | DJIA Futures | EQUITY | CBOT/CME Group | 12 | |
| DM | German Mark | CURRENCY | CME Group | 10 | Stopped collecting 08/1999 |
| DX | Dollar Index ICE | CURRENCY | Intercontinental Exchange | 1 | |
| EC | Euro FX | CURRENCY | CME Group | 10 | |
| ED | Eurodollar | INTEREST RATE | CME Group | *15 | Roll using 3rd back-month |
| EE | Euro FX E-mini | CURRENCY | CME Group | 10 | |
| EI | MSCI Emerging Markets Mini | EQUITY | NYSE Liffe US | 12 | |
| EM | LIBOR 1 mo | INTEREST RATE | CME Group | *28 | Stopped collecting 07/2001 |
| EN | Nikkei 225 Futures SGX | EQUITY | Singapore Exchange | 0 | Use ‘Expiration’ Roll Method |
| EO | Amsterdam AEX Index Futures | EQUITY | NYSE Liffe | *20 | |
| ER | Russell 2000 Mini | EQUITY | Intercontinental Exchange | 12 | |
| ES | S&P 500 E-Mini | EQUITY | CME Group | 12 | |
| ET | Ethanol | ENERGY | CBOT/CME Group | *20 | |
| FC | Feeder Cattle | MEAT | CME Group | *29 | Gap 3/1981 |
| FF | 30-Day Federal Funds | INTEREST RATE | CBOT/CME Group | *28 | |
| FS | 5-Year Interest Rate Swap Futures | INTEREST RATE | CBOT/CME Group | *28 | |
| FT | FTSE 100 Index Futures | EQUITY | NYSE Liffe | 21 | |
| FV | TNote 5 yr | INTEREST RATE | CBOT/CME Group | *28 | |
| GC | Gold COMEX | METAL | COMEX/CME Group | *27 | |
| GL | Long Gilt | INTEREST RATE | NYSE Liffe | 5 | |
| GO | Gasoil Future ICE | ENERGY | Intercontinental Exchange | 0 | |
| HG | Copper High Grade COMEX | METAL | COMEX/CME Group | *27 | |
| HI | Hang Seng Index Futures | EQUITY | Hong Kong Exchanges | 28 | |
| HO | Heating Oil #2 NYMEX | ENERGY | NYMEX/CME Group | *27 | |
| HU | Unleaded Gasoline NYMEX | ENERGY | NYMEX/CME Group | *27 | Stopped Collecting 12/2006 |
| IB | IBEX 35 Futures | EQUITY | MEFF Renta Variable | 18 | |
| II | FTSE MIB Index Futures | EQUITY | Borsa Italiana | 18 | |
| JA | Platinum TOCOM | METAL | Tokyo Commodity Exchange | 0 | |
| JB | Japanese 10 yr Bond TSE | INTEREST RATE | Tokyo Stock Exchange | 12 | |
| JE | Japanese Yen E-Mini | CURRENCY | CME Group | 10 | |
| JG | Gold TOCOM | METAL | Tokyo Commodity Exchange | 0 | |
| JO | Orange Juice ICE | SOFTS | Intercontinental Exchange | 1 | |
| JY | Japanese Yen | CURRENCY | CME Group | 10 | |
| KC | Coffee “C” | SOFTS | Intercontinental Exchange | *20 | |
| KE | Korean 3 yr | INTEREST RATE | Korea Exchange | 20 | |
| KM | KOSPI 200 Futures | EQUITY | Korea Exchange | 0 | |
| LB | Lumber | SOFTS | CME Group | *24 | |
| LC | Live Cattle | MEAT | CME Group | *29 | |
| LH | Lean Hogs | MEAT | CME Group | *24 | Gap 3/1981 |
| MB | Municipal Bonds | INTEREST RATE | CBOT/CME Group | *28 | Stopped Collecting 3/2006 |
| MD | S&P 400 MidCap Futures | EQUITY | CME Group | 12 | |
| ME | Mexican Peso | CURRENCY | CME Group | 10 | |
| MG | MSCI EAFE Mini | EQUITY | NYSE Liffe US | 12 | |
| MI | S&P 400 MidCap E-Mini | EQUITY | CME Group | 12 | |
| MS | Soybeans E-Mini | GRAIN | CBOT/CME Group | *20 | |
| MW | Wheat E-Mini | GRAIN | CBOT/CME Group | *20 | |
| ND | NASDAQ 100 Futures | EQUITY | CME Group | 12 | |
| NE | Nikkei 225 Futures OSE | EQUITY | Osaka Securities Exchange | 0 | |
| NG | Natural Gas NYMEX | ENERGY | NYMEX/CME Group | 0 | Use ‘Expiration’ Roll Method |
| NK | Nikkei 225 Futures CME | EQUITY | CME Group | 0 | Use ‘Expiration’ Roll Method |
| NQ | NASDAQ 100 E-Mini | EQUITY | CME Group | 12 | |
| NZ | New Zealand Dollar | CURRENCY | CME Group | 11 | |
| OA | Oats | GRAIN | CBOT/CME Group | *20 | |
| PA | Palladium NYMEX | METAL | NYMEX/CME Group | *26 | |
| PB | Pork Bellies | MEAT | CME Group | *29 | |
| PL | Platinum NYMEX | METAL | NYMEX/CME Group | *26 | |
| PT | S&P Canada 60 Futures | EQUITY | Montreal Stock Exchange | 9 | |
| QG | Natural Gas E-Mini | ENERGY | NYMEX/CME Group | 0 | Use ‘Expiration’ Roll Method |
| QM | Crude Oil E-Mini | ENERGY | NYMEX/CME Group | *19 | |
| RL | Russell 2000 Futures | EQUITY | Intercontinental Exchange | 12 | Stopped Collecting 12/2008 |
| RM | Russell 1000 Mini | EQUITY | Intercontinental Exchange | 12 | |
| RR | Rough Rice | GRAIN | CBOT/CME Group | *20 | |
| SB | Sugar #11 | SOFTS | Intercontinental Exchange | *25 | |
| SF | Swiss Franc | CURRENCY | CME Group | 10 | |
| SM | Soybean Meal | GRAIN | CBOT/CME Group | *20 | |
| SP | S&P 500 Futures | EQUITY | CME Group | 12 | |
| ST | Sterling 3 mo | INTEREST RATE | NYSE Liffe | *15 | |
| SV | Silver COMEX | METAL | COMEX/CME Group | *27 | |
| SW | Swiss Market Index Futures | EQUITY | Eurex | 13 | |
| SY | Soybeans | GRAIN | CBOT/CME Group | *20 | |
| TB | TBills | INTEREST RATE | CME Group | *28 | Stopped collecting 09/2003 |
| TP | TOPIX Futures TSE | EQUITY | Tokyo Stock Exchange | 0 | |
| TS | 10-Year Interest Rate Swap Futures | INTEREST RATE | CBOT/CME Group | *28 | |
| TU | TNote 2 yr | INTEREST RATE | CBOT/CME Group | *28 | |
| TW | MSCI Taiwan Index | EQUITY | Singapore Exchange | 27 | Received on a delayed basis |
| TY | TNote 10 yr | INTEREST RATE | CBOT/CME Group | *28 | |
| UB | Ultra Tbond | INTEREST RATE | CBOT/CME Group | *28 | |
| UR | Euribor 3 mo | INTEREST RATE | NYSE Liffe | *15 | Roll using 3rd back-month |
| US | TBond 30 yr | INTEREST RATE | CBOT/CME Group | *28 | |
| VH | STOXX Europe 50 Index Futures | EQUITY | Eurex | 13 | |
| WC | Wheat CBOT | GRAIN | CBOT/CME Group | *20 | |
| WT | WTI Crude Future ICE | ENERGY | Intercontinental Exchange | 0 | |
| XB | RBOB Gasoline Futures NYMEX | ENERGY | NYMEX/CME Group | *27 | |
| XG | Gold Mini-sized | METAL | NYSE Liffe US | *27 | |
| XP | ASX SPI 200 Index Futures | EQUITY | ASX Group | 13 | |
| XX | EURO STOXX 50 Index Futures | EQUITY | Eurex | 13 | |
| YM | Dow Jones E-mini | EQUITY | CBOT/CME Group | 12 | |
| YS | Silver Mini-sized | METAL | NYSE Liffe US | 21 | |
| YX | NYSE Comp Futures | EQUITY | New York Futures Exchange | 12 | Stopped collecting 05/2003 |
NOTE: Recommended Roll Date. An asterisk next to Roll Date indicates this roll date is in month prior to expiration month.
Questions? Please contact us.