Future Vendor Codes
MX HSVF OBF Feeds | Bloomberg | LSEG Data & Analytics | ||
---|---|---|---|---|
STIR | CRA Outrights | CRA | COR | CRA |
CRA Spreads1 | CRAF20CRAB21 | CORF0B1 | CRAF0-B1 | |
CRA 1 Year Strip2 | CRAF2004 | COR1YF0 | CRAST | |
CRA 2 Year Strip2 | CRAF2008 | COR2YF0 | ||
CRA 3 Year Strip2 | CRAF2012 | COR3YF0 | ||
OCR Options on CRA | OCR | COR OMON | CRJ | |
COA Ourights | COA | OORA | OAC | |
COA Spreads1 | COAF20COAB21 | OORF0OORB1 | OACF0-B1 | |
COA 4 Month Strip | COAF2004 | OACST | ||
COA CRA Inter Commodity Spread | 1COAN24+1COAQ24-2CRAM24 | OAC-CRAF20 | ||
Bond | CGB Outrights | CGB | CN | CGBU0 |
CGB Spreads1 | CGBF20CGBB21 | CNF0CNB1 | CGBF0-B1 | |
OGB Options on CGB | OGB | CNU | CGB | |
CGF Outrights | CGF | XQ | CGF | |
CGF Spreads1 | CGBF20CGBB21 | XQF0XQB1 | CGFF0-B1 | |
5yr CGF vs 10 yr CGB | 2CGFF0-1CGBF0 | XQF0CNF0 | CGF-CGBF20 | |
2yr CGZ vs 5 ys CGF | 3CGZF0-1CGFF0 | CVF0XQF0 | CGZ-CGFF20 | |
2yr CGZ vs 10 ys CGF | 11CGZH0-2CGBH0 | CVF0CNF0 | CGZ-CGFF20 | |
2yr CGZ vs 5 ys CGF vs 10 yr CGB Butterfly | 27CGZH0-18CGFH0+1CGBH0 | CGZ-CGF-CGBF20 | ||
2yr CGZ vs 30 ys LGB | 20CGZF0-1LGBF0 | CVLGBF0 | CGZ-LGBF20 | |
5yr CGF vs 30 yr LGB | 7CGFF0-1LGBF0 | XQLGBF0 | CGF-LGBF20 | |
10yr CGB vs 30 yr LGB | 7CGBF0-2LGBF0 | CNLGBF0 | CGB-LGBF20 | |
OGF Options on CGF | OGF | XQU | CGF | |
CGZ Outrights | CGZ | CV | CGZ | |
CGZ Spreads1 | CGZF20CGZB21 | CVF0CVB1 | CGZF0-B1 | |
OGZ Options on CGZ | OGZ | CVU | CGZ | |
LGB Outrights | LGB | LGB | LGB | |
LGB Spreads1 | LGBF20LGBB21 | LGBF0LGBB1 | LGBF0-B1 | |
Index | SXF Outrights | SXF | PT | SXF |
SXF Spreads1 | SXFF20SXFB21 | PTF0PTB1 | SXFF0-B1 | |
BSF (SXF) BTC Future | BSF | BPT | BSF | |
SXO Options | SXO | SPTSX60 | SXO | |
SXM Outrights | SXM | MPT | SXM | |
SXM Spreads1 | SXMF20SXMB21 | MPTF0MPTB1 | SXMF0-B1 | |
SDV Outrights | SDV | SDW | SDV | |
SDV Spreads | SDVF20SDVB21 | SDWF0SDWB1 | SDVF0-B1 | |
SMJ Outrights | SMJ | MJC | JSM | |
SMJ Spreads1 | SMJF20SMJB21 | MJCF0MJCB1 | JSMF0-B1 | |
SEG Outrights | SEG | STSA | SEG | |
SEG Spreads1 | SEGF20SEGB21 | STSAF0STSAB1 | SEGF0-B1 | |
SEG BTC Futures | BEG | STLA | BEG | |
SXA Outrights | SXA | HK | SXA | |
SXA Spreads1 | SXAF20SXAB21 | HKF0HKB1 | SXAF0-B1 | |
SXB Outrights | SXB | RF | SXB | |
SXB Spreads1 | SXBF20SXBB21 | RFF0RFB1 | SXBF0-B1 | |
SXH Outrights | SXH | DU | SXH | |
SXH Spreads1 | SXHF20SXHB21 | DUF0DUB1 | SXHF0-B1 | |
SXK Outrights | SXK | SPL | SXK | |
SXK Spreads1 | SXK20SXKB21 | SPLF0SPLB1 | SXKF0-B1 | |
SXU Outrights | SXU | SPD | SXU | |
SXU Spreads1 | SXUF20SXUB21 | SPDF0SPDB1 | SXUF0-B1 | |
SXY Outrights | SXY | EH | SXY | |
SXY Spreads1 | SXYF20SXYB21 | EHF0EHB1 | SXYF0-B1 | |
SCF Outrights | SCF | SCT | FCS | |
SCF Spreads1 | SCFF20SCFB21 | SCTF0SCTB1 | FCSF0-B1 | |
SCG Outrights | SCG | STYA | SCG | |
SCG Spreads1 | SCGF20SCGB21 | STYAF0SCTB1 | SCGF0-B1 | |
SXD Outrights | SXD | DXSA | SXD | |
SXD Spreads | SXDFF20SXDB21 | DXSAF01DXSAB01 | SXDF0-B1 | |
SXG Outrights | SXG | FGIA | SXG | |
SXG Spreads | SXGF20SXGB21 | FGIAF01FGIAB01 | SXGF0-B1 | |
SXR Outrights | SXR | XSRA | XRS | |
SXR Spreads | SXRF20SXRB21 | XSRAF01XSRAB01 | XRSF0-B1 | |
SXS Outrights | SXS | XSTA | SSX | |
SXS Spreads | SXSF20SXSB21 | XSTAF01XSTAB01 | SSXF0-B1 | |
SXT Outrights | SXT | SSYA | SXT | |
SXT Spreads | SXTF20SXTB21 | SSYAF01SSYAB01 | SXTF0-B1 | |
SXW Outrights | SXW | XSWA | XSW | |
SXW Spreads | SXWF20SXWB21 | XSWAF01XSWAB01 | XSWF0-B1 | |
FX | USX Options | USX | USX | USX |
- Spreads Symbology:
ABC = 3 Characters Class, F = Front Month (H,M,U,Z), 0 = last digit of front month calendar year
ABC = 3 Characters Class, B = Back Month (H,M,U,Z), 1 = last digit of back month calendar year - Strip Symbology:
ABC = 3 Characters Class, F = Front Month of the Strip, 20 = digits of calendar year, 04/08/12 indicates 4 legs, 8 legs or 12 consecutive legs in the strip