COT Data File Key


NOTE: Resale or rebroadcast of this data in any form is strictly prohibited.


If you wish to maintain your own Commitments of Traders data base instead of using the charts provided at this website, these files can be downloaded into any desired directory on your harddisk. Download the self-extracting history file for the Futures Only, Options and Futures Combined, and/or CIT-Supplemental data bases. Historical data is available from 1983 forward for Futures Only data, from May 1995 for Options and Futures Combined data, from January 2006 for CIT. Weekly updates are available as .bat files. Download these into the same directory as the history files. IF DOWNLOADING CURRENT HISTORY FILES: DO NOT DOWNLOAD CURRENT UPDATE FILES AS THIS WILL CAUSE A DUPLICATION OF THE CURRENT DATA IN YOUR HISTORY FILES. Alternatively, the weekly batch files which will automatically update the history files stored on your directory.

Downloading Directions:

[Note: These instructions assume you keep your historical data on "c:\cot" directory, however, you are free to use the directory of your choice.] We currently support only dos file formats for IBM & compatible computers. SuperCharts & TradeStation users note: Some users have reported difficulties with these graphics products recognizing ascii files, particularly with 8-digit date field. This difficulty has been overcome by using "\cot" as the folder name, rather than a longer name.

New History:

  1. BEFORE BEGINNING: Check the blog for latest announcements on data delays, errors and corrections.

  2. Download a new historical data base. Unzip files into c:\cot c:\opt c:\cit (or directories of choice).

Weekly Updating:

  1. BEFORE BEGINNING: Check the for latest announcements on data delays, errors and corrections.

  2. Save the file to c:\cot c:\opt c:\cit or custom directories that contain the historical files. The file name will be either COT_UPD.BAT, OPT_UPD.BAT, and CIT_UPD.BAT.

  3. Use Windows Explorer to locate the bat file in the respective directory, check that the file date is current, and double click on it. This will open a dos window and automatically update all of the data files in that directory.

  4. DO NOT DUPLICATE UPDATE.


File Formats Futures Only:

The file format is standard price format comma delimited, 7 field ASCII, suitable for importing into spreadsheet or graphing software. The field substitutions are as follows: Briese %CoT Index files are named with the symbol (below) preceded by "cot" (e.g. Soybeans is "COTS.PRN")

DATE   OPEN     HIGH          LOW          CLOSE         VOLUME   OI
----   ----     ----          ---          -----         ------   --
DATE   WEEK*    LARGE         COMMERCIAL   SMALL TRADER   ZERO    ZERO
                SPECULATOR    HEDGER       INDEX           **      **
                INDEX         INDEX

*WEEK Since 2 weekly reports have been issued on alternate Fridays since 10-6-92, the WEEK field is used to determine if the data is (1) the current week or (2) one week old. This would be important if the data were used in system trading, since the week old data would not be available any earlier than the current week's data. In general, you can assume that data with a WEEK code of 1, was available approximately 1 week after the compilation date carried in the DATE field.

  *WEEK = 1 IF LATEST REPORT
        = 2 IF REPORT IS 1 WEEK OLD (BEGINNING 10-6-92)

** ZEROS are carried for Volume & Open Interest fields to facilitate importing into graphing packages as 7 field ASCII.

Futures Only Commitments of Traders Data files are named with the symbol preceded by the letter "q" (e.g. Soybeans is "QS.PRN"). The futures + options data files are preceded with the letter "u" (e.g. Soybeans is "US.PRN"). The format for both files is identical:

  DATE   OPEN     HIGH        LOW       CLOSE     VOLUME   OI
  ----   ----     ----        ---       -----     ------   --
  DATE   LARGE SPECULATOR     COMMERCIAL HEDGER   SMALL TRADER
         LONG    SHORT        LONG      SHORT     LONG     SHORT

File Formats Options and Futures Combined:

The file format is standard price format comma delimited, 7 field ASCII, suitable for importing into spreadsheet or graphing software. The field substitutions are as follows: Briese %CoT Index files are named with the symbol (below) preceded by "OPT" (e.g. Soybeans is "OPTS.PRN")

DATE   OPEN       HIGH          LOW          CLOSE         VOLUME     OI
----   ----       ----          ---          -----         ------     -----
DATE   LARGE     COMMERCIAL     SMALL        LARGE       COMMERCIAL   SMALL  
     SPECULATOR    HEDGER       TRADER     SPECULATOR      HEDGER     TRADER
     Net Posit.   Net Pos.     Net Pos.     COT INDEX     COT INDEX   INDEX

Options and Futures Combined raw position files are named with the symbol preceded by the letter "u" (e.g. Soybeans is "US.PRN"):

  DATE   OPEN     HIGH        LOW       CLOSE     VOLUME   OI
  ----   ----     ----        ---       -----     ------   --
  DATE   LARGE SPECULATOR     COMMERCIAL HEDGER   SMALL TRADER
         LONG    SHORT        LONG      SHORT     LONG     SHORT

File Formats COT-Supplemental:

Briese %CoT Index files are named with the symbol (below) preceded by "CIT" (e.g. Soybeans is "OPTS.PRN"). There are 8 fields plus the date

DATE   LARGE   COMMERCIAL    SMALL     CIT      LARGE       COMMERCIAL   SMALL     CIT
     SPECULATOR  HEDGER      TRADER    Net    SPECULATOR      HEDGER     TRADER    COT
     Net Posit. Net Posit.  Net Posit. Pos.   COT INDEX     COT INDEX    INDEX    INDEX

Options and Futures Combined raw position files are named with the symbol preceded by the letter "t" (e.g. Soybeans is "TS.PRN"):

  DATE   LARGE SPECULATOR     COMMERCIAL HEDGER   SMALL TRADER     Commodity Index Trader
         LONG    SHORT        LONG      SHORT     LONG     SHORT      LONG      SHORT

Usage Example

      1. Set up a multi-data window with a WEEKLY S&P price chart.

      2. Import %COTSP.PRN and display as "invisible bars".
         THIS SHOULD BE IMPORTED AS DATE,OPEN,HIGH,LOW,VOLUME,OPEN INTEREST
         ASCII FORMAT WITH PRICE DISPLAY "AS IS".

      3. Create an indicator that displays 3 lines as follows:
                LOW (low price field contains Commercial COT Index)
                90 (90% major buy signal line)
                5  (5% major sell signal line)

    TO DISPLAY A NET POSITION CHART:

      1. Import QSP.PRN

      2. Set up the following indicators:

        Large Speculator = OPEN - HIGH
        Commercial       = LOW - CLOSE
        Small Trader     = Volume - OI
        ZERO             = 0

Name Symbol Market

1 INDEXES

CRB         CR   BRIESE CRB INDEX                                            

DowInd      DJ   DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE   
            YN   Dow E-mini    

NASDAQ      ND   NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE  
            EN   NASDAQ E-mini      

NIKKEI      NK   NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE          

S&P500      SP   S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   
            EP   S&P500 E-mini        

2 METAL

GOLD        GC   GOLD - COMMODITY EXCHANGE INC.                              

COPPER      HG   COPPER-GRADE #1 - COMMODITY EXCHANGE INC.                   

PLATIN      PL   PLATINUM - NEW YORK MERCANTILE EXCHANGE                     

SILVER      SI   SILVER - COMMODITY EXCHANGE INC.                            

3 CURRENCY

AUSSI$      AD   AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE             

POUND       BP   BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE        

CANAD$      CD   CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE               

EUROFX      CU   EURO FX - CHICAGO MERCANTILE EXCHANGE                       

$INDEX      DI   U.S. DOLLAR INDEX - NEW YORK BOARD OF TRADE                 

YEN         JY   JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                  

PESO        PE   MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                  

SWISS       SF   SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                   

4 FINANCIAL

EUROS       ED   3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE           

LIBOR       EM   1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE            

5YR-TN      FV   5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE         

2YR-TN      TU   2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE         

10Y-TN      TY   10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE        

T-BOND      US   U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                

5 GRAIN

SB-OIL      BO   SOYBEAN OIL - CHICAGO BOARD OF TRADE                        

CORN        C    CORN - CHICAGO BOARD OF TRADE                               

KC-WHT      KW   WHEAT - KANSAS CITY BOARD OF TRADE                          

MN-WHT      MW   WHEAT - MINNEAPOLIS GRAIN EXCHANGE                          

OATS        O    OATS - CHICAGO BOARD OF TRADE                               

RRICE       RC   ROUGH RICE - CHICAGO BOARD OF TRADE                         

BEANS       S    SOYBEANS - CHICAGO BOARD OF TRADE                           

S-MEAL      SM   SOYBEAN MEAL - CHICAGO BOARD OF TRADE                       

WHEAT       W    WHEAT - CHICAGO BOARD OF TRADE                              

6 MEAT

FEEDER      FC   FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                 

CATTLE      LC   LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                   

HOGS        LH   LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                     

7 FOOD/FIBER

COCOA       CC   COCOA - NEW YORK BOARD OF TRADE                             

COTTON      CT   COTTON NO. 2 - NEW YORK BOARD OF TRADE                      

COFFEE      KC   COFFEE C - NEW YORK BOARD OF TRADE                          

LUMBER      LB   RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE          

OJ          OJ   FRZN CONCENTRATED ORANGE JUICE - NEW YORK BOARD OF TRADE    

SUGAR       SB   SUGAR NO. 11 - NEW YORK BOARD OF TRADE                      

8 PETROLEUM

CRUDE       CL   CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE       

H-OIL       HO   NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANG

NATGAS      NG   NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                  

GASOLI      RB   GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE   

OTHER

CBT SI      AG   1000 TROY OUNCE SILVER - CHICAGO BOARD OF TRADE             

CMX_AL      AL   ALUMINUM - COMMODITY EXCHANGE INC.                          

ARG-BB      AT   ARGENTINE FRB BRADY BOND - INTERNATIONAL MONETARY MARKET    

BRAZBD      BF   BRAZILIAN C BRADY BOND - INTERNATIONAL MONETARY MARKET      

B-REAL      BR   BRAZILIAN REAL - INTERNATIONAL MONETARY MARKET              

Crude$      C$   Combined Crude Oil Maxi/Mini                                

CRBACT      CB   CRB/BRIDGE INDEX - NEW YORK FUTURES EXCHANGE                

WTICFI      CF   WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE      

COTLOO      CK   COTLOOK WORLD COTTON - NEW YORK COTTON EXCHANGE             

CAN_BD      CN   CANADIAN BONDS - CHICAGO BOARD OF TRADE                     

ELECCO      CO   ELECTRICITY (CA-OR BORDER) - NEW YORK MERCANTILE EXCHANGE   

90_CD       CX   90-DAY DOMESTIC BANK CD'S - INTERNATIONAL MONETARY MARKET   

CYIELD      CY   IOWA CORN YIELD INSURANCE - CHICAGO BOARD OF TRADE          

MlkIII      D3   MILK, Class III - CHICAGO MERCANTILE EXCHANGE               

DowAll      DA   Dow $5 & $10                                                

DM-BP       DB   DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE

D-MARK      DM   DEUTSCHE MARK - INTERNATIONAL MONETARY MARKET               

PHOSPH      DP   DIAMMONIUM PHOSPHATE - CHICAGO BOARD OF TRADE               

U.S.$       DX   BRIESE US DOLLAR INDEX                                      

DM/JY       DY   YEN/MARK CROSSRATE - INTERNATIONAL MONETARY MARKET          

MINICL      EC   E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE

NGMINI      EG   E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE           

EURYEN      EJ   EURO FX/JAPANESE YEN XRATE - NEW YORK BOARD OF TRADE        

EURODM      EK   3-MO. EUROMARK TIME DEPOSITS - INTERNATIONAL MONETARY MARKET

NASD-E      EN   NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE 

S&P-E       EP   E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE    

EUROTP      ER   STOCK INDEX FUT, EUROTOP 100 - COMMODITY EXCHANGE INC.      

CEC_EU      EU   EUROPEAN CURRENCY UNIT - NEW YORK COTTON EXCHANGE           

EUROJY      EY   HEAT OIL CRACK SPRD CAL SWAP - NEW YORK MERCANTILE EXCHANGE 

CHEESE      EZ   CHEDDAR CHEESE - COFFEE, SUGAR & COCOA EXCHANGE             

FBROIL      FB   FRESH BROILERS - CHICAGO MERCANTILE EXCHANGE                

FF-DM       FD   FRENCH FRANC/DMARK XRATE - NEW YORK COTTON EXCHANGE         

IMM-FF      FE   30-DAY FED FUND RATES - INTERNATIONAL MONETARY MARKET       

30D-FF      FF   30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE               

DM-FOR      FM   DEUTSCHE MARK, FORWARD - INTERNATIONAL MONETARY MARKET      

FFRANC      FN   FRENCH FRANC - INTERNATIONAL MONETARY MARKET                

CEC5YR      FY   5 YEAR U.S. TREASURY NOTES - NEW YORK COTTON EXCHANGE       

CBOTGC      GB   GOLD, 100 TROY OZ - CHICAGO BOARD OF TRADE                  

IMM_GC      GD   GOLD - INTERNATIONAL MONETARY MARKET                        

GSCI        GI   S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE      

GNMA        GN   GNMA (MORTGAGES) CDR - CHICAGO BOARD OF TRADE               

GULFUG      GU   UNLEADED GASOLINE, GULF COAST - NEW YORK MERCANTILE EXCHANGE

CORNSY      HF   HIGH FRUCTOSE CORN SYRUP, 55% - MINNEAPOLIS GRAIN EXCHANGE  

UNLEAD      HU   UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANG

5-30SW      I5   INTEREST RATE SWAPS 5YR - 3MO - CHICAGO BOARD OF TRADE      

SWAPS       IR   INTEREST RATE SWAPS - 3 YEAR - CHICAGO BOARD OF TRADE       

SWAPS5      IS   INTEREST RATE SWAPS - 5 YEAR - CHICAGO BOARD OF TRADE       

DMROLL      JD   DEUTSCHE MARK, ROLLING SPOT - INTERNATIONAL MONETARY MARKET 

PJMEle      JM   PJM ELECTRICITY WEEKLY - NEW YORK MERCANTILE EXCHANGE       

NYISOA      KA   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE  

KC-GAS      KG   NATURAL GAS - KANSAS CITY BOARD OF TRADE                    

ELECPV      KV   ELECTRICITY (PALO VERDE) - NEW YORK MERCANTILE EXCHANGE     

10-AGY      LF   TEN-YEAR AGENCY NOTE - CHICAGO BOARD OF TRADE               

LEADGA      LG   LEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE 

MM-All      MA   S&P 400 All Markets                                         

MUNIS       MB   MUNICIPAL BOND INDEX - CHICAGO BOARD OF TRADE               

S&P400      MC   S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE    

WWHEAT      MD   WHITE WHEAT - MINNEAPOLIS GRAIN EXCHANGE                    

SP400E      ME   E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE    

TIBOR       MI   3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE           

DM-YEN      MJ   MARK/YEN CROSSRATE - INTERNATIONAL MONETARY MARKET          

ITL-DM      ML   ITAL. LIRA/MARK XRATE - NEW YORK COTTON EXCHANGE            

MAXI M      MM   AMEX MAJOR MARKET INDEX - INTERNATIONAL MONETARY MARKET     

BRADYB      MN   MEXICO BRADY BOND - INTERNATIONAL MONETARY MARKET           

DM/SF       MR   SFRANK/DMARK CROSSRATE - NEW YORK COTTON EXCHANGE           

KR/DM       MS   SWEDISH KRONA/DMARK XRATE - NEW YORK COTTON EXCHANGE        

MILK        MU   MILK - COFFEE, SUGAR & COCOA EXCHANGE                       

MINIVL      MV   STOCK INDEX FUTURE, MVL - KANSAS CITY BOARD OF TRADE        

NikYen      N1   NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE

ALB-NG      NA   ALBERTA NATURAL GAS - NEW YORK MERCANTILE EXCHANGE          

NYFE        NC   STOCK INDEX, NYSE CMP NEW - NEW YORK FUTURES EXCHANGE       

NASDAQ      NE   NASDAQ-ALL                                                  

10Swap      NI   INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE     

NYMARK      NM   W. GERMAN DEUTSCHE MARK - NEW YORK FUTURES EXCHANGE         

HenryH      NN   HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANG

NZEAL$      NW   NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE            

M3Swap      NX   CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               

AMMONI      NZ   ANHYDROUS AMMONIA - CHICAGO BOARD OF TRADE                  

IMM_OC      OC   S&P OVER THE COUNTER INDEX - INTERNATIONAL MONETARY MARKET  

PALLAD      PA   PALLADIUM - NEW YORK MERCANTILE EXCHANGE                    

BELLYS      PB   FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE             

PLYWOO      PI   STRUCTURAL PLYWOOD PANEL INDEX - CHICAGO BOARD OF TRADE     

PHI-JY      PJ   JAPANESE YEN - PHILADELPHIA BOARD OF TRADE                  

COMXPL      PM   PLATINUM - COMMODITY EXCHANGE INC.                          

PROPAN      PN   PROPANE GAS - NEW YORK MERCANTILE EXCHANGE                  

SARAND      RA   SOUTH AFRICAN RAND - INTERNATIONAL MONETARY MARKET          

RusAll      RI   Russell 2000 & Emini                                        

RuMini      RM   RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE

RUSSEL      RR   RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE

RU3000      RS   RUSSEL 3000 STOCK INDEX FUTURE - NEW YORK FUTURES EXCHANGE  

RUBLE       RU   RUSSIAN RUBLE - INTERNATIONAL MONETARY MARKET               

Beans$      S$   Soybeans Mini/Maxi                                          

NYRESW      S1   NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE 

MICHSW      S2   MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE           

PERMSW      S3   PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE           

M-3SWP      S4   M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               

TCOSWP      S5   TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               

MALISW      S6   MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             

PG&ESP      S7   PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE     

NGPLSP      S8   NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE        

SUMASW      S9   SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             

SCRUDE      SC   CRUDE OIL, SOUR - NEW YORK MERCANTILE EXCHANGE              

SP-ALL      SE   S&P-ALL                                                     

SUGA14      SU   SUGAR NO. 14 - COFFEE, SUGAR AND COCOA EXCHANGE             

CBTSIL      SV   SILVER, 5000 TROY OZ - CHICAGO BOARD OF TRADE               

NGPLSW      T1   NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE      

VENTSW      T2   VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE           

DOMISW      T3   DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE          

WAHASW      T4   WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE              

CIGSWP      T5   CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE               

HHISWP      T6   HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE         

ALBSWP      T7   ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE           

CHISWP      T8   CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE           

HHBASW      T9   HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE         

T-BILL      TB   13-WEEK U.S. TREASURY BILLS - INTERNATIONAL MONETARY MARKET 

PSE-IN      TK   HIGH TECHNOLOGY INDEX - NEW YORK FUTURES EXCHANGE           

CEC2YR      TW   2 YEAR U.S. TREASURY NOTES - NEW YORK COTTON EXCHANGE       

HOUSWP      U1   HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   

NWPSWP      U2   NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   

PANSWP      U3   PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE         

SOCASW      U4   SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE             

TRA6SW      U5   TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE    

HHGASW      U6   HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE           

HHPESW      U7   HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANG

NYISWP      U8   NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE       

NYIGSW      U9   NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE       

Unlead      UL   Unleaded Gasoline Continuous Series                         

NYIJSW      V1   NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE       

ISONES      V2   ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE     

AEPDSW      V3   AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE

PFMMOS      V4   PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE

ISOOPS      V5   ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE  

PJMELS      V9   PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE      

KC-VAL      VL   VALUE LINE STOCK INDEX - KANSAS CITY BOARD OF TRADE         

VIX         VX   VIX FUTURES - CBOE FUTURES EXCHANGE                         

GU63%S      W1   GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANG

NILMOS      W2   NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE 

NILOPS      W3   NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE    

SINGSW      W4   SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE   

NY-HDD      W5   NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE                  

HSSSWP      W6   HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANG

SJNSWP      W7   SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE          

NYASWP      W8   NYISO ZONE A OFF PK LBMP SWAP - NEW YORK MERCANTILE EXCHANGE

WTICAL      W9   WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE  

SMALLC      WC   WILSHIRE SMALL CAP INDEX - CHICAGO BOARD OF TRADE           

POTATO      WP   ROUND WHITE POTATOES - NEW YORK MERCANTILE EXCHANGE         

WSUGAR      WS   WHITE SUGAR - COFFEE, SUGAR & COCOA EXCHANGE                

MACETB      XB   U.S. TREASURY BONDS - MIDAMERICA COMMODITY EXCHANGE         

MACORN      XC   CORN - MIDAMERICA COMMODITY EXCHANGE                        

MACELH      XH   LIVE HOGS - MIDAMERICA COMMODITY EXCHANGE                   

MCE-RR      XR   ROUGH RICE - MIDAMERICA COMMODITY EXCHANGE                  

MINI-S      XS   MINI SOYBEANS - CHICAGO BOARD OF TRADE                      

MACE_W      XW   WHEAT - MIDAMERICA COMMODITY EXCHANGE                       

YldCur      YC   YIELD CURVE 30-10 - CHICAGO BOARD OF TRADE                  

YEN-DM      YD   YEN/MARK CROSSRATE - NEW YORK COTTON EXCHANGE               

Dow $5      YN   DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE     

Y.C.2       YT   YIELD CURVE 30-2 - CHICAGO BOARD OF TRADE                   

NYFE        YX   STOCK INDEX FUTURE, NYSE CMP - NEW YORK FUTURES EXCHANGE    

PHI_DM      ZD   W. GERMAN DEUTSCHE MARK - PHILADELPHIA BOARD OF TRADE       

PHI_FF      ZF   FRENCH FRANC - PHILADELPHIA BOARD OF TRADE                  

PHILSF      ZS   WHEAT - KANSAS CITY BOARD OF TRADE                          

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