Futures and calendar spreads sent as futures (SecurityType(167)=FUT)

Symbol formats:

<CMDTY>MYY - the regular future;

<CMDTY>Sd{d}MYY - the calendar spread sent as the future;

<CMDTY>Wd{d}MYY - the reversed calendar spread sent as the future;

where is:

<CMDTY> - the commodity name;

M - the instrument expiration month, one of (F,G,H,J,K,M,N,Q,U,V,X,Z);

YY - the two last digits of the instrument expiration year;

S – the calendar spread indicator;

W – the reversed calendar spread indicator;

d{d} - one or two digits of the distance between strategy legs calculated in the number of months.