Trading Months for Exchange-Traded Strategies

July 24, 2017: The information that used to be in the form of tables in this topic are now on our website in a searchable tradable symbols tool: http://www.cqg.com/partners/exchanges/tradable-symbols

Notes:

Trading months indicate possible trading months. Exchanges may list only the most active months, although other less active months are available also. Consider: “Trading is conducted for delivery during the current calendar month; the next two calendar months; any January, March, May, and September falling within a 23-month period; and any July and December falling within a 60-month period beginning with the current month.” In that case, all 12 months are tradable.

ASX 24: In some cases, January contracts are listed three years out, as they are treated as the new crop month.

Globex: EDA has spot and serial expiries. Quarterly spots (H, M, U, Z) are listed ten years in advance. Monthly serials are listed four months in advance. Because spot expiries are significantly more active, they are the only spreads supported at this time. The leg gaps for these spreads must be in multiples of 3, e.g. EDAS3, EDAS6, EDAS9, and EDAS12, so they include spot expiries only.