Futures Markets for which strategy data is available

Strategy: B -Basis Spreads, C -Calendar Spreads, I – Inter-commodity Spreads, V – 3-month Historical Volatility

Strategies Symbol Description Category Months Start Date
CIV AD Australian Dollar Foreign Exchange HMUZ 13/01/1987
CV BT Bitcoin Foreign Exchange HMUZ 18/12/2017
CIV BP British Pound Foreign Exchange HMUZ 20/03/1979
CIV CD Canadian Dollar Foreign Exchange HMUZ 05/03/1979
CIV EC Euro Foreign Exchange HMUZ 04/01/1999
CIV JY Japanese Yen Foreign Exchange HMUZ 01/05/1979
CV MP Mexican Peso Foreign Exchange HMUZ 25/04/1995
CIV ND New Zealand Dollar Foreign Exchange HMUZ 19/09/2005
CIV SF Swiss Franc Foreign Exchange HMUZ 20/03/1979
CIV DX US Dollar Index ** Foreign Exchange HMUZ 20/11/1985
CIV YMM E-mini Dow Jones Equity Indices HMUZ 06/10/1997
CIV TSX Canada TSX 60 Equity Indices HMUZ 07/09/1999
CIV NQM E-mini Nasdaq 100 Equity Indices HMUZ 21/06/1996
CIV RTM E-mini Russell 2000 Equity Indices HMUZ 23/10/2001
CIV ESM E-mini S&P 500 Equity Indices HMUZ 09/09/1997
CIV EMM E-mini S&P Midcap 400 Equity Indices HMUZ 25/03/1992
CIV STX Eurostoxx 50 Equity Indices HMUZ 22/06/1998
CIV CAC France CAC-40 Equity Indices HMUZ 18/08/1988
CIV ZFT UK FTSE 100 Equity Indices HMUZ 06/07/1984
CIV DAX German DAX Equity Indices HMUZ 19/06/1995
CIV SMI Swiss Market Index Equity Indices HMUZ 04/01/1999
CIV VXX S&P500 Volatility Index Equity Indices FGHJKMNQUVXZ 26/03/1994
CIV CGB Canada 10 Yr Govt Bond Bonds HMUZ 02/10/1996
CIV GBX German Buxl Bonds HMUZ 12/09/2005
CIV GBU German 10 Yr Bund Bonds HMUZ 04/01/1999
CIV GBO German 5 Yr Bobl Bonds HMUZ 21/06/1905
CIV GBS German 2 Yr Schatz Bonds HMUZ 20/01/1999
CIV BTP Italian Long Term BTP Bonds HMUZ 14/09/2009
CIV OAT French Long term OAT Bonds HMUZ 19/04/2012
CIV LTG UK Long Gilt Bonds HMUZ 23/02/1988
CIV ULB US 30 Yr Ultra Bond Bonds HMUZ 11/01/2010
CIV ULT US 10 Yr Ultra Bond Bonds HMUZ 11/01/2016
CIV US US 30 Yr Bond Bonds HMUZ 10/03/1978
CIV TY US 10 Yr Note Bonds HMUZ 03/05/1982
CIV FV US 5 Yr Note Bonds HMUZ 20/05/1988
CIV TU US 2 Yr Note Bonds HMUZ 22/06/1990
CIV BA Canada 3mo BA Money Markets HMUZ 22/04/1988
CIV ED 3-month Eurodollar Money Markets HMUZ 01/02/1982
CIV EU 3-month Euribor * Money Markets HMUZ 04/01/1999
CIV SA 3-month SONIA Money Markets HMUZ 01/06/2018
CV FF 30-Day Fed Funds Money Markets FGHJKMNQUVXZ 03/10/1988
CIV SR 3-month SOFR Money Markets HMUZ 07/05/2018
BCV BR Brent Crude Oil Energy FGHJKMNQUVXZ 23/06/1988
BCV NG Henry Hub Natural Gas Energy FGHJKMNQUVXZ 03/04/1990
CV LN UK Natural Gas Energy FGHJKMNQUVXZ 31/01/1997
BCIV HO NY Harbor ULSD Energy FGHJKMNQUVXZ 15/11/1978
BCIV RB RBOB Gasoline Energy FGHJKMNQUVXZ 03/10/2005
BCIV CL WTI Crude Oil Energy FGHJKMNQUVXZ 30/03/1983
CV G Gas Oil Energy FGHJKMNQUVXZ 10/11/1988
CV RS Canola Grains FHKNX 18/11/1980
BCIV C Corn Grains HKNUZ 04/01/1978
BCIV SM Soybean Meal Grains FHKNQUVZ 25/01/1978
BCIV BO Soybean Oil Grains FHKNQUVZ 17/01/1978
BCIV S Soybeans Grains FHKNQUX 21/11/1977
BCIV W Chicago Wheat Grains HKNUZ 05/01/1978
BCIV KW Kansas City Wheat Grains HKNUZ 23/04/1979
BCIV MW Minneapolis Wheat MGEX Grains HKNUZ 05/04/1979
BCIV LH Lean Hogs Livestock GJKMNQVZ 14/02/1973
BCIV LC Live Cattle Livestock GJMQVZ 23/02/1976
BCV SI Silver Metals HKNUZ 27/02/1978
BCIV PL Platinum Metals FJNV 15/05/1978
BCIV PA Palladium Metals HMUZ 05/10/1981
BCV GC Gold Metals GJMQVZ 30/10/1979
BCV HG High Grade Copper Metals HKNUZ 13/03/1978
BCV CC Cocoa Softs HKNUZ 19/12/1979
CV UC London Cocoa #7 Softs HKNUZ 01/10/1981
BCV KC Coffee Softs HKNUZ 14/12/1978
BCV CT Cotton #2 Softs HKNVZ 19/09/1978
BCV JO Orange Juice Softs FHKNUX 08/08/1978
CV RC Robusta Coffee Softs FHKNUX 01/12/1981
BCV SB Sugar #11 Softs HKNV 21/09/1978
CV WS White Sugar #5 Softs HKQVZ 13/09/1988

* Euribor®   is a registered trademark of Euribor EBF (European Banking Federation). All rights reserved.
** U.S. Dollar Index® is a registered trademark of ICE Futures U.S. Inc. All rights reserved.

Month Code
January F
February G
March H
April J
May K
June M
July N
August Q
September U
October V
November X
December Z