Futures Contract Month Codes Explained

21 Oct

For those who trade or are interested in trading e-mini Futures, you may be wondering how the contact symbols are constructed and what they mean (eg: /ESZ0). The four e-mini index futures are S&P (ES), Dow (YM), NASDAQ (NQ), and Russell (TF). The e-mini Euro Future contract is 6E.
All platforms have their own form, but the basic letters and contract months are the same. For the thinkorswim platform, simply typing /ES will pull up the front month e-mini S&P contract.

The second half of the symbol relates to the contract month or the year. Futures contracts every four months as follows, March (H), June (M), September (U), December (Z) followed by the year 2010, or in the case of thinkorswim, the last digit of the year (2010 = 0).

So as of October 21, 2010 the front month contracts on TOS (thinkorswim) are as follows…

  • E-mini S&P – ESZ0
  • E-mini Dow – YMZ0
  • E-mini Nasdaq – NQZ0
  • E-mini Russell – TFZ0
  • E-mini Euro – 6EZ0

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