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CCorp OTC Benchmark
Treasury Futures Commodity Codes
The commodity codes for OTC Benchmark Treasury Futures have been
designed to indicate the maturity of the underlying deliverable
instrument and the month of its auction.
For example the commodity code for the OTC Benchmark
Futures Contracts which call for the delivery of the 10
Year T-Note which was auctioned in February is “1B”. The “1” indicates that the
underlying delivery instrument is a 10 Year T-Note. The
“B” indicates that the auction occurred in the
second month (B) of the year.
The first digits of “2”, “3”,
and “5”, indicate 2, 3, and 5 year maturities.
The commodity codes for the 30 Year contracts begin
with “S”, with the second digit either an “B”
or “A”. “B” representing the February
auction and “A” representing the August auction.
The auction schedule will be semi annual in February
and August with a scheduled reopening of the February issue
in Many, and a scheduled reopening on the August issue in
November.
For a listing of
current as well as anticipated OTC Benchmark Treasury Future Contracts, please click here.
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Commodity
Code
|
Product
/ Auction Month
|
Months
Listed
|
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1B
|
10 Year – February
|
March, April, May, June, July, August
|
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1E
|
10 Year – May
|
June, July, August, September, October, November
|
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1H
|
10 Year - August
|
September, October, November, December, January February
|
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1K
|
10 Year – November
|
December, January, February, March, April, May
|
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2A
|
2 Year – January
|
February, March
|
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2B
|
2 Year – February
|
March, April, May*
|
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2C
|
2 Year – March
|
April, May
|
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2D
|
2 Year – April
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May, June
|
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2E
|
2 Year – May
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June, July, August*
|
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2F
|
2 Year – June
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July, August
|
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2G
|
2 Year – July
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August, September
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2H
|
2 Year – August
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September, October, November*
|
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2I
|
2 Year – September
|
October, November
|
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2J
|
2 Year – October
|
November, December
|
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2K
|
2 Year – November
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December, January, February*
|
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2L
|
2 Year – December
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January, February
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3B
|
3 Year – February
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March, April, May, June, July, August
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3E
|
3 Year – May
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June, July, August, September, October, November
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3H
|
3 Year – August
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September, October, November, December, January, February
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3K
|
3 Year – November
|
December, January, February, March, April, May
|
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5A
|
5 Year – January
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February, March
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5B
|
5 Year – February
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March, April, May*
|
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5C
|
5 Year – March
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April, May
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5D
|
5 Year – April
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May, June
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5E
|
5 Year – May
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June, July, August*
|
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5F
|
5 Year – June
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July, August
|
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5G
|
5 Year – July
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August, September
|
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5H
|
5 Year – August
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September, October, November
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5I
|
5 Year – September
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October, November
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5J
|
5 Year – October
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November, December
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5K
|
5 Year – November
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December, January, February*
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5L
|
5 Year – December
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January, February
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SB
|
30 Year
|
March, April, May, June, July, August, September, October, November,
December, January, February
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SA
|
30 Year
|
September, October, November, December, January, February,
March, April, May, June, July, August
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* 2 year and 5 year Treasury will list a third successive month associated
with the quarterly auction. The last clearing day for this extra month
shall be one business day prior to the 15th calendar day of
the expiring month.
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