Thursday 20 October 2011

List of Tradeable / Tradable Commodities, Interest Rates, Currencies, Indexes, Etc (Futures) and Exchanges (Part 1)

I am often asked what type of instruments can be traded in the futures / options market and what are the exchanges that handle these instruments and options. I will list them below (for U.S only).

If you are interested in the Commitment of Traders Report (COT Report), you can download if at the U.S Commodity Futures Trading Commission website here. The purpose of the COT is to report the weekly holdings of various level of traders. You can see which type of traders are net short or net long.

If you need assistance in reading or interpreting the report, please look through my earlier posts.

List of Tradeable / Tradable (spelling depending on where you live) Commodities, Interest Rates, Currencies, Indexes, Etc (Futures) and Exchanges (for US only):


CHICAGO BOARD OF TRADE
CORN
OATS
MINI SOYBEANS
SOYBEANS
SOYBEAN OIL
LONG-TERM U.S. TREASURY BONDS
U.S. TREASURY BONDS
CBT ETHANOL
SOYBEAN MEAL
ROUGH RICE
2-YEAR U.S. TREASURY NOTES
10-YEAR U.S. TREASURY NOTES
5-YEAR U.S. TREASURY NOTES
30-DAY FEDERAL FUNDS
DJIA Consolidated
DOW JONES INDUSTRIAL AVERAGE
DOW JONES INDUSTRIAL AVG- x $5
DOW JONES UBS EXCESS RETURN
INTEREST RATE SWAPS 10YR
INTEREST RATE SWAPS 5YR

CHICAGO MERCANTILE EXCHANGE
BUTTER (CASH SETTLED)
MILK, Class III
CME MILK IV
LEAN HOGS
LIVE CATTLE
RANDOM LENGTH LUMBER
FEEDER CATTLE
RUSSIAN RUBLE
CANADIAN DOLLAR
SWISS FRANC
MEXICAN PESO
BRITISH POUND STERLING
JAPANESE YEN
EURO FX
BRAZILIAN REAL
NEW ZEALAND DOLLAR
3-MONTH EURODOLLARS
S&P 500 Consolidated
S&P 500 STOCK INDEX
E-MINI S&P 500 STOCK INDEX
NASDAQ-100 Consolidated
NASDAQ-100 STOCK INDEX
NASDAQ-100 STOCK INDEX (MINI)
AUSTRALIAN DOLLAR
NIKKEI STOCK AVERAGE
NIKKEI STOCK AVERAGE YEN DENOM
E-MINI MSCI EAFE
E-MINI MSCI EMERGING MARKETS
S&P GSCI COMMODITY INDEX
E-MINI S&P 400 STOCK INDEX

NEW YORK MERCANTILE EXCHANGE
GULF # 6 FUEL 3.0% SULFUR SWAP
NY RES FUEL 1.0% SULFUR SWAP
EUR 3.5% FUEL OIL RTD CAL SWAP
SING FUEL OIL 180 CAL SWAP
FUEL OIL CARGOES B PLATTS SWAP
EAST WEST FUEL OIL SPR SWAP
SING 180 380 FUEL OIL SPR SWAP
SING 380 FUEL OIL SWAP
GULF 3% FUEL OIL BALMO SWAP
NY 1% V GULF 3% FUEL OIL SPR
GULF NO6 FO 3% v EUR 3.5% RDAM
NO. 2 HEATING OIL, N.Y. HARBOR
SING GASOIL SWAP
SING GASOIL/RDAM GASOIL SWAP
GASOIL (ICE) SWAP
UP DOWN GC ULSD VS HO SPR SWAP
ULSD UP DOWN SWAP
SING GASOIL BALMO SWAP
GASOIL (ICE) MINI CAL SWAP
ULSD UP-DOWN BALMO SWAP
NATURAL GAS
M-3 BASIS SWAP
TCO BASIS SWAP
NGPL TEXOK BASIS SWAP
WAHA BASIS SWAP
CENTRAL APPALACHIAN COAL
CHICAGO ETHANOL SWAP
NEW YORK ETHANOL SWAP
EUROPEAN NAPHTHA CAL SWAP
JAPAN C&F NAPHTHA SWAP
HENRY HUB BASIS SWAP
HOUSTON SHIP CH BASIS SWAP
NW PIPE ROCKIES BASIS SWAP
PANHANDLE BASIS SWAP
HENRY HUB SWAP
HENRY HUB PENULTIMATE GAS SWAP
PJM ELECTRICITY MONTHLY
NYISO ZONE A LBMP SWAP
ISO NEW ENGLAND LMP SWAP
NORTH ILL CAL MONTH LMP SWAP
AEP DAYTON CAL MONTH LMP SWAP
PJM CAL MONTH OFF PK LMP SWAP
AEP DAYTON OFF PK LMP SWAP
ISO NEW ENG OFF PK LMP SWAP
ISO NEW ENG CONN PEAK SWAP
CINERGY CAL MONTH LMP SWAP
CINERGY OFF PEAK LMP SWAP
PJM N ILL PEAK DAY AHEAD
PJM N ILL OFF PEAK DAY AHEAD
PJM PEPCO PEAK DAY AHEAD
PJM PPL OFF PEAK DAY AHEAD
PJM PSEG PEAK DAY AHEAD
PJM PSEG OFF PEAK DAY AHEAD
PJM WESTERN PEAK DAY AHEAD
PJM WESTERN OFF PEAK DAY AHEAD
PJM WESTERN PEAK REAL TIME
PJM WESTERN OFF PEAK REAL TIME
ISO NEW ENG INT HUB PEAK SWAP
MW IND TR REAL TIME PEAK SWAP
MW IND TRANS PEAK SWAP
PJM N ILL HUB 5 MW PEAK SWAP
NYISO ZONE G 5 MW PEAK SWAP
ISO NEW ENG CONN OFF PEAK SWAP
ISO NEW ENG HUB OFF PEAK SWAP
PJM N ILL HUB 5 OFF PEAK SWAP
NYISO ZONE A 5MW OFF PEAK SWAP
MW CINERGY OFF PEAK CAL MONTH
MT BELVIEU PROPANE (OPIS) SWAP
MT BELVIEU ETHANE OPIS SWAP
MT BELV NORM BUTANE OPIS SWAP
MT BELV NAT GASOLINE OPIS SWAP
CRUDE OIL, LIGHT SWEET
WTI CRUDE OIL CALENDAR SWAP
DUBAI CRUDE OIL CALENDAR SWAP
WTI CRUDE OIL FINANCIAL
BRENT FINANCIAL
BRENT-DUBAI SWAP
PALLADIUM
PLATINUM
GASOLINE BLENDSTOCK (RBOB)
RBOB CALENDAR SWAP
SINGAPORE MOGUS 92 SWAP FUTURE
SING JET KERO SWAP
GULF JET NY HEAT OIL SPR SWAP
SING JET KERO GASOIL SPR SWAP
GULF # 6 FUEL OIL CRACK SWAP
3.5% FUEL OIL RDAM CRACK SPR
NAPHTHA CRACK SPR SWAP
GASOIL CRACK SPR SWAP
EUROBOB OXY NWE CRK SPR

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