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CME Globex Strategy Codes

Sent in tag 762-SecuritySubType.

OptionsFutures
ValueDescriptionValueDescription

BX

Box

CAL

Calendar Spread

BO

Butterfly

FX

FX Calendar Spread

XT

Xmas Tree

RT

Reduced Tick Calendar Spread

CC

Conditional Curve

EQ

Equity Calendar Spread

CO

Condor

BF

Butterfly

DB

Double

CF

Condor

HO

Horizontal

FS

Strip

HS

Horizontal Straddle

IS

Intercommodity Spread

IC

Iron Condor

PK

Pack

12

Ratio 1x2

MP

Month Pack

13

Ratio 1x3

PB

Pack Butterfly

23

Ratio 2x3

DF

Double Butterfly

RR

Risk Reversal

PS

Pack Spread

SS

Straddle Strip

C1

Crack 1:1

ST

Straddle

FB

Bundle

SG

Strangle

BS

Bundle Spread

SA

Strip

IV

Implied Treasury Intercommodity Spread

VT

Vertical

EC

TAS Calendar Spread

JR

Jelly Roll

SI

Commodities Intercommodity Spread

GT

Guts

MS

BMD Futures Strip

GN

Generic

 

 

CME ClearPort Strategy Codes

Value

Description

SP

Futures Calendar Spread

FX

OTC FX Futures/Forwards Calendar Spread

BF

Futures Butterfly

CF

Futures Condor

PK

Futures Pack

PS

Futures Pack Spread

FB

Futures Bundle

SA

Futures Strip

PB

Futures Pack Butterfly

MP

Futures Month Pack

GN

Generic

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