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The Futures Delivery Month is the month in which the futures contract expires. Futures symbols are constructed using the root for the future, followed by the delivery month code, and the year.

Examples: ZCZ0, CLX0 ZCZ1, ZSF1, CLX1, NGZ1 etc.

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

...