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Quote Vendor Codes
Below are the different codes used by the following quote vendors for ELX U.S. Treasury futures products and Eurodollar Futures:
Product Name
ELX Code
Bloomberg
CQG
Thomson Reuters
2YR US Treasury Notes Futures
ZTe
ZE
ZTE
<0#ZTE:>
5YR US Treasury Notes Futures
ZFe
ZF
ZFE
<0#ZFE:>
10YR US Treasury Notes Futures
ZNe
ZV
ZNE
<0#ZNE:>
30YR US Treasury Bonds Futures
ZBe
ZZ
ZBE
<0#ZBE:>
Ultra Long-Term Bonds Futures
ZUe
ZX
ZUE
<0#ZUE:>
ELX Eurodollar Futures
GEe
FE
GEE
<0#GEE:>
ELX Eurodollar Futures Pack
GEe: PK 1Y MYY
PKE
GEEP1MYY
<0#GEEPK-:>
ELX Eurodollar Futures 2 yr Bundle
GEe: FB 2Y MYY
BNE
GEEB2MYY
<0#GEEFB-:>
ELX Eurodollar Futures 3 yr Bundle
GEe: FB 3Y MYY
BNL
GEEB3MYY
<0#GEEFB-:>
ELX Eurodollar Futures 4 yr Bundle
GEe: FB 4Y MYY
BNO
GEEB4MYY
<0#GEEFB-:>
ELX Eurodollar Futures 5 yr Bundle
GEe: FB 5Y MYY
BNP
GEEB5MYY
<0#GEEFB-:>