A futures chain is a list of all futures contract for a particular root symbol. For example, some symbols have futures contract for several forward months. All of the futures contracts associated with that underlying symbol are listed. Many of the far future contracts don't trade as often as the nearer future. Delivery months codes for futures contracts.
| CODE | MONTH |
| F | January |
| G | February |
| H | March |
| J | April |
| K | May |
| M | June |
| N | July |
| Q | August |
| U | September |
| V | October |
| X | November |
| Z | December |