The 3.5-month chart -- the

CL futures contract months

For futures contracts specifying physical delivery, the delivery month is the month in which the seller must deliver, and the buyer must accept and pay for, the underlying. For contracts specifying cash settlement, the delivery month is the month of a final mark-to-market. The exact dates of acceptable delivery vary considerably and will be specified by the exchange in the contract specifications.

For most futures contracts, at any given time, one contract will typically be traded much more actively than others. This is called variously the front month or the top step contract.

Financial contracts traded on US futures exchanges (such as bonds, short term interest rates, foreign exchange and US stock indexes) tend to expire quarterly, in March, June, September and December. For financial contracts traded on non-US futures exchanges, the expiration schedule may not be quarterly.

This table lists the conventional letter codes used in tickers to specify delivery month:

Month Codes[edit]

Month Code

To name a specific contract in a financial futures market, the month code will follow the contract code, and in turn be followed by the year. For example, CLZ3 is the December 2013 NYMEX crude oil contract. CL denotes crude oil (crude light), corresponds to the December delivery month, and 3 refers to 2013.

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What would happen if the Fed defined the dollar as a given fraction of 12- or 24-month forward nominal GDP, and make dollars convertible into futures contracts? - Quora

One consequence of such a scheme (if it were even workable) is deflation as a necessary consequence of economic growth, and deflation tends to do not-so-nice things for the economy - stalls investment, spending, etc.. A fixed money supply of any kind (whether it's as a result of gold scarcity under the gold standard or legislated the way you propose) will have the impact of either constraining economic growth or causing deflation (and the latter will almost certainly lead to the former)

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