Combination series is a series to place a order to strategy trading (allows to trade multiple series or contract months as buy side or sell side at the same time).
Strategy trading has two types, i.e. the Calendar Spreads and Inter-Commodity Spreads (applied only for commodity futures), and those are only applicable to futures trading.

 

Moreover, each series that consists of the Combination Series is called a ‘leg’ or ‘leg series’, and leg series are composed of regular series.
For instance, combination series which is applied for calendar spread trading of September 2022 and December 2022 consists of September 2022 and December 2022 futures series, and leg series are the September 2022 and December 2022 futures series.