How Sessional Papers are Cited
Indexes cite British Parliamentary Papers in two ways depending on when they were published:
Papers published from 1731 to 1979/80
Papers are cited by the year of the session (refer to the sample index entry below), i.e. 1857-58, a volume number, i.e. Vol. XXXVII, and the page in the volume in which they appear, i.e. 249.
249. 56. Feb. 9. East India (Military Force) [Sir Frederick Smith.] <1857-58-Vol.XXXVII.> Actual Military Force that was in India at the time of the Outbreak of the Mutiny at "Meerut;" distinguishing the several Branches of the Service.
The microfiche (Micfiche 684) and the microprint (Microprint 8) are arranged by year, volume and page so for the item above you go to the session for 1857-58 and find the fiche for volume 37 containing page 249.
Papers published from 1980 to Present
Bills, Command Papers and Papers for each session are numbered beginning with 1. Volume numbers no longer appear in citations. Thus, for HC Paper 505 2000-01 you would go to Micofiche 684, the section for the 2000/2001 session, the sub-section for Papers and go to the fiche labeled HC Paper 505. Command papers will always be labeled Cm Paper.
How to Cite British Sessional Papers
To correctly cite a parliamentary paper in your bibliography, refer to the Chicago Manual of Style, 16th edition (Reference Z253 .U69 2010), pp. 779-783, especially articles 14:311-315. The Chicago Manual of Style may also be viewed online here. Copy the title of the document from the document, not the index, as the index often alters the title.
If the document is a Command Paper you must cite the command number. In indexes this number is always in brackets (see sample below)
285. [C. 413.] FRANCO-GERMAN WAR, No. 6 (1871) <1871-Vol.LXXI.> CORRESPONDENCE respecting Public Services rendered by English Subjects in Paris during the Siege
As the Chicago Manual of Style says, "the different abbreviations for "command" indicate the series and must not be altered." Article 14.314 gives detailed instructions on citing Command Papers.