  We study the CP dependence of neutrino oscillation probability for all
channels in arbitrary matter profile within three generations. We show that an
oscillation probability for \nu_e \to \nu_\mu can be written in the form
P(\nu_e \to \nu_\mu) =A_{e\mu} cos \delta + B_{e\mu} sin \delta + C_{e\mu}
without any approximation using the CP phase \delta. This result holds not only
in constant matter but also in arbitrary matter. Another probability for
\nu_\mu \to \nu_\tau can be written in the form P(\nu_\mu \to \nu_\tau)=
A_{\mu\tau} cos \delta + B_{\mu\tau} sin \delta
  + C_{\mu\tau} + D_{\mu\tau} cos 2\delta + E_{\mu\tau} sin 2\delta. The term
which is proportional to sin 2\delta disappear, namely E_{\mu\tau}=0, in
symmetric matter. It means that the probability reduces to the same form as in
constant matter. As for other channels, probabilities in arbitrary matter are
at most the quadratic polynomials of sin \delta and cos \delta as in the above
two channels. In symmetric matter, the oscillation probability for each channel
reduces to the same form with respect to \delta as that in constant matter.
