Sydney Futures & Options

 
SYDNEY FUTURES
BodhiGold, Bodhi Freeway and Bodhi History sources the Sydney Futures Exchange SYCOM trading. This includes individual and continuous contracts on Day, Night and 24 Hour trading.

Current Contracts:
BodhiGold supplies a current contract for every future trading month and session. An individual day SPI 200 future contract looks like this: APD10A.
AP = This represents the code for the SPI 200.
D = This means that it is Day trading. (H = 24 Hour; N = Night)
10A = This represents the contract date, in this case 'October 2010'. The '10' indicate the year - 2010 while the 'A' indicates the month - October. January to September are 1 to 9 whilst October to December are A to C.

Continuous Contracts:
BodhiGold supplies three types of continuous contracts:

  1. Volume Contracts: there is one of these contracts for each future session. The swapping of the contract is determined from an average volume price. A volume contract for the day SPI 200 has the code APDCDVOL.
    AP = This represents the code for the SPI 200.
    DC = It is the continuous contract for the Day trading. (HC = 24 Hour; NC = Night)
    DVOL = Swap calculated on volume price.
  2. Open Interest Contracts: there is one of these contracts for each future session. The swapping of the contract is determined from an average open interest price. A open interest contract for the day SPI 200 has the code APDCEOPN.
    AP = This represents the code for the SPI 200.
    DC = It is the continuous contract for the Day trading. (HC = 24 Hour; NC = Night)
    EOPN = Swap calculated on open interest price.
  3. Monthly Gann Contracts: there is one of these contracts for each future contract month and session. This continuous contract swaps out of one month year to the next. This means that a December Gann Contract only contains trading from the december current contracts and swaps when the next one is available and trading. A monthly GANN contract for the day SPI 200 has the code APDC9SEP.
    AP = This represents the code for the SPI 200.
    DC = It is the continuous contract for the Day trading. (HC = 24 Hour; NC = Night)
    9SEP = Swap calculated on September contracts. January to September contracts start with the numbers 0 to 9 whilst October to December use A to C. The last 3-letters are the first letters of the month.

SYDNEY OPTIONS
BodhiGold sources the Sydney Futures & Options Exchange SYCOM trading. This includes Day, Night and 24 Hour trading.

An individual day 3-Year Bonds option contract would look like this: YTD10AC009350.
YT = This represents the code for 3-Year Bonds.
D = This represents that it is Day trading. (H = 24Hour; N = Night)
10A = This represents the contract date, in this case 'October 2010'. The '10' indicates the year - 2010 whilst the 'C' indicates the month - October. January to September are 1 to 9 whilst October to December are A to C.
C = This shows whether it is a Put or Call option. (P = Put; C = Call)
009350 = These last numbers are the strike price. In this case $93.50.

You can sort the table by clicking the table headers
Code   Description Type   History
APS&P/ASX 200 Index (SPI 200)Future02/05/2000
BNNew South Wales Base Load Electricity (d-cypha SFE)Future03/09/2002
BQQueensland Base Load Electricity (d-cypha SFE)Future12/09/2002
BSSouth Australian Base Load Electricity (d-cypha SFE)Future03/09/2002
BVVictorian Base Load Electricity (d-cypha SFE)Future04/09/2002
BWBroad Wool 23 MicronFuture19/01/1998
EORenewable Energy CertificateFuture17/05/2011
FWFine Wool 19 MicronFuture19/01/1998
GNNew South Wales Base Load $300 Cap Electricity (d-cypha SFE) Future14/12/2005
GQQueensland Base Load $300 Cap Electricity (d-cypha SFE)Future02/03/2005
GSSouth Australian Base Load $300 Cap Electricity (d-cypha SFE)Future15/02/2006
GVVictorian Base Load $300 Cap Electricity (d-cypha SFE)Future05/11/2004
GWGreasy Wool 21 MicronFuture31/03/2010
GXVictorian GasFuture31/03/2010
GYVictorian Gas 6-MonthlyFuture31/03/2010
HNNew South Wales Base Load Electricity Strip (d-cypha SFE) Option 
HQQueensland Base Load Electricity Strip (d-cypha SFE) Option 
HSSouth Australian Base Load Electricity Strip (d-cypha SFE) Option 
HVVictorian Base Load Electricity Strip (d-cypha SFE) Option 
IB30-Day Interbank Cash RateFuture12/08/2003
IR90-Day Bank BillsFuture02/01/1980
KBEastern Austalia Feed Barley TenderedFuture24/10/2011
KCEastern Austalia Canola TenderedFuture24/10/2011
KKWestern Austalia Wheat TenderedFuture24/10/2011
KSAustalian Sorghum TenderedFuture24/10/2011
KWNew South Wales Wheat TenderedFuture24/10/2011
PNNew South Wales Peak Period Electricity (d-cypha SFE)Future04/09/2002
PQQueensland Peak Period Electricity (d-cypha SFE)Future04/09/2002
PSSouth Australian Peak Period Electricity (d-cypha SFE)Future12/09/2002
PVVictorian Peak Period Electricity (d-cypha SFE)Future10/09/2002
UBEastern Austalia Feed BarleyFuture24/10/2011
USAustalian SorghumFuture24/10/2011
VCEastern Austalia CanolaFuture24/10/2011
VWNew South Wales WheatFuture24/10/2011
WKWestern Austalia WheatFuture24/10/2011
XOOvernight Options on 10-Year BondsOption 
XS10-Year Interest Rate SwapsFuture12/11/2002
XT10-Year Bonds (6% Coupon)Future01/06/2001
YDIntraday Options on 3-Year BondsOption 
YOOvernight Options on 3-Year BondsOption 
YS3-Year Interest Rate SwapFuture12/11/2002
YT3-Year Bonds (6% Coupon)Future01/06/2001
The History date is the earliest data available for this continuous contract
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