EUREX Germany Futures & Index
EUREX Germany Futures Code Structure An individual DAX future contract looks like this: DAXD103. DAX = This represents the code for DAX. D = This indicates that this future is traded on a Day session. 103 = This represents the contract date, in this case 'March 2010'. The '10' indicates the year - 2010 while the '3' indicates the month - March. January to September are 1 to 9 whilst October to December are A to C. A continuous contract for the DAX has the code DAXDCDVOL. The first three characters are the future's code, the 'D' shows the trading session while the 'CDVOL' stands for 'volume continuous contract'. All continuous contracts are created by using the data from the most active individual contract. The activity is calculated using a seven day average volume. If necessary, an adjustment is passed at swap over time to keep the continuity of the history. A total contract for the DAX has the code DAXDTTL. The first three characters are the future's code, the 'D' shows the trading session while the 'TTL' stands for 'total'. This contract is calculated by adding all the Volume and Open Interest (where applicable) of all the currently trading individual future contracts. BodhiGold5 also creates Gann continuous contracts for each contracts trading months. The DAX trades the contract months of March; June; September & December. It therefore has 4 Gann contracts with the codes: DAXDC3MAR; DAXDC6JUN; DAXDC9SEP & DAXDCCDEC. These contracts include data traded only in their contract months making the DAXDC3MAR contract contain historical March contract history only. Below is a table listing the futures and indexes available from this Exchange. [You can click on the headings to sort the table]
Code Description Type History EU1D 1-Month EURO Over-night Index Average (Day Session) Future 15/07/2009 EU3D 3-Month EURO Interbank Offered Rates (Day Session) Future 4/01/1999 CERD Certified Emission Reductions Early December (Day Session) Future 11/09/2009 CEMD Certified Emission Reductions Mid December (Day Session) Future 2/03/2010 DAX DAX Index Index 17/05/1993 DAXD DAX Index (Day Session) Future 22/10/1997 DDXD DivDAX (Day Session) Future 14/09/2009 DTBD Dow Jones Banks TITANS 30 Index (Day Session) Future 14/09/2009 ESXD Dow Jones Euro STOXX 50 (Day Session) Future 27/03/2001 EB6D Dow Jones Euro STOXX Banks (Day Session) Future 15/07/2009 ESDD Dow Jones EURO STOXX Select Dividend 30 (Day Session) Future 14/09/2009 GT5D Dow Jones Global TITANS 50 [EUR] (Day Session) Future 15/07/2009 DTID Dow Jones Insurance TITANS 30 (Day Session) Future 14/09/2009 DTOD Dow Jones Oil & Gas TITANS 30 (Day Session) Future 14/09/2009 STXD Dow Jones STOXX 50 (Day Session) Future 4/06/2002 ST6D Dow Jones STOXX 600 (Day Session) Future 15/07/2009 SB6D Dow Jones STOXX 600 Banks (Day Session) Future 15/07/2009 SM2D Dow Jones STOXX Mid 200 (Day Session) Future 15/07/2009 DTTD Dow Jones Telecommunications TITANS 30 (Day Session) Future 14/09/2009 DTUD Dow Jones Utilities TITANS 30 (Day Session) Future 14/09/2009 DUAD Dow Jones-UBS Agriculture (Day Session) Future 11/09/2009 DUCD Dow Jones-UBS Commodity (Day Session) Future 11/09/2009 DUED Dow Jones-UBS Energy (Day Session) Future 11/09/2009 DUID Dow Jones-UBS Industrial Metals (Day Session) Future 11/09/2009 EUAD European Emission Allowances Early December (Day Session) Future 11/09/2009 EUMD European Emission Allowances Mid December (Day Session) Future 2/03/2010 EEPD European Processing POTATO (Day Session) Future 15/07/2009 GBMD GERMAN Government Bond (BOBL) Medium-term (Day Session) Future 4/01/1999 GBLD GERMAN Government Bond (BUND) Long-term (Day Session) Future 4/01/1999 GBXD GERMAN Government Bond (BUXL) Long-term (Day Session) Future 6/03/2006 GBSD GERMAN Government Bond (SCHATZ) Short-term (Day Session) Future 4/01/1999 GLFD GOLD London Fixing (Day Session) Future 11/09/2009 EHGD HOG (Day Session) Future 15/07/2009 GBTD ITALIAN Government Bond (Euro BTP) Long-term (Day Session) Future 11/11/2009 ELPD London POTATO (Day Session) Future 15/07/2009 MDXD MDAX MidCap (Day Session) Future 15/07/2009 MSRD MSCI Russia (Day Session) Future 15/07/2009 OMXD OMX Helsinki 25 (Day Session) Future 15/07/2009 EPLD PIGLET (Day Session) Future 15/07/2009 RDXD RDXxt USD RDX Extended Index (Day Session) Future 14/09/2009 SLFD SILVER London Fixing (Day Session) Future 11/09/2009 SLID SLI Swiss Leader (Day Session) Future 14/09/2009 CHBD SWISS Confederation (Day Session) Future 6/03/2006 SWISS SWISS Market Index Index 15/07/2009 SMID SWISS Market Index (Day Session) Future 15/07/2009 SMCD SWISS MidCap Index (Day Session) Future 15/07/2009 TDXD TecDAX Technology (Day Session) Future 15/07/2009 Note: The History date is the earliest data available for this future or index
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