EURONEXT LIFFE Futures & Indexes
EURONEXT LIFFE Individual Futures Code Structure An individual Sugar future contract looks like this: SU5P09C. SU5 = This represents the code for Sugar. P = This indicates that this future is traded on a Pit session. 09C = This represents the contract date, in this case 'December 2009'. The '09' indicates the year - 2009 while the 'C' indicates the month - December. January to September are 1 to 9 whilst October to December are A to C. A continuous contract for the Sugar has the code SU5PCDVOL. The first three characters are the future's code, the 'P' 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 Sugar has the code SU5PTTL. The first three characters are the future's code, the 'P' 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. Sugar trades the contract months of March; May; August; October & December. It therefore has 5 Gann contracts with the codes: SU5PC3MAR; SU5PC5MAY; SU5PC8AUG; SU5PCAOCT & SU5PCCDEC. These contracts include data traded only in their contract months making the SU5PC3MAR 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 SDTP 10-Year DOLLAR Swapnote (Pit Session) Future 15/07/2009 SNTP 10-Year EURO Swapnote (Pit Session) Future 24/05/2002 SD2P 2-Year DOLLAR Swapnote (Pit Session) Future 15/07/2009 SN2P 2-Year EURO Swapnote (Pit Session) Future 24/05/2002 3EUP 3-Month EURIBOR (Pit Session) Future 8/12/1998 3STP 3-Month STERLING (Pit Session) Future 4/11/1982 SD5P 5-Year DOLLAR Swapnote (Pit Session) Future 15/07/2009 SN5P 5-Year EURO Swapnote (Pit Session) Future 24/05/2002 CCOP COCOA No.7 (Pit Session) Future 1/09/1993 CORP COFFEE Robusta (Pit Session) Future 13/02/2009 EONP EONIA 1-Month (Pit Session) Future 15/07/2009 EOSP EONIA 3-Month Swapnote (Pit Session) Future 11/09/2009 ED3P EURODOLLAR 3-Month (Pit Session) Future 15/07/2009 E-SP EURO-SWISS Franc 3-Month (Pit Session) Future 7/02/1991 EY3P EUROYEN Tibor 3-Month (Pit Session) Future 15/07/2009 F1DP FTSE 100 Dividend Index (Pit Session) Future 11/09/2009 FTSE100 FTSE 100 Stock Index Index 26/10/1992 F10P FTSE 100 Stock Index (Pit Session) Future 3/05/1984 FTSE250 FTSE 250 Stock Index Index 15/07/2009 F25P FTSE 250 Stock Index (Pit Session) Future 25/02/1994 ETPP FTSE EuroTop 100 (Pit Session) Future 4/05/2002 EUTOP100 FTSE EuroTop 100 Index Index 15/07/2009 EF1P FTSEurofirst 100 (Pit Session) Future 15/07/2009 EF3P FTSEurofirst 300 (Pit Session) Future 15/07/2009 EUFST300 FTSEurofirst 300 Index Index 15/07/2009 EF8P FTSEurofirst 80 (Pit Session) Future 15/07/2009 JBTP JAPANESE Government Bond 10-Year (Pit Session) Future 15/07/2009 20GP Long GILT 20-Year (Pit Session) Future 18/11/1982 05GP Medium GILT 5-Year (Pit Session) Future 19/01/2010 MSEURO MSCI Euro Index Index 15/07/2009 MEIP MSCI Euro Index (Pit Session) Future 24/05/2002 MSPANEUR MSCI Pan-Euro Index Index 15/07/2009 MPEP MSCI Pan-Euro Index (Pit Session) Future 24/05/2002 02GP Short GILT 2-Year (Pit Session) Future 20/01/2010 SU5P SUGAR No.5 White (Pit Session) Future 1/09/1993 WHEP WHEAT Feed (Pit Session) Future 1/06/1994 Note: The History date is the earliest data available for this future or index
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