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
SDTP10-Year DOLLAR Swapnote (Pit Session)Future15/07/2009
SNTP10-Year EURO Swapnote (Pit Session)Future24/05/2002
SD2P2-Year DOLLAR Swapnote (Pit Session)Future15/07/2009
SN2P2-Year EURO Swapnote (Pit Session)Future24/05/2002
3EUP3-Month EURIBOR (Pit Session)Future08/12/1998
3STP3-Month STERLING (Pit Session)Future04/11/1982
SD5P5-Year DOLLAR Swapnote (Pit Session)Future15/07/2009
SN5P5-Year EURO Swapnote (Pit Session)Future24/05/2002
AEXAEX AmsterdamIndex27/05/2011
AEXPAEX Amsterdam (Pit Session)Future27/05/2011
BEL20BEL 20 BrusselsIndex27/05/2011
BELPBEL 20 Brussels (Pit Session)Future27/05/2011
CAC40CAC 40 ParisIndex27/05/2011
CACPCAC 40 Paris (Pit Session)Future27/05/2011
CCOPCOCOA No.7 (Pit Session)Future01/09/1993
CORPCOFFEE Robusta (Pit Session)Future13/02/2009
EONPEONIA 1-Month (Pit Session)Future15/07/2009
EOSPEONIA 3-Month Swapnote (Pit Session)Future11/09/2009
E-SPEURO/SWISS Franc 3-Month (Pit Session)Future07/02/1991
ED3PEURODOLLAR 3-Month (Pit Session)Future15/07/2009
EY3PEUROYEN Tibor 3-Month (Pit Session)Future15/07/2009
F1DPFTSE 100 Dividend Index (Pit Session)Future11/09/2009
FTSE100FTSE 100 Stock IndexIndex26/10/1992
F10PFTSE 100 Stock Index (Pit Session)Future03/05/1984
FTSE250FTSE 250 Stock IndexIndex15/07/2009
F25PFTSE 250 Stock Index (Pit Session)Future25/02/1994
ETPPFTSE EuroTop 100 (Pit Session)Future04/05/2002
EUTOP100FTSE EuroTop 100 IndexIndex15/07/2009
EF1PFTSEurofirst 100 (Pit Session)Future15/07/2009
FTSEF100FTSEurofirst 100 IndexIndex15/04/2010
EF3PFTSEurofirst 300 (Pit Session)Future15/07/2009
EUFST300FTSEurofirst 300 IndexIndex15/07/2009
EF8PFTSEurofirst 80 (Pit Session)Future15/07/2009
FTSEF80FTSEurofirst 80 IndexIndex15/04/2010
20GPGILT Long 20-Year (Pit Session)Future18/11/1982
05GPGILT Medium 5-Year (Pit Session)Future19/01/2010
JBTPJAPANESE Government Bond 10-Year (Pit Session)Future15/07/2009
MSEUROMSCI Euro IndexIndex15/07/2009
MSPANEURMSCI Pan-Euro IndexIndex15/07/2009
MPEPMSCI Pan-Euro Index (Pit Session)Future24/05/2002
PSIPPSI 20 Lisbon (Pit Session)Future27/05/2011
02GPShort GILT 2-Year (Pit Session)Future20/01/2010
SU5PSUGAR No.5 White (Pit Session)Future01/09/1993
TPIPTOPIX Index (Pit Session)Future19/10/2010
WHEPWHEAT Feed (Pit Session)Future01/06/1994
The History date is the earliest data is available for this contract
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