|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]
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