Minneapolis Grains Futures & Indexes
Minneapolis Grains Individual Futures Code Structure An individual Wheat future contract looks like this: WHSE103. WHS = This represents the code for Wheat. E = This indicates that this future is traded on an Electronic session. 103 = This represents the contract date, in this case 'March 2010'. The '10' indicates the year - 2010 whilst 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 Wheat has the code WHSECDVOL. The first three characters are the future's code, the 'E' 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 Wheat has the code WHSETTL. 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. Wheat trades the contract months of March; May; July; September & December. It therefore has 5 Gann contracts with the codes: WHSEC3MAR; WHSEC5MAY; WHSEC7JUL; WHSEC9SEP & WHSECDEC. These contracts include data traded only in their contract months making the WHSEC3MAR 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 NAT-CORN NATIONAL Corn Index Index 15/07/2009 NCIE NATIONAL Corn Index (Electronic Session) Future 15/07/2009 NAT-SOYA NATIONAL Soybean Index Index 15/07/2009 NSIE NATIONAL Soybean Index (Electronic Session) Future 15/07/2009 HRSE WHEAT Hard Red Spring HRSI (Electronic Session) Future 15/07/2009 WH-HRSI WHEAT Hard Red Spring HRSI Index Index 15/07/2009 HRWE WHEAT Hard Red Winter HRWI (Electronic Session) Future 15/07/2009 WH-HRWI WHEAT Hard Red Winter HRWI Index Index 15/07/2009 SRWE WHEAT Soft Red Spring SRWI (Electronic Session) Future 15/07/2009 WH-SRWI WHEAT Soft Red Spring SRWI Index Index 15/07/2009 WHSE WHEAT Spring (Electronic Session) Future 15/07/2009 WHEAT-SP WHEAT Spring Index Index 1/02/1983 Note: The History date is the earliest data available for this future or index
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