Index Options and Futures – most requested codes

Last week’s post about the major world stock market indices has prompted a few follow up questions about how to access the relevant futuresĀ and options contracts for these indices. The list below follows the format of the earlier post about commodities futures contracts, and gives a link to the relevent contract home page. Again, do not hesitate to get in touch if you need us to add any other contracts.

USA

Contract: Standard and Poor’s 500 Futures
Exchange: CME Group
RIC stem: SP
Chain of futures contracts: 0#SP:
Chain of options on futures contracts: 0#SP+
Link to contract home page: http://www.cmegroup.com/trading/equity-index/us-index/sandp-500.html

Contract: DJIA ($10) Futures
Exchange: CME Group (CBOT)
RIC stem: DJ
Chain of futures contracts: 0#DJ:
Chain of options on futures contracts: 0#DJ+
Link to contract home page: http://www.cmegroup.com/trading/equity-index/us-index/dow.html

Contract: NASDAQ 100 Futures
Exchange: CME Group
RIC stem: ND
Chain of futures contracts: 0#ND:
Chain of options on futures contracts: 0#ND+
Link to contract home page: http://www.cmegroup.com/trading/equity-index/us-index/nasdaq-100.html

Canada

Contract: Standard and Poor’s TSX 60 Index Standard Futures
Exchange: Montreal Exchange
RIC stem (futures contract): SXF
Chain of futures contracts: 0#SXF:
Chain of options on futures contracts: 0#SXO*.M
Link to futures contract home page: http://www.m-x.ca/produits_indices_sxf_en.php
Link to options contract home page: http://www.m-x.ca/produits_indices_sxo_en.php

Mexico

Contract: MexDer IPC Futures Contract
Exchange: Mexican Derivatives Exchange
RIC stem (futures contract): IPC
Chain of futures contracts: 0#IPC:
Chain of options on futures contracts: 0#IPC*.XD
Link to futures and options contracts home page: http://www.mexder.com.mx/MEX/Contract_specifications.html

Brazil

Contract: BOVESPA Index Futures
Exchange: BM&F BOVESPA
RIC stem: IND
Chain of futures contracts: 0#IND:
Chain of options on futures contracts: choose an individual futures contract, eg INDZ1 and add an “+” as an extension, with the chain (0#) command, eg 0#INDZ1+
Link to futures and options contracts home page: http://www.bmfbovespa.com.br/shared/iframe.aspx?altura=400&idioma=en-us&url=www.bmf.com.br/bmfbovespa/pages/contratos2/contratostabela2.asp?contrato=financeiros

Europe

Contract: EURO STOXX 50 Index Futures
Exchange: Eurex
RIC stem: STXE
Chain of futures contracts: 0#STXE:
Chain of options on futures contracts: 0#STXE*.EX
Link to futures and options contracts home page: http://www.eurexchange.com/trading/products/IDX/STX/BLC/products_en.html

United Kingdon

Contract: FTSE 100 Index Future
Exchange: NYSE Euronext (LIFFE)
RIC stem: FFI
Chain of futures contracts: 0#FFI:
Chain of options on futures contracts: 0#LFE*.L
Link to futures contract home page: http://www.euronext.com/trader/contractspecifications/derivative/wide/contractspecifications-2830-EN.html?euronextCode=Z-LON-FUT

France

Contract: CAC 40 Index Future
Exchange: NYSE Euronext
RIC stem: FCE
Chain of futures contracts: 0#FCE:
Chain of options on futures contracts: 0#FCHI*.p
Link to futures contract home page: http://www.euronext.com/trader/summarizedmarketderivatives/summarizedmarketderivatives-3622-EN.html?contractType=9&mnemo=FCE&selectedMepDerivative=1

Germany

Contract: DAX Futures
Exchange: Eurex
RIC stem: FDX
Chain of futures contracts: 0#FDX:
Chain of options on futures contracts: 0#GDAX*.EX
Link to futures contract home page: http://www.eurexchange.com/trading/products/IDX/DAX/FDAX_en.html
Link to options on futures contract home page: http://www.eurexchange.com/trading/products/IDX/DAX/ODAX_en.html?mode=specifications

Japan

Contract: Nikkei 225 Futures
Exchange: Osaka Securities Exchange
RIC stem: JNI
Chain of futures contracts: 0#JNI:
Chain of options on futures contracts: 0#JNI*.OS
Link to futures contract home page: http://www.ose.or.jp/e/derivative/225futures

Hong Kong

Contract: Hang Seng Index Futures
Exchange: Hong Kong Exchanges and Clearing Ltd
RIC stem: HSI
Chain of futures contracts: 0#HSI:
Chain of options on futures contracts: 0#HSI*.HF
Link to futures and options contracts home page: http://www.hkex.com.hk/eng/prod/drprod/hkifo/HSIFO.htm

Australia

Contract: ASX SPI 200 Index Futures
Exchange: Australian Securities Exchange
RIC stem: YAP
Chain of futures contracts: 0#YAP:
Chain of options on futures contracts:
Link to futures contract home page: http://www.sfe.com.au/content/sfe/trading/con_specs.pdf