- Use Bloomberg for access to futures information.
- Type CTM and hit GO for the Contract Table menu.
- For stock index futures choose 26) EQIX Equity Index. (Other options are available for currency, energy, agriculture, etc.)
- Search for the index of interest: e.g., select SPA Index S&P 500 traded on the CME.
- Select 3) CT Contract Table to proceed to list of open futures contracts.
- The index (SP)
- The expiration month: H(March), M(June), U(September); Z(December)
- The expiration year as a single or double digit
- For example the December 1987 S&P 500 Index future contract is SPZ87: S&P 500 (SP), expiring in December (Z), 1987 (87).
- The Contract Table lists the S&P 500 index itself (SPX) and currently active and prospective futures contracts for the index.
The futures tickers indicate:
- Select a contract from the list to bring up the futures information.
- For a contract description right click and select DES.
Notice the tickers in the lower right-hand corner for Generics Available (SP1through SP8). These refer to artificial time series created by grafting successive futures contracts together as they expire over time.
- See Related Functions for more details: e.g., select 2) FHG Futures History Graph to simultaneously graph two related series; in this case open interest and last price.
- Type 1 and hit GO to view options for plot parameters. Hit Tab to move to amber boxes and type new plot parameters.
- Hit GO to accept changes. Hit MENU to plot new graph.
- Hit PgDn to view the graph's data.
In Bloomberg type the following DOCS numbers and hit GO for Cheatsheets:
- DOCS1130376 for Single Stock Futures.
- DOCS1173233 for Commodity Futures.
- DOCS2037181 for Financial Futures and Options.