BarraOne Bond Future Universe and Codes
The following table displays the bond futures currently available in BarraOne. Bond futures will appear in BarraOne with a five-character code, consisting of:
- Two-character issue code
- One-letter month code
- Two-digit year code (the last two digits of the four-digit delivery year)
For example, a U.S. 30-year bond future deliverable in December 2001 would have a BarraID of "USZ01".
Available bond futures and codes
| Issue Code | Bond Future | Contract Size |
| YB | Australia 03-yr Bond | 100,000 |
| XB | Australia 10-yr Bond | 100,000 |
| CG | Canada 02-yr Bond | 200,000 |
| CN | Canada 10-yr Bond | 100,000 |
| DU | Germany EUREX 02-yr EURO Schatz | 100,000 |
| OE | Germany EUREX 05-yr EURO Bobl | 100,000 |
| RX | Germany EUREX 10-yr EURO Bund | 100,000 |
| UB | Germany EUREX 30-yr EURO Buxl | 100,000 |
| TP | ITA EUREX EURO BTP | 100,000 |
| JJ | Japan 05-yr Bond | 100,000,000 |
| BT | Japan 10-yr Bond | 100,000,000 |
| KE | Korean 03-yr Bond | 100,000,000 |
| RU | South Africa R157 | 1,000,000 |
| RF | South Africa R186 | 1,000,000 |
| ZH | South Africa R201 | 1,000,000 |
| ZI | South Africa R203 | 1,000,000 |
| ZJ | South Africa R204 | 1,000,000 |
| ZK | South Africa R207 | 1,000,000 |
| SL | Sweden 02-yr OMR | 1,000,000 |
| SK | Sweden 05-yr OMR | 1,000,000 |
| ST | Sweden 10-yr OMR | 1,000,000 |
| SW | Switzerland CONF | 100,000 |
| LG | UK Short 2-yr Gilt | 100,000 |
| LH | UK Medium 5-yr Gilt | 100,000 |
| 0G | UK Long 10-yr Gilt | 100,000 |
| TU | US 02-yr Treasury Note | 200,000 |
| YR | US 03-yr Treasury Note | 200,000 |
| FV | US 05-yr Treasury Note | 100,000 |
| TY | US 10-yr Treasury Note | 100,000 |
| US | US 30-yr Treasury Bond | 100,000 |
| UL | US Ultra Treasury Bond | 100,000 |
Brazil Interest Rate Futures
The following Brazil Interest Rate Futures are supported in BarraOne with a LOCALID that can be logically constructed using the information below, and they can be added to a portfolio using the Add Positions window in Portfolio Admin.
The LOCALID consists of:
- One to three-letter contract ID
- One-letter month code
- Two-digit year code (the last two digits of the four-digit delivery year)
As an example, a contract for a One-Day Interbank Deposit Future expiring in December 2011 would have a LOCALID of &DI1+Z+11=&DI1Z11.
| Positions | Name | Values/Format | Information |
| 1-4 | Contract ID | &DI1 &DIL |
One-Day Interbank Deposit Future Long-Term Interbank Deposit Future |
| 5 | Delivery Month | Single letter | Delivery month code |
| 6-7 | Delivery Year | Two digits | Delivery year in YY format |
Notes:
- Contracts are available for the first four months subsequent to the month in which a trade has been made, and after that, the months that initiate a quarter.
- As of Aug 2008, the longest current contract with open interest expires in 2022.
Month codes
| Month | Code |
| January | F |
| February | G |
| March | H |
| April | J |
| May | K |
| June | M |
| July | N |
| August | Q |
| September | U |
| October | V |
| November | X |
| December | Z |
