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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 3-year T-bond 100,000
XB Australia 10-year T-bond 100,000
FG Canada 5-year bond 100,000
CN Canada 10-year bond 100,000
DU Germany EUREX 2-year euro Schatz 100,000
OE Germany EUREX 5-year euro Bobl 100,000
RX Germany EUREX 10-year euro Bund 100,000
UB Germany EUREX 30-year euro Buxl 100,000
0A Germany LIF 10-yr Bund 100,000
JJ Japan 5-year bond 100,000,000
BT Japan 10-year bond 100,000,000
JL Japan 20-year bond 100,000,000
KE Korea 3-year bond 100,000,000
AR South Africa R1501,000,000
RM South Africa R1531,000,000
RU South Africa R1571,000,000
FH South Africa R1621,000,000
RF South Africa R1861,000,000
NT Spain 10-year Government euro bond 100,000
SL Sweden 2-year OMR 1,000,000
SK Sweden 5-year OMR 1,000,000
ST Sweden 10-year OMR 1,000,000
SW Switzerland CONF 100,000
0G U.K. 10-year gilt 100,000
DZ U.S. 5-yr agency note (CBOT) 100,000
F5 U.S. 5-yr agency note (CME) 100,000
DQ U.S. 10-yr agency bond (CBOT) 100,000
F0 U.S. 10-yr agency bond (CME) 100,000
TU U.S. 2-year treasury note 200,000
FV U.S. 5-year treasury note 100,000
TY U.S. 10-year treasury note 100,000
US U.S. 30-year treasury note 100,000

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