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BarraOne Equity Index Futures (EIF) Universe and Codes

The following table displays the equity index futures currently available in BarraOne. Equity index futures will appear in BarraOne with a four-, five-, six-, or seven-character identifier (a LOCALID), consisting of:

  • Issue code (one, two, three, or four letters)
  • Year code (the last two digits of the four-digit delivery year)
  • Month code (one letter)

For example, a CAC 40 equity index future deliverable in March 2011 would have a LOCALID of "FCE11H".

Available equity index futures and codes

Issue Code Equity Index Future Contract Size
FTI Amsterdam Exchanges Index 200
ATX ATX Index 10
BXF BEL 20 Index 10
IND Bovespa Index 1
BIF BSE Sensex Index* 15
FCE CAC 40 Stock Index 10
DX DAX Index 25
FXXE EURO STOXX 50
FESX EURO STOXX 50 Index 10
FESF EURO STOXX 600 Financial Services Index 50
FESD EURO STOXX 600 Food and Beverage Index 50
FESH EURO STOXX 600 Health Care Index 50
FESM EURO STOXX 600 Media Index 50
FESZ EURO STOXX 600 Personal & Household Goods Index 50
FESV EURO STOXX 600 Travel & Leisure Index 50
FESU EURO STOXX 600 Utilities Index 50
FESA EURO STOXX Automobiles Index 50
FESB EURO STOXX Banks Index 50
FESS EURO STOXX Basic Resources Index 50
FESC EURO STOXX Chemicals Index 50
FESN EURO STOXX Construction Index 50
FESE EURO STOXX Energy Index 50
FESG EURO STOXX Industrial Goods & Services Index 50
FESI EURO STOXX Insurance Index 50
FLCE EURO STOXX Large 50
FMCE EURO STOXX Mid 50
FESZ EURO STOXX Non-Cyclical Index 50
FESL EURO STOXX Real Estate 50
FESR EURO STOXX Retail Index 50
FSCE EURO STOXX Small 50
FESY EURO STOXX Technology Index 50
FEST EURO STOXX Telecommunications Index 50
Z FTSE 100 Index 10
Y FTSE 250 Index 10
Q FTSE EUROTOP 100 Index 20
FOT FTSE EUROTOP 300 Index 20
IFS FTSE MIB Index (replaced S&P MIB) 5
TOP40 FTSE/JSE Top 40 10
HCEI Hang Seng China Enterprises Index 50
HSI Hang Seng Index 50
MHI Hang Seng Index, Mini 10
FOX Hex25 Index 10
IM IBEX 35 Index 10
IPC IPC Mexico BMV Index* 10
FKL KLSE Composite Index 50
KFPI KOSPI 200 Index 500000
MDAX MDAX Index 5
JTM Mini-TOPIX 1000
EFE MSCI EAFE Index, E-Mini (CME/ pre-Dec 2011) 50
MFS MSCI EAFE Index, E-Mini (Liffe/ post-Dec 2011) 50
EMX MSCI Emerging Market Index, E-Mini (CME/ pre-Dec 2011) 50
MEM MSCI Emerging Market Index, E-Mini (Liffe/ post-June 2011) 50
MCP MSCI Pan Euro Index 20
FMXR MSCI Russia 25
SSG MSCI Singapore Index (March 2009 onwards) 200
SG MSCI Singapore Index (pre-March 2009) 200
TA MSCI Taiwan Index 100
ND NASDAQ 100 Index 100
NQ NASDAQ 100 Index, Mini 20
NK NIKKEI 225 Index (CME) 5
NIKO NIKKEI 225 Index (Osaka) 1000
SSI NIKKEI 225 Index (Singapore) 500
JNM Nikkei 225 mini 100
JNW Nikkei 300 1000
OBX OBX Index 100
OMX OMXS30 Index 100
R Russell 1000 Index 1000
RMF Russell 1000 Index, Mini (Jan 2010 onwards) 100
RSS Russell 1000 Index, Mini (pre-2010) 100
IWM Russell 2000 Index (Jan 2010 onwards) 500
TO Russell 2000 Index (pre-2010) 500
RL Russell 2000 Index (pre-Dec 2008) 500
TFS Russell 2000 Index, E-Mini (Dec 2008 onwards) 100
RS Russell 2000 Index, E-Mini (pre-Dec 2008) 100
SP S&P 500 Index 250
ES S&P 500 Index, Mini 50
SG S&P 500/Citigroup Growth Index 250
SU S&P 500/Citigroup Value Index 250
SXF S&P Canada 60 Index 200
SPMI S&P MIB Index (replaced by FTSE MIB after June 2009 contract) 5
MD S&P Midcap 400 Index 500
EMD S&P Midcap 400 Index, E-Mini 100
AXJO S&P/ASX 200 Index 25
SMI SMI Index 10
PA SPI 200 Index 25
FSTX STOXX 50 10
F600 STOXX 600 200
FXXP STOXX 600 50
FSTA STOXX 600 Automobiles Index 50
FSTB STOXX 600 Banks Index 50
FSTS STOXX 600 Basic Resources Index 50
FSTC STOXX 600 Chemicals Index 50
FSTN STOXX 600 Construction & Materials Index 50
FSTF STOXX 600 Financial Services Index 50
FSTO STOXX 600 Food and Beverage Index 50
FSTH STOXX 600 Health Care Index 50
FSTG STOXX 600 Industrial Goods and Services Index 50
FSTI STOXX 600 Insurance Index 50
FSTM STOXX 600 Media Index 50
FSTE STOXX 600 Oil & Gas 50
FSTZ STOXX 600 Personal & Household Goods Index 50
FSTL STOXX 600 Real Estate 50
FSTR STOXX 600 Retail Index 50
FSTY STOXX 600 Technology Index 50
FSTT STOXX 600 Telecommunications Index 50
FSTV STOXX 600 Travel & Leisure Index 50
FSTU STOXX 600 Utilities Index 50
FLCP STOXX Large 200 50
FMCP STOXX Mid 200 50
FSCP STOXX Small 200 50
FTDX TecDAX 10
JTC TOPIX Core30 1000
TPIX TOPIX Index 10000

* Available for end of month dates only.

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