Answered By: Cynthia Churchwell
Last Updated: Jan 14, 2016     Views: 10611

  1. Use Bloomberg Professional for access to futures information.
  2. Type CTM and hit GO for the Contract Table menu.
  3. For stock index futures choose 26) EQIX Equity Index. (Other options are available for currency, energy, agriculture, etc.)
  4. Search for the index of interest: e.g., select SPA Index S&P 500 traded on the CME.
  5. 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).
  6. 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:
  7. Select a contract from the list to bring up the futures information.
  8. For a contract description right click and select DES.
    Notice the tickers in the lower right-hand corner for Generics Available (SP1 through SP8). These refer to artificial time series created by grafting successive futures contracts together as they expire over time.
  9. 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.
  10. Type 1 and hit GO to view options for plot parameters. Hit Tab to move to amber boxes and type new plot parameters.
  11. Hit GO to accept changes. Hit MENU to plot new graph.
  12. 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.

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