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Last Updated: May 21, 2015     Views: 866

Bloomberg: comparing futures
How can I compare futures in Bloomberg?

  1. See How can I locate futures information in Bloomberg? to determine the ticker for the future contract of interest.
    • E.g., the December 1987 S&P 500 Index future contract is SPZ87. (S&P 500 (SP) expiring in December (Z), 1987 (87).)
  2. Type SPZ87 [INDEX] SPX [INDEX] [GO] to bring up the Multiple Index Analysis Menu.
  3. Select 33) FHG2 Futures History Graph to plot the two series simultaneously.
    In this case, the default plot is Open Interest on the futures contract against Open Price on the index.
  4. Type 1 [GO] to view options for plot parameters. (Plot option 4 is Close/Last price.
  5. Hit [Tab] to move to amber boxes and type 4 in the amber plot parameter boxes next to the futures and index tickers.
  6. Hit [GO] to accept changes. Hit [MENU] to plot new graph.
    The resulting plot includes daily closing prices for the S&P 500 index (SPX) and the S&P 500 index futures contract that expired in December 1987 (SPZ87).
  7. 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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