FE429: Futures and Options

Bloomberg – Equity Option Monitor (OMON)

Bloomberg - OMON

Equity Option Graphical Price

Equity Option Graphical Price

 

Equity Option GPO  – Page 2

Equity Option GPO

 

Equity Option GPO – Page 3

Equity Option GPO 3

Bloomberg – Commodity Futures Contract Table Menu (CTM)

 

Contract Table Menu

Bloomberg CTM

 

Tickers of Commodity Futures

CTM - Ticker

 

Futures Contracts

CTM - Futures Contracts

 

 

Historical Price Graph (GP)

CTM - Historical Price Graph

 

Historical Pricing Data

CTM - Historical Price Data

 

 

Downloading Commodity Futures Prices using Bloomberg Wizard

 

Wizard Login

Log into Bloomberg: The login information is next to the Bloomberg Terminal in the Pardee Library.

Open Microsoft Excel: Click on start -> Programs -> Microsoft Excel

Launch Bloomberg Data Wizard: Click on Bloomberg -> choose import data -> click on ‘Historical End of Day’

 

Wizard Ticker

For a particular corn futures contract, type the ticker symbol for one of the corn future contracts.

Select Comdty from the Market Sector drop-down menu.

Double click on C K0 to select the futures contract.

Click on the Next> button at the bottom of the search box.

 

Wizard Last Price

Type Last Price in the Search Text box and click on the Search button.

Double click on Last Price PX_Last.

Click on the Next>button.

Wizard Date Range

Select the date range. Click on the Next> button.

 

Wizard Non-trading days

Click on the Next> button.

Wizard Pricing Defaults

Click on the Next> button.

Wizard Layout Options

Click on the Finish button

Wizard Excel Output

Historical prices for the corn futures contract will be downloaded into Excel.

Bloomberg – Global Agricultural Pricing (AGGP)

Finding A Commodity

AGGP Search

 

Creating a Historical Chart

AGGP Pricing

 

Viewing Historical Spot Prices

AGGP Historical Spot Pricing

 

Historical Spot Prices

AGGP Historical Spot Pricing 2

 

Wall Street Journal – US
(Digital Microfilm 2008+)

An additional source for commodity futures contracts and cash prices.

Available on the Business Databases: A-Z list on the Pardee Library page.

Click on “select” link to display the list of titles.

Choose Wall Street Journal – Eastern Edition.
Select the year, month and day.
Select a particular page from the page drop-down menu. Select page C1 for the beginning of Money & Investing section where you will find relevant financial data. Commodity futures contracts and cash prices can be found in the Money & Investing section

Scroll through the journal using the “scroll thumbnails” button, the “1 image ate a time” button, the “10 images at a time” button or the “50 images at a time” button at the bottom left-hand side of the screen.

All articles for this publication are in PDF format and can be printed. Use of microfilm to access this title from 2008 on is no longer necessary.