ASX Grain Futures & Options Vendor codes

Information Vendor Contact List (PDF 564KB)

ASX Grain Futures ASX Bloomberg CQG eSignal iress^ Thomson Reuters^*~
WA Wheat WK WHIA WAW WKmy-SFE WKmy.SFE 0#YWK:
0#YWK-SPD:
NSW Wheat VW MVA AWM VWmy-SFE VWmy.SFE 0#YVW:
0#YVW-SPD:
Eastern Australia Feed Barley UB FYA AFB UBmy-SFE UBmy.SFE 0#YUB:
0#YUB-SPD:
Eastern Australia Canola VC CMA ASM VCmy-SFE VCmy.SFE 0#YVC:
0#YVC-SPD:
Australian Sorghum US SXA ACM USmy-SFE USmy.SFE 0#YUS:
0#YUS-SPD:
Example
NSW Wheat January 12 VWF2 MVF2 - VWF2-SFE VWF2.SFE -
Sorghum March 12 USH2 SXH2 - USH2-SFE - -

 

Inter-Commodity Spread Thomson Reuters
NSW Wheat/WA Wheat 0#YVWYWK-SPD:
NSW Wheat/EA Feed Barley 0#YVWYUB-SPD:
NSW Wheat/Sorghum 0#YVWYUS-SPD:
Sorghum/EA Feed Barley 0#YUSYUB-SPD:

 

ASX Grain Options ASX Bloomberg CQG eSignal iress^ Thomson Reuters^*~
WA Wheat WK WHIA - - WKmytssss.SFE 0#2YWKmy+
NSW Wheat VW MVA - - VWmytssss.SFE 0#2YVWmy+
Eastern Australia Feed Barley UB FYA - - UBmytssss.SFE 0#2YUBmy+
Eastern Australia Canola VC CMA - - VCmytssss.SFE 0#2YVCmy+
Australian Sorghum US SXA - - USmytssss.SFE 0#2YUSmy+
Example
January 2012 NSW Wheat 240 Put VW MVAF2 - - VWF2P2400.SFE 0#2YVWF2+

^ m = month, y = year, t = type (p for put or c for call), s = strike
* Top Code = Futures Combined Session [Day session (prefix 2), Night session (prefix 1)]
~ Bottom Code = Intra-Commodity Spread