FUTURES
Sample Search: Compare the January 6, 1997 settlement price on a futures contract for 15 to 30 year U.S. Treasury Bonds in December of 1997 to the January 21, 1997 settlement price.
NOTE: A continuous series offers an average of all contracts. It does not provide information in individual futures contracts. To obtain a continuous series for a futures contract, append CS00 to the series code. For example, CUSCS00 will give a continuous series for 15-30 Year U.S. Treasury bonds. To obtain information on individual futures contracts, you can add the expiration date to the code. See the images below for more information.
Finding the Code:
Futures are financial instruments which represent contracts to buy a certain item or type of item at a specific date in the future. Different types of futures are purchased through different exchanges. Datastream identifies futures by the exchange in which it is traded and by the type of item that is being contracted.
To find Datastream codes for futures enter HELP FUT? in the "Program Number" area in the main program window. Press Enter.
The new program window will prompt you to enter the geographic area of the desired Future from a given list. Select 28 for the United States. Press Enter.
You are then given the option to search Datastream's listings of futures by the type of future or by the exchange through which it is traded. Because you do not yet know where U.S. Treasury Bonds are traded, choose to search by type. Select 2 and then press Enter.
From the resulting list of commodities and financial instruments, choose
T-Bonds/Notes/Bills. Select 2 and then press Enter.
The code for 15-30 Year U.S. Treasury Bonds is CUS. The start date is April 10, 1977.
To specify contracts for December 1997 you must append a date to the 3-letter code, CUS. The date is indicated in the form MMYY. Hence, the code for 15-30 Year U.S. Treasury bond futures for December 1997 will be CUS1297.
In the new program window, enter the series code CUS1297, and press tab to skip to the next line. Enter
the two dates of interest in the lines provided, marked 1st and 2nd, in the form DD/MM/YY. Press enter.
The resulting window will display the desired data in tabular format. If you entered any parameters
incorrectly, the program will pause, describe the error, and allow you to enter each parameter again.
Things to Remember:
Datastream currently has futures data from the following countries: Australia, Austria, Belgium, Brazil, Canada, Denmark, France, Germany, Hong Kong, Hungary, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Russia, Singapore, South Africa, Spain, Sweden, Switzerland, the United Kingdom, and the United States. Datastream is constantly expanding coverage, so always check HELP FUT? for the latest coverage.