In SDX Commodities & Energy a wide range of commodities are supported as follows:
Metals
Precious metals
Gold (XAU)
Silver (XAG)
Platinum (XPT)
Palladium (XPD)
Gold (CMX) (GC)
Silver (CMX) (SI)
Platinum (CMX) (PL)
Palladium (CMX) (PA)
Gold (Shanghai) (SH-AU)
Silver (Shanghai) (SH-AG)
Base metals
Aluminium (primary) (MAL)
Aluminium Alloy (MAA)
Copper (grade A) (MCU)
Lead (standard) (MPB)
Aluminium (NASAA) (MNA)
Nickel (primary) (MNI)
Tin (MSN)
Zinc (high grade) (MZN)
Copper (CMX) (HG)
Aluminum (Shanghai) (SH-AL)
Copper Cathode (Shanghai) (SH-CU)
Lead (Shanghai) (SH-PB)
Zinc (Shanghai) (SH-ZN)
Ferrous
Hot Rolled Coil North Europe (SCN)
Iron Ore (TIO)
Steel Billet (FMD)
Hot Rolled Coil US (HRC)
Steel Rebar (Shanghai) (SH-RB)
Steel Wire Rod (Shanghai) (SH-WR)
Uranium (UX)
Oil
Crudes
Brent Crude Oil (LCO)
NewBrt (NBRT)
ICE WTI Crude (WTCL)
Crude Oil (WTI) (CL)
Dated Brent (DBrent)
Dubai Oil (DUBAI)
Tapis (Tap)
ASCI (F)
Western Texas Sour Crude (AFH)
Louisiana Light Sweet Crude (AWJ)
Mars (1st) (AYX)
Middle East Sour Crude (MID)
WTI (Midland) (AFF)
Middle East Crude Oil (TOCOM) (CRUD)
Canadian Heavy Crude Index (WCC)
Oman OSP (OQD)
Japanese Crude Cocktail (JCC)
Fuel Oil
1% Fuel Oil Cargoes CIF NWE (1X)
Fuel Oil 1% Barges FOB ARA (BrgFOBA)
Fuel Oil 1% CIF MED (1W)
Fuel Oil 1% FOB MED (EFM)
Fuel Oil 1% FOB NWE Cargoes (1FOFOB)
Fuel Oil 3.5% Barges ARA (35FO)
Fuel Oil 3.5% CIF MED (35FOCIFMED)
Fuel Oil 3.5% CIF NWE (35FOCIF)
Fuel 3.5% FOB Med Cargoes (35FOFOB)
SING 180 CST Fuel Oil cargoes (SING)
SING 380 CST Fuel Oil Cargoes (SING380)
No 6 NYH 1% Cargoes (NYH1)
No 6 USGC 3% Waterborne (USGC3)
NY 3% Fuel Oil (H1)
Gasoil
Gas Oil (LGO)
Low Sulphur Gasoil (ULS)
Gasoil 0.1% CIF MED (Z5)
Gasoil 0.1% CIF NWE (01GOCIFNWE)
Gasoil 0.1% FOB ARA Barges (01GOFOBARA)
Gasoil 0.1% FOB MED (Cargoes) (GOM)
Gasoil FOB Singapore (GOSING)
Singapore Gasoil 10 ppm (STZ)
Gas Oil Japan Industrial Standard K2204 (TOCOM) (GSOL)
Heating Oil
Heating Oil (HO)
ICE Heating Oil (EO)
Heating Oil n2 NY Barge (AYH)
Jet Fuel
Jet CIF NWE (JET)
Jet Fuel FOB Med (1V)
Kero FOB Singapore Cargoes (KERO)
Jet Fuel USGC (USGC)
Jet Fuel FOB Barges Rotterdam (JR)
Jet Fuel FOB Barges New York (MQ1)
Kero CIF Japan Cargoes (MQ7)
Kero FOB South Korea Cargoes (MQ6)
Kerosene (TOCOM) (KEROS)
Los Angeles Jet Fuel (MQ)
Gasoline
RBOB Gasoline (RB)
ICE RBOB Gasoline (N)
Euro-Bob Oxy FOB Barges NWE (EXR)
USG FOB Reg Unl 87 (Pipeline) (GS)
Premium Unleaded Barges FOB Rotterdam (GASOLINE)
Premium Unleaded FOB MED (3G)
Regular gasoline of JIS K2202 (TOCOM) (GASO)
Gasoline 92 Cargo FOB Singapore (1NSM)
Mont Belvieu Natural Gasoline (OPIS) (7Q)
Diesel
LS Diesel L.A WC Pipeline (KL)
ULSD 10 PPM CIF NWE Cargoes (NFG)
ULSD 10 PPM FOB ARA (ULSD10)
ULSD 10PPM CIF MED (X7)
ULSD USGC FOB Pipe (USGCFOB)
Weekly U.S. No.2 Diesel Retail Prices (EPD2D)
Naphtha
Naphtha CIF NWE (NPTCIF)
Naphtha FOB Singapore (NPTFOB)
Naphtha Japan CF (JA)
Bunker Fuel
Bunker Fuel 380 CST FOB Rotterdam (BF)
Petrochemicals
Conway Propane (OPIS) (8K)
Mont Belvieu LDH Propane (OPIS) (BO)
Propane Mont Belvieu non-TET (1RPP)
Mont Belvieu Normal Butane (OPIS) (D0)
Mont Belvieu Iso-Butane (OPIS) (8I)
Mont Belvieu Ethane (OPIS) (C0)
Propane CIF ARA (PS)
Propane Far East Index (PT7E)
Propane FOB Saudi Arabia (PT9N)
BioFuel
Ethanol (ZE)
Chicago Ethanol (CU)
Ethanol (Brazil) (ETH)
Ethanol Rotterdam Barges FOB T2 (Z1ET)
Fame 0 FOB Barges Rotterdam (2LBD)
Fame 0 FOB Barges Rotterdam RED (FBD)
Rapeseed Methyl Ester (1AES)
RME FOB Barges Rotterdam RED (RBFO)
Plastics
Polypropylene PCW (ppp)
Linear Low Density Polyethylene (LLDPE)
Freight
Dry FFA
SD supports the following dry bulk freight assets (each of which is a different size of oceangoing dry bulk transport vessel):
Dry Bulk (RBDI) (161,000 dead weight tons)
Capesize (100,000+ dead weight tons)
—Capesize 4 TC (C4TC)
—Capesize Route C3 (C3)
—Capesize Route C4 (C4)
—Capesize Route C5 (C5)
—Capesize Route C7 (C7)
—Capesize Route C9 (RC9)
Panama (60,000-80,000 dead weight tons)
—Panamax 4 TC (P4TC)
—Panamax Route 2A (P2A)
—Panamax Route 3A (P2A)
—Panamax Route 1A (Routes P1A)
Supramax (45,000-59,000 dead weight tons)
—Supramax 6 TC (S6TC)
Handysize (15,000-35,000 dead weight tons)
—Handysize 6 TC (H6TC)
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Entering into an instrument on a dry bulk freight asset provides a means of hedging exposure to freight market risk through the trading of specified time charter and voyage rates for forward positions. A freight derivative is a financial contract between two parties, which sets an agreed future price for carrying commodities at sea. However, the contract does not involve any actual freight or any actual ships. It is purely a financial agreement, much like that found in other commodity futures markets. |
Wet FFA
Clean Tanker
—Tanker Route TC2 (TC2)
—Tanker Route TC4 (RTC4)
—Tanker Route TC5 (RTC5)
—Tanker Route TC6 (RTC6)
—Tanker Route TC12 (RTC12)
—Tanker Route TC14 (RTC14)
Dirty Tanker
—Tanker Route TD3 (TD3)
—Tanker Route TD5 (TD5)
—Tanker Route TD7 (TD7)
—Tanker Route TD8 (RTD8)
—Tanker Route TD9 (RTD9)
—Tanker Route TD17 (RTD17)
—Tanker Route TD19 (RTD19)
Nat Gas
European Nat Gas
NBP UK Natural Gas (NGLN)
ICE UK Natural Gas (Eur/Mwh) (GWE)
Dutch TTF Natural Gas (TTF)
CEGH Natural Gas (GBB)
German GASPOOL Natural Gas (GPM)
NCG Natural Gas (NGM)
Peg Nord (PEGN)
US Nat Gas
Henry Hub Natural Gas (NG)
East
—Columbia Gas Transmission Corp. Appalachia (TCO) (TC)
—Dominion (PG)
—Florida Gas Transmission Zone 3 (FP)
—Transco Zone 6 N.Y. (NZ)
Gulf/Texas
—Houston Ship Channel (NH)
—SONAT Futures (SZ)
—Southern Star, Texas, Oklahoma, Kansas (8Z)
—Tennessee 500 Leg (NM)
—Tennessee 800 (W5)
—Tennessee Zone 0 (NQ)
—Tetco South Texas (TX)
—Texas Eastern Zone M-3 (NX)
—Texas Gas, Zone SL (TB)
—Transco Zone 3 (CZ)
—Trunkline, LA (NU)
Midcontinent
—ANR OK (NE)
—Centerpoint Basis (PW)
—Chicago City Gate (NB)
—Michigan Consolidated Gas Co. (MichCon) (NF)
—Natural Gas Pipeline Co. of America (NGPL) Mid-Con (NL)
—Natural Gas Pipeline Co. of America (NGPL) TexOk (PD)
—NGPL STX (T5)
—Northern Natural Gas Demarcation (PE)
—Panhandle (PH)
—Ventura (PF)
West
—El Paso Natural Gas Co. Permian Basin (PM)
—CIG (CI)
—Malin (PB)
—Northwest Pipeline Rockies (NR)
—Pacific Gas & Electric (PG&E) Citygate (PC)
—San Juan (NJ)
—SoCal (NS)
—Sumas (NK)
—Waha (NW)
Canada
—AECO Natural Gas MMBTU (AECOMMBTU)
—AECO Natural Gas GJ (AECOGJ)
—Dawn Basis (DW)
Power
European Electricity
Nordic Power System Price (Nordic)
NordPool (nordpool)
Germany BaseLoad (GBaseLoad)
German Peakload (Gpeakload)
French Baseload (F2B)
French Peakload (F2P)
Dutch Baseload (EDXENLB)
Dutch Peakload (D2P)
Belgian Baseload (EDXEBEB)
UK BaseLoad (UKBaseLoad)
UK Peakload (P)
Czech Baseload (CZKBaseLoad)
Czech Peakload (CZKPEAKLOAD)
Polish Baseload (VEKBPL)
Polish Peakload (VEKPPL)
Slovak Baseload (SKBL)
Slovak Peakload (SKPL)
Hungarian Baseload (VEKBHU)
Spanish Baseload (MFSWB)
Spanish Peakload (MFSWP)
Italian Baseload (IDEB)
U.S. Electricity
SD supports the following US Electricity assets in the following groups:
New England (ISO NE):
—Connecticut Zone Peak Day-Ahead LMP (NECONP)
—Connecticut Zone Off-Peak Day-Ahead LMP (NECONOP)
—Internal Hub Peak Day-Ahead LMP (NEINTP)
—Internal Hub Off-Peak LMP (NEINTOP)
—Maine Zone Peak Day-Ahead LMP (NEEMNP)
—Maine Zone Off-Peak Day-Ahead LMP (NEEMNOP)
—New Hampshire Zone Peak Day-Ahead LMP (NENEHP)
—New Hampshire Zone Off-Peak Day-Ahead LMP (NENEHOP)
—North East Massachusetts Zone Peak Day-Ahead LMP (NENEMP)
—North East Massachusetts Zone Off-Peak Day-Ahead LMP (NENEMOP)
—Rhode Island Zone Peak Day-Ahead LMP (NERHOP)
—South East Massachusetts Zone Peak Day-Ahead LMP (NESEMP)
—South East Massachusetts Zone Off-Peak Day-Ahead LMP (NESEMOP)
—West Central Massachusetts Zone Peak Day-Ahead LMP (NEWCMP)
—West Central Massachusetts Zone Off-Peak Day Ahead LMP (NEWCMOP)
New York (NYISO):
—Zone A Peak Day-Ahead LBMP (NYWESP)
—Zone A Off-Peak Day-Ahead LBMP (NYWESOP)
—Zone C Peak Day-Ahead LBMP (NYCENP)
—Zone C Off-Peak Day-Ahead LBMP (NYCENOP)
—Zone E Peak Day-Ahead LBMP (NYMHKP)
—Zone E Off-Peak Day-Ahead LBMP (NYMHKOP)
—Zone G Peak Day Ahead LBMP (NYHUDP)
—Zone G Off Peak Day Ahead LBMP (NYHUDOP)
—Zone J Peak Day Ahead LBMP (NYNYCP)
—Zone J Off Peak Day Ahead LBMP (NYNYCOP)
PJM:
—AECO Zone Peak Day-Ahead LMP (PJMAECP)
—AECO Zone Off-Peak Day-Ahead LMP (PJMBAECOP)
—AEP Dayton Hub Peak Real-Time LMP (PJMAEDRTP)
—AEP Dayton Hub Off Peak Real-Time LMP (PJMAEDRTOP)
—AEP Dayton Hub Peak Day-Ahead LMP (PJMAEDP)
—AEP Dayton Hub Off Peak Day-Ahead LMP (PJMAEDOP)
—APS Zone Peak Day-Ahead LMP (PJMAPSP)
—APS Zone Off Peak Day-Ahead LMP (PJMAPSOP)
—BGE Zone Peak Day-Ahead LMP (PJMBGEP)
—BGE Zone Off-Peak Day-Ahead LMP (PJMBGEOP)
—ComEd Zone Peak Day-Ahead LMP (PJMCOMP)
—ComEd Zone Off Peak Day-Ahead LMP (PJMCOMOP)
—DPL Zone Peak Day-Ahead LMP (PJMDPLP)
—DPL Zone Off Peak Day-Ahead LMP (PJMDPLOP)
—Duquesne Zone Peak Day-Ahead LMP (PJMDUQP)
—Duquesne Zone Off Peak Day-Ahead LMP (PJMDUQOP)
—Eastern Hub Peak Day-Ahead LMP (PJMEASP)
—Eastern Hub Off-Peak Day-Ahead LMP (PJMEASOP)
—JCPL Zone Peak Day Ahead LMP (PJMJERP)
—JCPL Zone Off Peak Day Ahead LMP (PJMJEROP)
—METED Zone Peak Day-Ahead LMP (PJMMETP)
—METED Zone Off-Peak Day-Ahead LMP (PJMMETOP)
—Northern Illinois Hub Peak Day-Ahead LMP (PJMNILP)
—Northern Illinois Hub Off-Peak Day-Ahead LMP (PJMNILOP)
—PECO Zone Peak Day-Ahead LMP (PJMPECP)
—PECO Zone Off-Peak Day-Ahead LMP (PJMPEOCP)
—PENELEC Zone Peak Day-Ahead LMP (PJMPENP)
—PENELEC Zone Off-Peak Day-Ahead LMP (PJMPEOCP)
—PEPCO Zone Peak Day-Ahead LMP (PJMPMDP)
—PEPCO Zone Off-Peak Day-Ahead LMP (PJMPMDOP)
—PPL Zone Peak Day-Ahead LMP (PJMPPLP)
—PPL Zone Off-Peak Day-Ahead LMP (PJMPPLOP)
—PSEG Zone Peak Day-Ahead LMP (PJMJEROP)
—PSEG Zone Off-Peak Day-Ahead LMP (PJMPSEOP)
—Western Hub RT On Peak LMP (PJMWESRTP)
—Western Hub RT Off Peak LMP (PJMWESRTOP)
—Western Hub Peak Day-Ahead LMP (PJMWESP)
—Western Hub Off-Peak Day-Ahead LMP (PJMWESOP)
Northwest:
—Mid-Columbia On-Peak (MDC)
—Mid-Columbia Off-Peak (OMC)
Southwest:
—Palo Verde Peak (PVM)
—Palo Verde Off Peak (OVP)
California
—NP-15 Peak (NPM)
—NP-15 Off Peak (ONP)
—SP-15 Peak (SPM)
—SP-15 Off Peak (OFP)
Texas (ERCOT)
—Houston 345 kV Hub Peak (ERCHOUP)
—North 345 kV Hub Peak (ERCNTHP)
Midwest (MSO):
—Cinergy Hub Peak Real-Time (MWECINRTP)
—Cinergy Hub Peak RT LMP (MWECINRTP)
—Cinergy Hub Off Peak RT LMP (MWECINRTOP)
—Cinergy Hub Peak Day-Ahead (MWECINP)
—Cinergy Hub Off Peak Day-Ahead (MWECINOP)
—Illinois Hub Peak Day-Ahead (MWEILLP)
—Illinois Hub Off-Peak Day-Ahead (MWEILLOP)
—Michigan Hub Peak LMP (MWEMICRTP)
—Michigan Hub Off-Peak LMP (MWEMICRTOP)
Coal
API 2 (API2)
API 4 (API4)
Newcastle Coal (NCF)
Coal Indo Sub-Bit (SUB)
CSX Coal (UXC)
CFR South China Coal (CRF)
Central Appalachian Coal (UCA)
Powder River Basin Coal (UCP)
Calorific Coal (CBCoal)
Steinkohle Coal (SkCoal)
Emission
Carbon emissions (CFI)
EUAA (CEU)
Certified Emission Reductions (CERS)
Emission Reduction Units (ERU)
Agriculture
Softs
Arabica (coffee C) (KC)
FCOJ-A Orange Juice (OJ)
Robusta (LRC)
Coffee (Brazil) (ICF)
Cocoa (LIFFE) (LCC)
Cocoa (ICE) (CC)
Sugar N11 (SB)
Sugar 16 (S16)
White Sugar (LSU)
Cotton No. 2 (CT)
Sicom TSR20 (TF)
Sicom Ribbed Smoked Sheet 3 (RSS3)
Grains
Corn (C)
Corn (Brazil) CCM)
LIFFE Corn (EMA)
Wheat (W)
Kansas Wheat (KW)
Minneapolis Wheat (SW)
Milling Wheat (BL2)
Feed Wheat (LWB)
NSW Wheat (YVW)
WA Wheat (YWK)
Oats (O)
Rough Rice (RR)
Eastern Australia Feed Barley (YUB)
Australian Sorghum (YUS)
Oilseeds
Canola (RS)
Eastern Australia Canola (YVC)
Rapeseed (ECO)
Soybeans (S)
Soybean (Brazil) (SFI)
Soybean Oil (ZL)
Soybean Meal (SM)
Chicago Crude Palm Oil (CPO)
FCPO Crude Palm Oil (KPO)
Castor seed (CASTORSEED)
Livestock
Live Cattle (LC)
Live Cattle BMF (BGI)
Feeder Cattle (FC)
Lean Hogs (LH)
Fibers
BHK Pulp Europe (BHKP)
NBSK Pulp Europe (NBSK)
Indexes
GSCI Indexes
DJUBS Indexes
FREIGHT Indexes
Dry Bulk Index (BDI)
This support is useful as choosing one of these indexes lets you take a position on an index (which can be either a single asset or a group of assets) which is traded on an exchange without having to take an actual position on the future of the underlying asset itself.
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The system supports all of the underlying indexes in each of these three indexes. You can access a complete list of the underlying indexes in the GSCI Indexes group and in the DJUBS Indexes group via the Commodity dropdown list in either of the pricing pages. |