PDF Excel. Use the function =BDS("ticker

Futures in Bloomberg The easiest way to download historical future prices from Bloomberg is by using the Excel add-in. However, to get the tickers of the individual futures you have to start with the Bloomberg terminal. You can find the Bloomberg terminals in the Bloomberg Class in the Polak building (3.18) . Finding the tickers of the individual futures On the Bloomberg terminal: find the current future contracts

1. On the Bloomberg terminal you first have to find the underlying index, commodity, stock, etc. For example, if you need futures on the S&P 500 index, search for the S&P 500 index, by entering this in the bar on top of the page. Select the security you are looking for ? in this example SPX Index.

2. When you are on the overview page for your underlying index, commodity, stock etc., see if you can find the link CT ? Futures Contract Table and select this option. Or type in the bar on top of the page CT and press Enter. When there are futures available for this underlying index, commodity or stock, you will see the overview of the current contracts.

3. Use Actions > Export to Excel to export the tickers of these current contracts to Excel. In Excel: find the expired future contracts

1. When needed, you can retrieve the tickers of the historical contracts (the expired contracts) in Excel. Use the function =BDS("ticker of a current contract", "FUT_CHAIN", "INCLUDE_EXPIRED_CONTRACTS=Y") - this will give a list of the current and the expired contracts available in Bloomberg, starting with the oldest future.

2. In most cases. you don't need data for all expired futures. To be able to make the selection, add the name to the list in Excel. Use the function =BDP("ticker of the contract", "Name").

Downloading the prices for the future contracts

To download the prices, you need to use Excel:

1. Make sure you have the tickers of the future contracts in an Excelsheet. 2. Use the Excel add-in of Bloomberg:

1. Click Import Data 2. Click Real-Time/Historical 3. Choose Historical End of Day 4. In step 1 of the Wizard you import the tickers from the spreadsheet ? change Indices

behind From: into Spreadsheet and select the tickers and click Import. 5. In step 2 you have to select the datatype(s), for example the price (PX_LAST). 6. In step 3 you have to enter the time frame. 7. Don't skip step 4: Future contracts have different start- and enddates, so make sure

you mark one of the `include non-trading days' here: `Include all non trading weekdays' or `Include all calendar days' and mark for example Blank. When you do this, each row in Excel will have data for the same date. 8. Click Finish to start downloading the data.

The result can look like this:

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