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Tradable Universe

Posted: Tue Jan 03, 2006 1:07 pm
by AFJ Garner
I have recently been reviewing my trading portfolio and to that end was taking a look at the spreadsheet Jake Carriker posted quite some while ago.

I have made various corrections and amendments. For instance where the CSI # or Symbol has changed. I have also added up to date references to the actual names of the exchanges and references to the relevant exchange websites - so users can look up contract specifications and margins. The only website I can't seem to find YCE or Y-Com - I suspect it has merged or changed its name? As most us will be aware, mergers and take-overs make trying to look up exchange names rather complex: LIFFE no longer exists separately for instance - it is now part of Euronext, MATIF is now Euronext, SOFEX is now part of Eurex and so on. I have also listed starting dates and total volumes as per CSI with a separate column for a very rough and ready look at recent volume in the current contract. On starting dates, these are not necessarily as reported in the CSI factsheet: for instance CSI lists Nasdaq as starting in 1985 but the futures data does not start until 1996. I have left out details of LME contracts - I don't currently subscribe to LME data.

I don't agree with all of Jake's choices (personally I would not be happy trading on a Chinese exchange other than HK, and the volume on some of Jake's inclusions are too low for my taste). But some of you might find this spreadsheet of some use. I am still working on it and may add a few choices according to my taste – I may post a further version later.