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CSI Contract Information
Opening Price Calculation
The opening prices
shown in the database may be different from those shown in the newspaper,
because CSI adopts a different technique in producing them. The commodity
exchanges report a "first trade price" and/or an opening price
range. Since the first trade price could be the result of a market order
to buy or to sell, CSI supplies the opening range midpoint. The newspaper
may report one side of this range for the opening price without revealing
whether it represents a bid or ask price.
High/Low Adjustment
Predominantly for
metals and financial instruments, and on a lesser scale other commodities,
there is a possibility that the given settlement price will be outside the
high-low range for a given day of trading. The high or low price quoted by
a commodity contract represents the highest and lowest price traded during
the trading session. If a commodity does not trade actively up to the
closing bell, then there is a chance that the contracts that did trade
through the last moment will influence adjacent contract settlement
prices. Unfair Advantage provides facility for users to get prices with or
without any adjustments in highs and lows.
Volume and Open Interest
On a current day basis
for futures and options on futures, CSI releases the previous day's
official volume and open interest both at the contract and the total
commodity level. Only today's total volume is provided on an estimated
basis.
You can view
additional information, including Limit Points, Wall Street Journal
Points, Contract Size, Maximum Months Forward, Active Months, Switching
Months, Conversion Factors, Cash Prices by downloading the following commod.pdf.
If the Adobe Acrobat
version of any of the documents on this page are used, an Adobe Acrobat
reader must be present on your computer. This reader may be
downloaded from the following link:
Other files available
for download:
Unfair Advantage
manual
Conversion Factors
Explained conversionfactors.pdf
List of stocks, funds,
indices:
List of mutual fund
listings mutual.pdf
(Open-end funds are listed in mutual.pdf. Closed end funds are
listed as regular stocks in their respective exchange listings above.)
Index listings:
US domestic indices and other market data index.pdf
Foreign indices
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