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:

at NYSE

nyse.pdf

at AMEX

amex.pdf

at NASDAQ

nasdaq.pdf

at LSE

lse.pdf

at Canadian Venture

cve.pdf

at TSE

tsx.pdf

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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Copyright © 1997 - 2010 QBL Pty Ltd.  All rights reserved.
Last modified:  12 January, 2010.

 

Unfair Advantage is a registered trademark of Commodity Systems, Inc.
Other names and marks referred to are the property of their respective owners.  Prices are subject to change without notice.

Trading involves risk, including possible loss of principal and other losses.  Your trading results may vary.