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Last Updated: 20130221 FOOTNOTES - FUTURES |
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| CSI# | FOOTNOTE |
| 3 | Prior to the December 1980 contract, Cocoa's contract size was 30k lbs and quoted in cents/lb. CSI prices for this period are converted to $/ton using the multiplier 0.220462. |
| 4 | Beginning with the February 1997 contract, Live Hogs changed to Lean Hogs Index. |
| 5 | There was no trading between 19630823 and 19630920 and no completed trades for the May 1964 contract. Beginning with the February 1979 CME Pork Bellies contract, the size changed from 36K to 38K lbs. Beginning with the February 1987 contract, the size changed to 40K lbs. |
| 6 | Futures trading stopped on 19891110. |
| 7 | On 19860801 the 1985 Farm Bill was implemented. As a result, cotton prices dropped from the government loan rate to the world price basis. Due to a computer problem at the exchange, no volume and open interest was available on 19980904. An average of the volume and open interest from the day before and the day after has been entered in its place. |
| 9 | Prior to 19980101, Volume and Open Interest are given in 1000's of bushels rather than contracts. |
| 11 | Prior to 19980101, Volume and Open Interest are given in 1000's of bushels rather than contracts. |
| 13 | One trailing zero is dropped from newspaper represention of these prices. |
| 16 | Contract size was 10,000oz before 19740826. One trailing zero is dropped from the newspaper represention of these prices. |
| 17 | Prior to 19980101, Volume and Open Interest are given in 1000's of bushels rather than contracts. |
| 18 | All soybean meal contracts beginning with October 1992 are high-protein (48%). Previously, contracts were 44%. One trailing zero is dropped from newspaper represention of these prices. |
| 21 | Prior to 19980101, Volume and Open Interest are given in 1000's of bushels rather than contracts. |
| 22 | Prior to 19980101, Volume and Open Interest are given in 1000's of bushels rather than contracts. |
| 23 | The Mexican Peso contract was first introduced on 19720516. It did not trade from 19851121 to 19950425, because the Bank of Mexico restricted all forex transactions conducted by foreign financial institutions. |
| 24 | Contract size Was changed from 500,000 marks to 250,000 marks on 19730601. Contract size was changed to 125,000 marks on 19750505. |
| 27 | Contract size changed from 90,000 to 100,000 bd ft beginning with the July 1972 contract; to 130,000 bd ft beginning with the January 1981 contract; to 150,000 bd ft beginning with the July 1991 contract; to 80,000 bf ft beginning with the May 1996 contract to 110,000 bd ft beginning with the January 2000 contract. One trailing zero is dropped from the newspaper representation of these prices. |
| 30 | One trailing zero is dropped from newspaper represention of these prices. |
| 33 | Prior to the January 1993 contract, the contract size was 44,000 pounds. There were no January contracts before the Jan 1978 contract. |
| 41 | T-Bills delisted September 15, 2003. Started to trade again on July 9, 2009. |
| 42 | This series represents two sugars. From 19770502 through the December 1986 contract, CSCE Sugar #12 is represented. Beginning with the January 1987 contract, CSCE Sugar #14 is represented. |
| 44 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 49 | London Cocoa is subject to missing opening prices. |
| 51 | Prior to 19700105 the price for London Wheat was held in pounds sterling and shillings as PPPSS; where SS is in shillings, PPP is pounds. London Wheat is subject to missing opening prices. |
| 52 | Prior to 19700105 the price for London Barley was held in pounds sterling and shillings as PPPSS; where SS is in shillings, PPP is pounds. London Barley is subject to missing opening prices. |
| 57 | Canadian commodities were quoted in bushels by the exchange until approximately September 1976, when they were converted to metric tons. This conversion began with May 1977, all data before this is converted to metric tons by CSI. |
| 58 | Canadian commodities were quoted in bushels by the exchange until approximately September 1976, when they were converted to metric tons. This conversion began with May 1977, all data before this is converted to metric tons by CSI. One trailing zero is dropped from newspaper represention of these prices. |
| 59 | Canadian commodities were quoted in bushels by the exchange until approximately September 1976, when they were converted to metric tons. This conversion began with May 1977, all data before this is converted to metric tons by CSI. One trailing zero is dropped from newspaper represention of these prices. |
| 60 | Canadian commodities were quoted in bushels by the exchange until approximately September 1976, when they were converted to metric tons. This conversion began with May 1977, all data before this is converted to metric tons by CSI. One trailing zero is dropped from newspaper represention of these prices. |
| 61 | Canadian commodities were quoted in bushels by the exchange until approximately September 1976, when they were converted to metric tons. This conversion began with May 1977, all data before this is converted to metric tons by CSI. For the year 1977 and 1978, Winnipeg Barley did not trade the March contract. |
| 62 | Canadian commodities were quoted in bushels by the exchange until approximately September 1976, when they were converted to metric tons. This conversion began with May 1977, all data before this is converted to metric tons by CSI. |
| 64 | Contract size was changed from CAD 200,000 to CAD 100,000 on 19730601. |
| 65 | Contract size was changed from 25,000,000 Yen to 12,500,000 Yen on 19730501. In the early years of trading of the Japanese Yen, some of the designated quarterly contracts did not trade at any time during the year. |
| 67 | Trading was suspended on 19900319 and resumed on 19930920. Prior to resuming, the contract size was 250,000 francs. |
| 75 | In order to adapt for the Euro currency, certain bond contracts have been revised. Beginning with the December 1997 contract, the Notional bond changed from a 10% coupon bond to a 5.5% coupon bond. Beginning with the June 1999 contract, the Notional includes both French and German issues, and the coupon changes from 5.5% to 3.5%. |
| 77 | FINEX 2-year notes are cash settled to the yield set at the Treasury's monthly auction. Before 19930319, FINEX quoted these contracts in 32nds and halves. |
| 79 | Trading with settle available at 3:30 pm est. Extended trading data with last available in CSI #100389. |
| 80 | Quoted in pounds sterling before 19880201. One trailing zero is dropped from newspaper represention of these prices. |
| 81 | The MATIF ECU Bond was originally based on a 10% coupon. Beginning with the June 1994 contract, the prices are based on a 5% coupon. |
| 88 | Beginning with the June 2000 contract, the coupon changed from 9% to 6%. |
| 97 | White sugar did not trade from February 16, 1990 to May 6,1991. |
| 108 | Traded at MACE until 19930316. There was no trading from then until June 1, 1993. |
| 121 | No volume and open interest is provided for Singapore Rubber. |
| 130 | Traded at MACE until 19941001. |
| 131 | Trading with settle is available at 3:30 pm est. Extended trading data with last is available using CSI #993. |
| 140 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 143 | On 19980601 contract size changed from $500 x Index to $250 x Index. Futures prior to the September 1988 contracts were based on the Geometric Index. |
| 144 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 147 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. Data is presented in 64ths which differs from the exchanges data which is presented in 32nds and halves. Mace T-notes did not trade from December 20, 1990 to December 11, 1991. |
| 148 | Data before 19920401 represents Robusta coffee traded in British pounds with a contract size of 15,000 tonnes. |
| 149 | On 19971101, the contract size changed from $500 x Index to $250 x Index. Effective immediately on all new and outstanding contracts. |
| 150 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 173 | Prior to the March 1985 contract, the contract size was L250,000. Some LIFFE contracts trade on the Automated Pit Trading system. APT trading begins about 20 minutes after regular trading, and lasts about 90 minutes. This trading is included in CSI data. |
| 174 | LIFFE Long Gilt was originally a 12% coupon gilt. Beginning with the 9/88 contract, it became a 9% coupon, and beginning with the 6/98 contract, it is a 7% coupon. Quotes for contracts before Sep. 1998 were in 32nds, contract size GBP 50,000 and tick size GBP 15.625. The June 1998 switched units from 32nds to percent after 19980508. Some LIFFE contracts trade on the Automated Pit Trading System. APT trading begins about 20 minutes after regular trading and lasts about 90 minutes. This trading is included in CSI data. |
| 177 | Some LIFFE contracts trade on the Automated Pit Trading system. APT trading begins about 20 minutes after regular trading, and lasts about 90 minutes. This trading is included in CSI data. |
| 178 | Some LIFFE contracts trade on the Automated Pit Trading system. APT trading begins about 20 minutes after regular trading, and lasts about 90 minutes. This trading is included in CSI data. |
| 179 | The 3-month Eurolira contracts were converted to Euros (CSI #184) on 19990122. Some LIFFE contracts trade on the Automated Pit Trading System. APT trading begins about 20 minutes after regular trading and lasts about 90 minutes. This trading is included in CSI data; however, the official settlement price sent by LIFFE is based on normal trading hours. |
| 180 | Some LIFFE contracts trade on the Automated Pit Trading system. APT trading begins about 20 minutes after regular trading, and lasts about 90 minutes. This trading is included in CSI data. |
| 181 | On 19990617, the coupon on the Eurobund changed from 6% to 4%. On 19991220, the coupon changed back to 6%. Some LIFFE contracts trade on the automated pit trading system. APT trading begins about 20 minutes after regular trading and lasts about 90 minutes. This data is included in CSI data. |
| 182 | The 3-month Euromark contracts were converted to Euros (CSI #184) on 19990122. Some LIFFE contracts trade on the Automated Pit Trading System. APT trading begins about 20 minutes after regular trading and lasts about 90 minutes. This trading is included in CSI data; however, the official settlement price sent by LIFFE is based on normal trading hours. |
| 186 | Represented Alberta Feed Barley from 19830228 until 19890228 (delivery months 2,4,6,9,11), when trading was suspended. Trading resumed on 19890524 as Western Barley. |
| 207 | CSI #207 has been depracated in favor of CSI #s 382/666. The 2-year Notes changed from quoting in 64ths (halves of 32nds) to 128ths (quarters of 32nds). For backward compatability purposes CSI continues to publish CSI #207 with the original quote unit of 64ths (halves of 32nds), potentially truncating precision by 128th. For 2-year Notes with full precision, CSI #s 382/666 should be used instead. Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 208 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 209 | Before June 1998, the contract size was BP 25 X Index and the Point value was 2.50. Some LIFFE contracts trade on the Automated Pit Trading system. APT trading begins about 20 minutes after regular trading, and lasts about 90 minutes. This trading is included in CSI data. Trading with settle available at 3:30 pm est. Extended trading data with last available in CSI #100388. |
| 213 | One trailing zero is dropped from newspaper represention of these prices. |
| 225 | Beginning with the September 2001 contract, it changed from a 12% to a 6% bond. Before February 12, 1991, the half point of SFE T-Bonds was rounded up to the next full point. Thereafter, the half point was dropped. |
| 230 | The contract size for was $100 x index before 19931011. |
| 231 | Beginning with the September 2001 contract, it changed from a 12% to a 6% bond. |
| 237 | One trailing zero is dropped from newspaper represention of these prices. |
| 239 | Prior to June 1994, contracts were 15,000 kg. and were quoted in Yen/60 kg. Price data for this period is converted to Yen/1,000 kg using the multiplier 1.666666. After June 1994 and before the October 2003 contract, the contract size was 30 metric tons with a CSI point value of JPY 300. |
| 241 | Prior to the July 1994 contract, the Raw Sugar contract was 10 metric tons. Prior to the March 1996 contract, the contract was 20 metric tons, and was quoted as JPY/kg to one decimal place (conversion factor +1). No contract-level volume is available before 19911111, and no contract-level open interest is available before 19850628. |
| 250 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 251 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 252 | FINEX 5-year notes are cash settled to the yield set at the Treasury's monthly auction. Before 19930319, FINEX quoted these contracts in 32nds and halves. |
| 253 | changed from the 10-year Muni Bond Index to the 10-year Muni Note Index starting with the March 2003 contract. |
| 258 | Traded at the CBT until the October 1993 contract. |
| 262 | Contract size was changed from 25,000,000 Yen to 12,500,000 Yen on 19730501, for all contracts (new and outstanding). In the early years of trading of the Japanese Yen, some of the designated quarterly contracts did not trade at any time during the year. |
| 263 | Before the September 1992 contract, the contract size was $500 X Index. |
| 266 | The February, March, and April 2001 contracts were delisted by the exchange beginning on 20001113. The February contract resumed trading on 20001116. The March contract resumed trading on 20010102, and the April contract resumed trading on 20010118. |
| 284 | LIFFE suspended trading of the Italian Gov't Bond on 20000629. Some LIFFE contracts trade on the Automated Pit Trading system. APT trading begins about 20 minutes after regular trading, and lasts about 90 minutes. This trading is included in CSI data. |
| 293 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 297 | Brazil-diff coffee is quoted as the value of Brazilian coffee minus New York coffee, plus $10. CSI adds $1 instead of $10 to the difference, in order to produce a more manageable figure. |
| 310 | Beginning with the November 2002 contract, the contract size for TCE rubber changed from 5000 kg to 10000 kg. Beginning with the July 2005 contract, the contract size changed back to 5000 kg. |
| 311 | Beginning with the October 2003 contract, the contract size changed from 1500g to 500g and the oint value changed from JPY 1500 to JPY 500. April, June, August, October, and December 2000 contract data consists of settlement prices fixed by the TCE on February 23 and continuing until contract expiration with a price limit of zero. No new positions were allowed after that date, and all settlements were made in cash with no physical delivery of palladium. |
| 329 | The KFX Index changed its contract size from DKK 100,000 to DKK 10,000 on 19990315. The existing April 1999 contract traded side-by-side with the new contract until expiration. CSI has back-adjusted the volume and open interest for the history, multiplying past values by 10. In addition, the two April contracts have been combined and reported as a single contract. |
| 337 | Beginning on 20000306 the Japanese Gov't Bond's contract size was reduced from 50 million yen to 10 million yen. |
| 381 | Beginning with the September 2001 contract, it changed from a 12% to a 6% bond. |
| 382 | Originally based on 8% coupons. Beginning with the March 2000 contract, the prices are based on a 6% coupon. |
| 423 | The contract size for COB electricity was 736 MWH prior to the October 1999 contract. |
| 424 | The contract size for Palo Verde electricity was 736 MWH prior to the October 1999 contract. |
| 488 | Beginning with the June 1999 contract, the 5-year bond will include both French and German issues, and the coupon changes from 4.5% to 3.5%. |
| 519 | Before the September 2000 contract, the contract size was 500,000 and the point value was $5. |
| 530 | Trading with settle available at 3:30 pm est. Extended trading data with last available in CSI #994. |
| 551 | Data before September 9, 2005 has a coupon rate of 6%. |
| 552 | Trading with settle available at 3:30 pm est. Extended trading data with last available in CSI #995. |
| 553 | Trading with settle available at 3:30 pm est. Extended trading data with last available in CSI #996. |
| 554 | Trading with settle available at 3:30 pm est. Extended trading data with last available in CSI #997. |
| 556 | Contract size was $100 x index before 19990920. |
| 558 | This instrument was previously known on LIFFE and CSI as EURO EFB. Beginning 20010320, LIFFE renamed these products SWAPNOTES |
| 559 | This instrument was previously known on LIFFE and CSI as EURO EFB. Beginning 20010320, LIFFE renamed these products SWAPNOTES |
| 586 | Beginning with the April 2006 contract, the contract size changed from 100 KL to 50 KL and the point value changed from JPY 1 to JPY 0.5. |
| 587 | Beginning with the April 2006 contract, the contract size changed from 100 KL to 50 KL and the point value changed from JPY 1 to JPY 0.5. |
| 601 | Contract size was changed from 50000 USD to 10000 USD on 20090427. |
| 615 | Beginning with the September 2001 contract, it changed from a 12% to a 6% bond. |
| 616 | Beginning with the September 2001 contract, it changed from a 12% to a 6% bond. |
| 658 | This instrument was previously known on LIFFE and CSI as EURO EFB. Beginning 20010320, LIFFE renamed these products SWAPNOTES |
| 668 | Before the September 2007 contract, the contract size was $50 x Index. |
| 674 | Before the November 2005 contract, the contract size was 100 kiloliters. |
| 724 | Before the February 2006 contract, the contract size was 5000 mmBtu. |
| 993 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30 pm est using CSI #131. |
| 994 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30 pm est using CSI #530. |
| 995 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30 pm est using CSI #552. |
| 996 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30 pm est using CSI #553. |
| 997 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30 pm est using CSI #554. |
| 100388 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30 pm est using CSI #209. |
| 100389 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30 pm est using CSI #79. |
| 100410 | Contract size was changed from 5000000 JPY to 1000000 JPY on 20090427. |
| 100411 | Contract size was changed from 50000 EUR to 10000 EUR on 20090427. |
| 100490 | Trading with settle available at 3:30 pm est. Extended trading data with last available in CSI #100491. |
| 100491 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30 pm est using CSI #100490. |
| 100640 | Trading with settle available at 3:30 pm est. Extended trading data with last available using CSI #100641. |
| 100641 | Extended trading with last available at 5:00pm est and will change by an hour with Daylight savings time. Trading with settle available at 3:30pm est using CSI #100640. |