Information about http://www.csidata.com/data/additions/Additions_200601to200607.pdf
Additions to the Commodity Database Jan 2006 July 2006 Name: …
Tags: additions, bp, carbon emissions, commodity database, contract size, conversion factor, csi, curve, eurex, first date, liffe, sterling, unit of measure,Pages: 7
Language: english
Created: Thu Apr 3 19:58:42 2008
Display cached document
Page 1
Page 2
Page 3
Page 4
Page 5
Page 6
Page 7
Additions to the Commodity Database Jan 2006 July 2006
Name: TecDAX Index
CSI Number: 979 Symbol: TDX
Exchange: EUREX
Contract size: EUR 10.0 x Index Unit of Measure: Points
Delivery months: 3,6,9,12 First date: 20051201
Conversion factor: +2 CSI point value: EUR 0.01
Minimum tick: 100 CSI points (EUR Newspaper/CSI ex.: 584.0/58400
10.00)
Trading Hours: 0900-2200 CET Max. months forward: 9
(3AM-4PM Eastern)
Name: Carbon Emissions
CSI Number: 980 Symbol: CFI
Exchange: IPE (now known as ICE)
Contract size: 1 tonne Unit of Measure: Euro/tonne
Delivery months: 3,6,9,12 First date: 20051206
Conversion factor: +2 CSI point value: EUR 0.01
Minimum tick: 5 CSI points (EUR Newspaper/CSI ex.: 22.30/2230
0.05)
Trading Hours: 0800-1700 Max. months forward: 90
Name: One Year Mid-Curve Short Sterling Options
CSI Number: 981 Symbol: FS1
Exchange: LIFFE
Contract size: 1 Three Month Unit of Measure: Points
Sterling Future
Delivery months: 1-12 3,6,9,12 plus First date: 20051208
two serial months
Conversion factor: +3 CSI point value: BP1.25
Minimum tick: 5 CSI points (BP Newspaper/CSI ex.: 2.125/2125
6.25)
Trading Hours: 0732-1800 Max. months forward: 12
NOTE: This item is OPTIONS ONLY. The prices are tied to the Short Sterling Future
(CSI #173), similar to the way 1 Year mid-curve Eurodollars (#399) are tied to
Eurodollar futures #141. The option expiries are assigned to the following futures:
March the following year for Jan., Feb. and Mar options; June the following year for
Apr., May and Jun options; September the following year for Jul., Aug. and Sep. options;
December the following year for Oct., Nov. and Dec. options.
Name: One Year Mid-Curve Euribor Options
CSI Number: 982 Symbol: FE1
Exchange: LIFFE
Contract size: 1 Three Month Unit of Measure: Points
Euribor Future
Delivery months: 1-12 3,6,9,12 plus First date: 20051208
two serial months
Conversion factor: +3 CSI point value: Eur 2.5
Minimum tick: 5 CSI points (Eur Newspaper/CSI ex.: 2.125/2125
12.5)
Trading Hours: 0702-1800 Max. months forward: 12
NOTE: This item is OPTIONS ONLY. The prices are tied to the Three Month Euribor
Future (CSI #565), similar to the way 1-year mid-curve Eurodollars (#399) are tied to
Eurodollar futures (#141). The option expiries are assigned to the following futures:
March the following year for Jan., Feb. and Mar options; June the following year for
Apr., May and Jun options; September the following year for Jul., Aug. and Sep. options;
December the following year for Oct., Nov. and Dec. options.
CBT Agricultural Electronic Session Items
First Date = 1 Dec 2005
CSI# CSI CBT Price Name CSI Point Unit Value Min.
Sym Sym CF Size Move
893 ZS ZS 1 Soybeans 5000bu c/bu $6.25 2
894 ZM ZM +1 Soybean 100tons c/ton $10 1
Meal
895 ZL ZL +2 Soybean 60000lbs c/lb $6 1
Oil
896 ZC ZC 1 Corn 5000bu c/bu $6.25 2
897 ZW ZW 1 Wheat 5000bu c/bu $6.25 2
898 ZO ZO 1 Oats 5000bu c/bu $6.25 2
899 RR1 ZR +3 Rough Rice 2000cwt c/cwt $2 5
NOTE 1: All contract specifications are identical to the pit-traded futures.
NOTE 2: Unlike the pit-only and combined-session CSI series, these electronic-session-
only series have the LAST for the close field, not the settlement price. If a particular
month has not traded for the current session, the close will be the prior day settlement.
Name: Wheat
CSI Number: 983 Symbol: WEA
Exchange: SAFEX (South Africa)
Contract size: 50 Metric tons Unit of Measure: Rand/tonne
Delivery months: 3,5,7,9,12 First date: 20051212
Conversion factor: +1 CSI point value: Rand 5
Minimum tick: 2 CSI points (Rand Newspaper/CSI ex.: 1405.0/14050
10)
Trading Hours: 09:00-12:00 Max. months forward: 12
Name: Soybeans
CSI Number: 984 Symbol: SOY
Exchange: SAFEX (South Africa)
Contract size: 25 Metric tons Unit of Measure: Rand/tonne
Delivery months: 3,5,7,9,12 First date: 20051212
Conversion factor: +1 CSI point value: Rand 2.5
Minimum tick: 2 CSI points (Rand 5) Newspaper/CSI ex.: 1575.0/15750
Trading Hours: 09:00-12:00 Max. months forward: 12
Name: Exchange Rates Exchange: FOREX
CSI Number: 985 Symbol: FX1
First Date 20051214 Trading Hours 17:00-16:00
Perpetual delivery months are delivered that represent the following:
Code Currency Conversion Factor
39 Turkish Lira/USD +4
40 Chilean Peso/USD +2
41 Philipine Peso/USD +3
42 Columbian Peso/USD +2
43 Lithuanian Lita/USD +4
44 Slovenian Tolar/USD +2
45 Estonian Kroon/USD +4
51 Cypriot Pound/EUR +4
Name: Euro Currency Index
CSI Number: 987 Symbol: E
Exchange: FINEX
Contract size: Euro 1000 X Index Unit of Measure: Points
Delivery months: 3,6,9,12 First date: 20060113
Conversion factor: +2 CSI point value: Eur 10
Minimum tick: 1 CSI point Newspaper/CSI ex.: 103.26/10326
Trading Hours: 7 - 10 p.m. & Max. months forward: 12
2 a.m. - 3 p.m.
Name: Gasoline miNY
CSI Number: 988 Symbol: QU
Exchange: NYMEX
Contract size: 21,000 gal Unit of Measure: c/gal
Delivery months: 1-12 First date: 20060117
Conversion factor: +4 CSI point value: $21
Minimum tick: 2 CSI points ($42) Newspaper/CSI ex.: 1.7962/17962
Trading Hours: 15:15 - 14:30 & Max. months forward: 2
9:30 to 10:05 a.m.
Name: Heating Oil miNY
CSI Number: 989 Symbol: QH
Exchange: NYMEX
Contract size: 21,000 gal Unit of Measure: c/gal
Delivery months: 1-12 First date: 20060117
Conversion factor: +4 CSI point value: $21
Minimum tick: 2 CSI points ($42) Newspaper/CSI ex.: 1.7762/17762
Trading Hours: 15:15 - 14:30 & Max. months forward: 2
9:30 to 10:05 a.m.
Note: CSI #98 symbol change from QH to QH9
Name: DJIA Volatility Index
CSI Number: 990 Symbol: VD
Exchange: CFE (CBOE Futures Exchange)
Contract size: $100 x (10 x VXD Unit of Measure: Points
Index
Delivery months: 2,5,8,11 plus two First date: 20060120
nearest serials
Conversion factor: +2 CSI point value: Eur 10
Minimum tick: 10 CSI points ($10) Newspaper/CSI ex.: 110.40/11040
Trading Hours: 08:30 - 15:15 Max. months forward: 8
Name: IPC Index
CSI Number: 992 Symbol: IPC
Exchange: MexDer, Mexican Derivatives Exchange (MXN)
Contract size: MXN P10 x Index Unit of Measure: Points
Delivery months: 3,6,9,12 First date: 20060223
Conversion factor: +2 CSI point value: MXN P0.10
Minimum tick: 100 CSI points Newspaper/CSI ex.: 18575.00/1857500
(MXN P10.00)
Trading Hours: 07:30 - 15:00 Max. months forward: 12
Name: DJIA Big $25
CSI Number: 686 Symbol: DD
Exchange: Chicago Board of Trade (CBT)
Contract size: $25 X DJIA Index Unit of Measure: Points
Delivery months: 3,6,9,12 First date: 20060320
Conversion factor: +0 CSI point value: $25.00
Minimum tick: 1 CSI point Newspaper/CSI ex.: 10986/10986
Trading Hours: 18:15 - 16:00 Max. months forward: 12
Name: WTI Crude Oil
CSI Number: 991 Symbol: ICL
Exchange: Intercontinental Exchange (ICE, formerly IPE)
Contract size: 1000 bbl Unit of Measure: $/bbl
Delivery months: 1-12 First date: 20060203
Conversion factor: +2 CSI point value: $10
Minimum tick: 1 CSI point ($10.00) Newspaper/CSI ex.: $65.61/6561
Trading Hours: 01:00 - 22:00 Max. months forward: 13
Name: Heating Oil
CSI Number: 771 Symbol: IHO
Exchange: ICE (Formerly IPE)
Contract size: 42,000 gal (1000 bbl) Unit of Measure: $/gal
Delivery months: 1-12 First date: 20060121
Conversion factor: +4 CSI point value: $4.20
Minimum tick: 1 CSI Point Newspaper/CSI ex.: 2.4352/24352
Trading Hours: 01:00 - 22:00 Max. months forward: 18
Name: RBOB Gasoline
CSI Number: 772 Symbol: IRB
Exchange: ICE (Formerly IPE)
Contract size: 42,000 gal (1000 bbl) Unit of Measure: $/gal
Delivery months: 1-12 First date: 20060124
Conversion factor: +4 CSI point value: $4.20
Minimum tick: 1 CSI Point Newspaper/CSI ex.: 2.4352/24352
Trading Hours: 01:00 - 22:00 Max. months forward: 12
Name: Crude Oil Financial (Penultimate)
CSI Number: 836 Symbol: WS
Exchange: New York Mercantile Exchange (NYMEX)
Contract size: 1000 bbl Unit of Measure: $/BBL
Delivery months: 1-12 First date: 20060612
Conversion factor: +2 CSI point value: $10
Minimum tick: 1 CSI Point Newspaper/CSI ex.: 74.25/7425
Trading Hours: 18:00 - 17:15 Max. months forward: 72
NOTE: Trading times are Central, not Eastern, since this NYMEX issue trades on the
CME Globex platform.
Name: Natural Gas Financial (Last Day)
CSI Number: 837 Symbol: HH
Exchange: New York Mercantile Exchange (NYMEX)
Contract size: 10,000 mmBTU Unit of Measure: $/mmBTU
Delivery months: 1-12 First date: 20060612
Conversion factor: +3 CSI point value: $10
Minimum tick: 1 CSI Point Newspaper/CSI ex.: 6.130/6130
Trading Hours: 18:00 - 17:15 Max. months forward: 72
NOTE: Trading times are Central, not Eastern, since this NYMEX issue trades on the
CME Globex platform.
Name: Natural Gas Financial (Penultimate)
CSI Number: 838 Symbol: HP
Exchange: New York Mercantile Exchange (NYMEX)
Contract size: 10,000 mmBTU Unit of Measure: $/mmBTU
Delivery months: 1-12 First date: 20060612
Conversion factor: +3 CSI point value: $10
Minimum tick: 1 CSI Point Newspaper/CSI ex.: 6.130/6130
Trading Hours: 18:00 - 17:15 Max. months forward: 72
NOTE: Trading times are Central, not Eastern, since this NYMEX issue trades on the
CME Globex platform.
Name: RBOB Gasoline Financial (Penultimate)
CSI Number: 839 Symbol: RTN
Exchange: New York Mercantile Exchange (NYMEX)
Contract size: 42,000 gal (1000 bbl) Unit of Measure: $/gal
Delivery months: 1-12 First date: 20060612
Conversion factor: +4 CSI point value: $4.20
Minimum tick: 1 CSI Point Newspaper/CSI ex.: 2.0018/20018
Trading Hours: 18:00 - 17:15 Max. months forward: 12
NOTE: Trading times are Central, not Eastern, since this NYMEX issue trades on the
CME Globex platform.
Name: Heating Oil Financial (Penultimate)
CSI Number: 840 Symbol: BH
Exchange: New York Mercantile Exchange (NYMEX)
Contract size: 42,000 gal (1000 bbl) Unit of Measure: $/gal
Delivery months: 1-12 First date: 20060612
Conversion factor: +4 CSI point value: $4.20
Minimum tick: 1 CSI Point Newspaper/CSI ex.: 2.0489/20489
Trading Hours: 18:00 - 17:15 Max. months forward: 18
NOTE: Trading times are Central, not Eastern, since this NYMEX issue trades on the
CME Globex platform.