Market Data Unfair Advantage Posting Status Robert 2016

Commodity Footnotes

CsinumberTypeFootnote
254On March 30, 1982, the quoted basis of cash prices for LIVE CATTLE changed from Sioux City, Iowa to Omaha, Nebraska.
254On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
3normalPrior to the Dec 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.
354Because of certain circumstances, there is no cash data available for Cocoa from Aug 29, 1975 thru Nov 3, 1975, May 23, 1977 thru Aug 22, 1977, and Sep 26, 1977 thru Jan 3, 1983. From Oct 30, 1965 to Jan 4, 1983 the cash price basis was Ghana, it then changed to Ivory Coast.
4normalBeginning with the February 1997 contract, Live Hogs changed to Lean Hogs Index.
454On Mar 30, 1982, the quoted basis of cash prices for LIVE HOGS changed from Sioux City, Iowa to Omaha, Nebraska.
454On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
5normalBeginning with the Feb, 1979 CME Pork Bellies contract, the size changed from 36K to 38K lbs.
5normalBeginning with the Feb 1987 contract, the size changed to 40K lbs.
5normalThere was no trading between Aug 23, 1963 and Sep 20, 1963 and no completed trades for the May 1964 contract.
6normalTrading stopped on Nov 10, 1989.
654On Sep 12, 1984, Copper cash contracts were changed from Scrap Wire to Copper Cathode.
654On Jan 18, 1979, cash prices changed to Copper Cathode, U.S. Producers.
7normalOn Aug 1, 1986, the 1985 Farm Bill was implemented. As a result, cotton prices dropped from the government loan rate to the world price basis.
7normalDue to a computer problem at the exchange, no volume and open interest was available on Sept. 4, 1998. An average of the volume and open interest from the day before and the day after has been entered in its place.
754On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
8normalData before December 29, 1988 represents COMEX copper (CSI #6) which has been added to this file to provide a longer series for analysis purposes.
854Beginning on 9/12/84, the cash Copper was changed from Scrap Wire to Copper Cathodes. On 1/18/79 the cash price changed to Copper Cathode, U.S. Producers.
9normalPrior to 19980101, Volume and Open Interest are given in 1000’s of bushels rather than contracts.
954On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
10normalThe last day of trading for CSCE pit markets was February 29, 2008. March 3, 2008 to current represents the electronic session. The electronic sessions had started trading on March 29, 2007.
11normalPrior to 19980101, Volume and Open Interest are given in 1000’s of bushels rather than contracts.
1154On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
13normalOne trailing zero is dropped from newspaper represention of these prices.
16normalContract size was 10,000oz before August 26, 1974. One trailing zero is dropped from the newspaper represention of these prices.
17normalPrior to 19980101, Volume and Open Interest are given in 1000’s of bushels rather than contracts.
18normalOne trailing zero is dropped from newspaper represention of these prices.
1854OHLC current day cash pricing started January 18, 1984.
1854On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
1954OHLC current day cash pricing started January 18, 1984.
1954On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
20normalFor the time period November 3, 1977 thru August 17, 1979 there is no data for Commodity #20 due to certain circumstances.
2054Cash Sugar from January 1, 1968 thru March 31, 1970 is spot Sugar #8 (NY); stowed Caribbean until November 3, 1977, #11 raw (NY); until August 19, 1979 unquoted by exchange; from August 20, 1979 to present, world raw #11 (NY).
21normalPrior to 19980101, Volume and Open Interest are given in 1000’s of bushels rather than contracts.
2154The cash price is quoted basis Chicago, Illinois until April 29, 1982, when it changed basis to St. Louis, Missouri.
2154On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
22normalPrior to 19980101, Volume and Open Interest are given in 1000’s of bushels rather than contracts.
2254OHLC current day cash pricing started January 18, 1984.
2254On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
23optionOptions exercise style changed from American to European on 2017-08-28 for contracts January 2018 and beyond.
23normalThe Mexican Peso contract was first introduced on 720516. It did not trade from 851121 to 950425, because the Bank of Mexico restricted all Forex transactions conducted by foreign financial institutions.
24normalBeginning on June 1, 1973, to provide greater liquidity, the IMM exchange changed the contract size for all contracts currently traded from 500,000 marks to 250,000 marks.
24normalOn May 5, 1975, the exchange again changed the contract size to 125,000 marks.
2454Open-high-low cash prices became available on July 2, 1979. These prices are the Interbank Spot prices, opening at 7am central and closing at 2:30pm central time.
25optionOption style changed from American to European for contracts introduced August 8, 2016 and later.
2554Open-high-low cash prices became available on July 2, 1979. These prices are the Interbank Spot prices opening at 7am central and closing at 2:30pm central time.
26optionOption style changed from American to European for contracts introduced August 8, 2016 and later.
2654Open-high-low cash prices became available on July 2, 1979. These prices are the Interbank Spot prices, opening at 7am central time and closing at 2:30pm central time.
27normalContract 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.
27normalOne trailing zero is dropped from the newspaper representation of these prices.
2754Only one cash price per week is available.
30normalOne trailing zero is dropped from newspaper represention of these prices.
33normalPrior to January, 1993, the contract size was 44k lbs.
3354Prior to May 1, 1986, the cash price basis was Oklahoma City. From then on the cash price is calculated by Cattle Fax.
3354On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
3854Quoted in pounds sterling before July 1, 1993.
3954London Silver reflects a scaling change effective September 17, 1979. The cash silver price on September 14, 1979 is shown as 59650, representing 5.9650 sterling. On September 17, 1979, it is shown as 6402, representing 6.402 sterling. On and before 2/12/71, it is quoted in dollars such as 1581 for spot silver, which is equivalent to $1.581. From February 15, 1971 through June 30, 1987 the prices are in pounds sterling shown as 6555 (.6555) or 6555 pence per ounce. Effective on July 1, 1987 the prices are again quoted in dollars. The price produced is based on an approximation using the last known US $-to-pounds sterling exchange rate.
4054The GNMA cash price is verified with 1,0000 minus the 8% entry in the Government Agency and Miscellaneous Securities column of the Wall Street Journal. We use the bid/ask average in this calculation.
4154The Treasury Bill cash price represents 100.00 minus the bid/ask average of the US Treasury Bills portion of the Treasury Issues column of the Wall Street Journal. We focus on the issue with a maturity date that lies 13 weeks (91 days) forward.
42normalThis series represents three commodities. For October 1, 1974 thru April 29, 1977, U.S. Rubber is represented. From May 2, 1977 through the Dec 86 contract, CSCE Sugar #12 is represented. Beginning with the January 1987 contract, CSCE Sugar #14 is represented.
44normalBeginning with the March 2000 contract, the coupon changed from 8% to 6%.
44normalStarting on May 1, 1987 the CBT began trading an evening session for T-Bonds and T-Notes.
44normalThe evening session is included in the data for commodity #44 and #150. Customers wishing to receive only the day session must use commodity #144 for T-Bonds and commodity #250 for T-Notes. Commodities #144 and #250 represent the morning ope, high and low for the day sessio, settlement, and volume for the day session only.
4454Before February 13, 1992 the 30-year bond cash price is close-only.
46normalTrading in tin was suspended when the International Tin Council defaulted on 851024. Until that time, prices were in Sterling. Trading resumed 890601, in US
4754Quoted in pounds sterling before July 1, 1993.
4854Quoted in pounds sterling before September, 1, 1988.
49normalLondon Cocoa is subject to missing opening prices.
51normalLondon Wheat is subject to missing opening prices.
51normalPrior to January 5, 1970 the price for London Wheat was held in pounds sterling and shillings as PPPSS; where SS is in shillings, PPP is pounds.
52normalLondon Barley is subject to missing opening prices.
52normalPrior to January 5, 1970 the price for London Barley was held in pounds sterling and shillings as PPPSS; where SS is in shillings, PPP is pounds.
54DMCode 403On 20131001, there was a Govt shutdown that lasted up to and including 20131016 where no prices were given.
54DMCode 404On 20131001, there was a Govt shutdown that lasted up to and including 20131016 where no prices were given.
57normalCanadian 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.
58optionOptions coverage is unavailable between 20120718 and 20150603.
58normalCanadian 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.
58normalOne trailing zero is dropped from newspaper represention of these prices.
59normalCanadian 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.
59normalOne trailing zero is dropped from newspaper represention of these prices.
60normalCanadian 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.
60normalOne trailing zero is dropped from newspaper represention of these prices.
61normalCanadian 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.
61normalFor the year 1977 and 1978, Winnipeg Barley did not trade the March contract.
62normalCanadian 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.
6354Only one cash price per week is available.
64optionOption style changed from American to European for contracts introduced August 8, 2016 and later.
64normalBeginning with Jun 1973, the IMM Exchange changed the contract size from 200,000 ($CD) to 100,000 ($CD) for all contracts traded by effecting a 2:1 split on all outstanding contracts.
6454OHL cash prices became available on July 2, 1979. These prices are the Interbank Spot prices, opening at 7am central and closing at 2:30pm central time. The settlement price increment changed from 0.0001 to 0.00005 on July 11, 2016.
65optionOption style changed from American to European for contracts introduced August 8, 2016 and later.
65normalBeginning with May 1973, the IMM Exchange changed the contract size from 25,000,000 Yen to 12,500,000 Yen for all contracts traded by effecting a 2:1 split on all outstanding contracts.
65normalIn the early years of trading of the Japanese Ye, some of the designated quarterly contracts did not trade at any time during the year.
6554OHL cash prices became available on July 2, 1979. These prices are the Interbank Spot prices, opening at 7am central and closing at 2:30pm central time.
66optionOption style changed from American to European for contracts introduced August 8, 2016 and later.
6654OHL cash prices became available on July 2, 1979. These prices are the Interbank Spot prices, opening at 7am time and closing at 2:30pm central time.
67normalTrading was suspended on March 19, 1990 and resumed on September 20, 1993. Prior to resuming, the contract size was 250,000 francs.
6854On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
6954Palladium’s cash price basis was a dealer price from July 18, 1983 to July 11, 1984 when it changed to a producer price (JMI) Base in Troy Oz.
73normalThis contract was suspended on October 11, 2002 and relisted again on April 17, 2009.
75normalIn order to adapt for the Euro currency, certain bond contracts have been revised. Beginning with the Dec 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%.
77normalFINEX 2-year notes are cash settled to the yield set at the Treasury’s monthly auction.
77normalBefore March 19, 1993, FINEX quoted these contracts in 32nds and halves.
79normalThe contract size for CSI #79 was FRF 200 x index before 980630. All volume and open interest figures prior to this date are quadrupled for Quicktrieve users. The contract size was FRF 50 x Index until conversion to the Euro on Jan 4 1999.
80normalQuoted in pounds sterling before February 1, 1988.
80normalOne trailing zero is dropped from newspaper represention of these prices.
80DMCode 38Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 38One trailing zero is dropped from newspaper representation of these prices.
80DMCode 39Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 39One trailing zero is dropped from newspaper representation of these prices.
80DMCode 41Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 41One trailing zero is dropped from newspaper representation of these prices.
80DMCode 44Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 44One trailing zero is dropped from newspaper representation of these prices.
80DMCode 46Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing
80DMCode 46One trailing zero is dropped from newspaper representation of these prices.
80DMCode 48Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 48One trailing zero is dropped from newspaper representation of these prices.
80DMCode 53Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 53One trailing zero is dropped from newspaper representation of these prices.
80DMCode 58Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 58One trailing zero is dropped from newspaper representation of these prices.
80DMCode 59Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 59One trailing zero is dropped from newspaper representation of these prices.
80DMCode 60Quoted in pounds sterling before February 1, 1988. Adjusting for this delays processing.
80DMCode 60One trailing zero is dropped from newspaper representation of these prices.
81normalThe MATIF ECU Bond was originally based on a 10% coupon. Beginning with the June 1994 contract, the prices are based on a 5% coupon.
88normalBeginning with the June 2000 contract, the coupon changed from 9% to 6%.
8954OHLC cash prices available starting on October 13, 1983.
8954The current day cash prices have the ask-bid range for the day as the high and low; the close field is the average of these prices. The lagged cash contract is a NOON quote.
97normalWhite sugar did not trade from February 16, 1990 to May 6,1991.
9854The T-Bill rate used here is in an OHLC format for the 90-day, 180 day or 1 year T-bills. The average of the bid and ask rates is in the open field, the asking rate is in the high field, the bid rate is in the low field and the average again is in the close field.
101normalPrior to the 11/96 contract, CRB Index traded 3,5,7,9, and 12.
107normalOne trailing zero is dropped from newspaper represention of these prices.
108normalTraded at MACE until March 16, 1993. There was no trading from then until June 1, 1993.
11854Current day OHLC cash prices available starting February 14, 1984.
121normalNo volume and open interest is provided for Singapore Rubber.
12154Current day OHLC cash prices available starting February 14, 1984.
129normalThe settlement price increment changed from 0.0001 to 0.00005 on July 11, 2016.
130normalTraded at MACE until October 1, 1994.
13054On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
131normalBefore the Jan 1999 conversion to the Euro, the contract size for CSI# 131 was DEM 100 x Index.
131normalThe open interest CSI provides for Eurex is ‘open/close adjusted’. This means that position holders who are both long and short in the same contract are excluded from the open interest value. For this reason, the open interest provided by CSI may be less than what is provided by other sources.
13354Only one cash price per week is available.
13654Following September 1, 2016, the cash price is only updated on a monthly basis.
140normalThe CBT and MACE bond/note contracts, were originally based on 8% coupons. Beginning with the 03/2000 contract, the prices are based on a 6% coupon. This future moved from the Midam exchange to the CBOT a/c/e platform effective 9/30/2001. Contract specifications remained unchanged. The previous CSI symbol was XB.
141normalEurodollar began trading serial months (1,2,4,5,7,8,10,11) as switching months on 951017.
143normalOn June 1, 1998 contract size changed from $500 x Index to $250 x Index.
14354K.C. Value Line Index has OHLC cash prices available on February 25, 1982. Futures prior to the September, 1988 contracts were based on the Geometric Index, therefore this cash index is geometric before June 20, 1988.
144normalBeginning with the March 2000 contract, the coupon changed from 8% to 6%.
144normalStarting on May 1, 1987 the CBT began trading an evening session for T-Bonds and T-Notes. The evening session is included in the data for commodity #44 and #150. Customers wishing to receive only the day session must use commodity #144 for T-Bonds and commodity #250 for T-Notes. Commodities #144 and #250 represent the morning ope, high and low for the day sessio, settlement, and volume for the day session only.
147normalBeginning with the March 2000 contract, the coupon changed from 8% to 6%.
147normalData for CSI #147 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.
148normalData before April 1, 1992 represents coffee Robusta traded in British pounds with a contract size of 15,000 tonnes.
148normalAdjusted prices prior to 1970-01-01 are converted from GBP to USD using a constant rate of 2.4002 USD/GBP.
149normalOn November 1, 1997, the contract size changed from $500 x Index to $250 x Index.
14954From January 2, 1950 to December 31, 1961, the closing cash price only is provided in an OHLC format for S & P 500 Index. From January 2, 1962 to April 20, 1982, the open provided is the average of the high and low cash price for the day. From April 21, 1982 through the present, the actual open is available.
150normalBeginning with the March 2000 contract, the coupon changed from 8% to 6%.
150normalStarting on May 1, 1987 the CBT began trading an evening session for T-Bonds and T-Notes. The evening session is included in the data for commodity #44 and #150. Customers wishing to receive only the day session must use commodity #144 for T-Bonds and commodity #250 for T-Notes. Commodities #144 and #250 represent the morning ope, high and low for the day sessio, settlement, and volume for the day session only.
15154NYSE Index has OHLC cash prices available starting on May 6, 1982.
16054The rates used here are in an OHLC format for the 30 day, 60 day, 90 day, 120 day, 150 day, or 180 days. The average of the bid and ask rate is in the open field, the asking rate is in the high field, the bid rate is in the low field, and the average again is in the close field.
17254The rates used here is in an OHLC format for the 90 day, 180 day or 1 year. The average of the bid and ask rates is in the open field, the asking rate is in the high field, the bid rate is in the low field, and the average again is in the close field.
17254The Libor Rate data is quoted in 16ths.
173normalSome 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.
173normalPrior to the March 1985 contract, the contract size was L250,000.
174normalSome 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.
174normalIFFE Long Gilt was originally a 12% coupon gilt. Beginning with the 9/88 contract, it became a 9% coupo, and beginning with the 6/98 contract, it is a 7% coupon.
174normalQuotes 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 980508.
177normalSome 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.
178normalSome 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.
179normalSome 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.
179normalThe 3-month Eurolira contracts were converted to Euros (CSI #184) on January 22, 1999.
180normalSome 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.
181normalSome 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.
181normalOn June 17, 1999, the coupon on the Eurobund changed from 6% to 4%. On December 20, 1999, the coupon changed back to 6%.
182normalSome 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.
182normalThe 3-month Euromark contracts were converted to Euros (CSI #184) on January 22, 1999.
183normalThis future moved from the Midam exchange to the CBOT a/c/e platform effective 9/30/2001. Contract specifications remained unchanged. The previous CSI symbol was XY.
18654Alberta Feed Barley, cash price basis Thunder Bay, is available from February 28, 1983 to February 28, 1989, when the market stopped trading. A new contract Western Barley was introduced on May 24 1989 to replace the Alberta Barley and its cash price is available from August 16, 1989. Its basis is Lethbridge.
188normalPrior to Dec 19, 2014, the volume represented is for the combined session. After, the volume is for the pit session.
18854The current day cash prices have the ask-bid range for the day as the high and low; the close field is the average of these prices. The lagged cash contract is a NOON quote.
20154Only the close is available for the current day cash price.
20254Only the close is available for the current day cash price; The cash price Aluminum Ingot from December 8, 1983 until January 9, 1985, when it changed to Aluminum, Del., N.Y.; Futures were delisted in 1993 and reintroduced in 1999.
20454Only the close is available for the current day cash price.
207normalThe CBT and MACE bond/note contracts, were originally based on 8% coupons. Beginning with the 03/2000 contract, the prices are based on a 6% coupon.
208normalThe CBT and MACE bond/note contracts, were originally based on 8% coupons. Beginning with the 03/2000 contract, the prices are based on a 6% coupon.
209normalSome 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.
209normalBefore June 1998, the contract size was BP 25 X Index and the Point value was 2.50.
21154The GNMA Issues are presented in an OHLC format. The average of the bid and ask rates is in the open field, the asking rate is in the high field, the bid rate is in the low field, and the average is in the close field. This data is presented with a one day lag.
213normalOne trailing zero is dropped from newspaper represention of these prices.
214normalPrior to the 12/98 contract the contract size for the SMI (CSI #214) was CHF 50 x index.
214normalThere was no 10/98 or 11/98 contract.
217DMCode 37Before September 1, 1988 CSI #2170 was Montgomery Cotton.
217DMCode 38Before September 1, 1988 CSI #2171 was Memphis Cotton.
217DMCode 39Before September 1, 1988 CSI #2172 was Dallas Cotton.
217DMCode 40Before September 1, 1988 CSI #2173 was Lubbock Cotton.
217DMCode 41Before September 1, 1988 CSI #2174 was Greenville Cotton.
217DMCode 43Before September 1, 1988 CSI #2176 was Phoenix Cotton.
217DMCode 44Before September 1, 1988 CSI #2177 was Fresno Cotton.
217DMCode 45Before September 1, 1988 CSI #2178 was 8 Market Average.
219normalPrior to July 30, 1986, prices were based on crude oil quotes.
21954Pricing of Arab grades (delivery codes 43 & 44) are based on netback contracts which tie oil quotes for crude oil to the market value of the products refined from it minus refining and transportation costs.
22454The current day cash prices have the ask-bid range for the day as the high and low; the close field is the average of these prices. The lagged cash contract is a NOON quote.
225normalBefore February 12, 1991, the half point of SFE T-Bonds was rounded up to the next full point. Thereafter, the half point was dropped.
225normalBeginning with the September 2001 contract, it changed from a 12% to a 6% bond.
228normalThe contract size was $500,000 before 950501. All volume and open interest figures prior to this date are halved for Quicktrieve history users.
230normalThe contract size for was $100 x index before October 11, 1993. All volume and open interest figures prior to this date are quadrupled.
231normalBeginning with the September 2001 contract, it changed from a 12% to a 6% bond.
232normalData for #232 before December 29, 2000 represents #230 (Australian Price Index) which was added to give a longer data series for analysis purposes.
23454This data is in an OHLC format with the prime rates entered in each field.
237normalOne trailing zero is dropped from newspaper represention of these prices.
239normalPrior 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.
241normalPrior to the July 94 contract, the Raw Sugar contract was 10 metric tons. Prior to the March 96 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 911111, and no contract-level open interest is available before 850628.
250normalBeginning with the March 2000 contract, the coupon changed from 8% to 6%.
250normalThe evening session is included in the data for commodity #44 and #150. Customers wishing to receive only the day session must use commodity #144 for T-Bonds and commodity #250 for T-Notes. Commodities #144 and #250 represent the morning ope, high and low for the day sessio, settlement, and volume for the day session only.
251normalBeginning with the March 2000 contract, the coupon changed from 8% to 6%.
252normalFINEX 5-year notes are cash settled to the yield set at the Treasury’s monthly auction. Before March 19, 1993, FINEX quoted these contracts in 32nds and halves.
253normalCSI#253 changed from the 10-year Muni Bond Index to the 10-year Muni Note Index starting with the March 2003 contract.
258normalTraded at the CBT until the October 1993 contract.
262normalBeginning with May 1973, the IMM Exchange changed the contract size from 25,000,000
262normalYen to 12,500,000 Yen for all contracts traded by effecting a 2:1 split on all outstanding contracts. In the early years of trading of the Japanese Ye, some of the designated quarterly contracts did not trade at any time during the year.
26254OHL cash prices became available on July 2, 1979. These prices are the Interbank Spot prices, opening at 7am central and closing at 2:30pm central time.
263normalBefore the September 1992 contract, the contract size was $500 X Index.
266normalThe February, March, and April 2001 contracts were delisted by the exchange beginning on November 13, 2000. The February contract resumed trading on Nov. 16, 2000. The March contract resumed trading on January 2, 2001, and the April contract resumed trading on January 18, 2001.
274normalBefore the Jan 1999 conversion to the Euro, the pricing unit for CSI# 274 was NLG/Kg.
284normalSome 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.
284normalLIFFE suspended trading of the Italian Gov’t Bond on June 29, 2000.
290normalOn 11/01/97, the S&P 500 Index, Growth Index, and Value Index contract sizes were changed from $500 to $250 times the index for all contracts traded by effecting a 2:1 split on all outstanding contracts.
293normalThe CBT and MACE bond/note contracts, were originally based on 8% coupons. Beginning with the 03/2000 contract, the prices are based on a 6% coupon.
294normalThe MIBOR contracts were originally 10,000,000 pesetas; they changed to 100,000,000 pesetas on 950612, and to EUR 1,000,000 on 990104.
297normalBrazil-diff coffee is quoted as the value of Brazilian coffee minus New York coffee, plus $10.
297normalCSI adds $1 instead of $10 to the difference, in order to produce a more manageable figure.
298normalPrior to the Dec 1997 contract, CSI #298 was a 9% coupon bond. It was a 6.5% coupon bond until the Mar 1999 contract, when it became a 4% bond. The contract size before the Mar 1999 contract was ESP 10M.
307normalData for Dec2002 contract and before was based on the USD, contract size was $5Xindex. Cash Index on or before 20021218 was the Dollar Based Index. Starting on 20021219 it became the Euro Based Index.
308normalBefore the Jan 1999 conversion to the Euro, the contract size for CSI# 308 was BEF 25,000,000.
310normalBeginning 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.
311normalApril, 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.
311normalBeginning with the October 2003 contract, the contract size changed from 1500g to 500g and the point value changed from JPY 1500 to JPY 500.
312normalOne trailing zero is dropped from newspaper represention of these prices.
319normal#319 ceases trading with the expiration of the July 2005 contract. #956 was introduced to replace #319 on February 2, 2011, and the two will trade simultaneously until the cessation of #319. Since the two are both based on the same OMX index, the history for #956 prior to February 11, 2005 is actually the data from #319, properly adjusted for the split that took place on April 27, 1998.
320normalBefore the Jan 1999 conversion to the Euro, the contract size for CSI# 320 was NLG 200 x Index.
326normalBefore the Jan 1999 conversion to the Euro, the contract size for CSI# 326 was ATS 100 x Index.
329normalThe KFX Index changed its contract size from DKK 100,000 to DKK 10,000 on March 15, 1999. The existing April 99 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 additio, the two April contracts have been combined and reported as a single contract.
331normalThe IBEX 35 contract was originally ESP 100 x index; it changed to ESP 1000 x index on 970110, and then to EUR 100 x Index on Jan 04 1999.
337normalBeginning on March 6, 2000 the Japanese Gov’t Bond’s contract size was reduced from 50 million yen to 10 million yen.
339normalThe MIBOR contracts were originally 10,000,000 pesetas; they changed to 100,000,000 pesetas on 950612, and to EUR 1,000,000 on 990104.
342normalBefore the Jan 1999 conversion to the Euro, the contract size for CSI# 342 was BEF 1,000 x Index.
357normalPrior to its reintroduction in November 2014, the contract size was 50 tonnes.
358optionOptions coverage is unavailable between 20090409 and 20120930.
359normalBefore the June 1999 contract, the contract size for CSI# 359 was ITL 10,000,000 x Index.
373normalThe minimum price fluctuation changed from 0.00005 to 0.00010 on 20180212.
374normalThe minimum price fluctuation changed from 0.005 to 0.010 on 20180212.
381normalBeginning with the September 2001 contract, it changed from a 12% to a 6% bond.
382normalCBT 2-year notes (#382) trade in 1/4 of 32nds. Software that relies on 5-character price fields cannot represent these prices correctly. As such, CSI provides this data rounded to 64ths, as #207. The CBT and MACE bond/note contracts, were originally based on 8% coupons. Beginning with the 03/2000 contract, the prices are based on a 6% coupon.
400normalCommodity #400 was Feed Peas before the June 1999 contract.
401normalOn 11/01/97, the S&P 500 Index, Growth Index, and Value Index contract sizes were changed from $500 to $250 times the index for all contracts traded by effecting a 2:1 split on all outstanding contracts.
402normalOn 11/01/97, the S&P 500 Index, Growth Index, and Value Index contract sizes were changed from $500 to $250 times the index for all contracts traded by effecting a 2:1 split on all outstanding contracts.
40454On Oct. 1, 2013, the U.S. government shut down for 16 days after Congress was unable to agree on a budget for the new fiscal year. As a result, the USDA did not publish cash prices during this time period from 2013-10-01 to 2013-10-16
410normalOne trailing zero is dropped from newspaper represention of these prices.
417normalThe minimum price fluctuation changed from 0.00005 to 0.00010 on 20180212.
419normalThe CME Brady Bond contracts were $50,000 before the September 1996 contract.
420normalThe CME Brady Bond contracts were $50,000 before the September 1996 contract.
421normalThe CME Brady Bond contracts were $50,000 before the September 1996 contract.
422normalThe CME Brady Bond contracts were $50,000 before the September 1996 contract.
423normalThe contract size for COB electricity was 736 MWH prior to the Oct 1999 contract.
424normalThe contract size for Palo Verde electricity was 736 MWH prior to the Oct 1999 contract.
427normalThere was a 2:1 split on 1994-01-03 for the Nasdaq 100 Index-E-mini (#5491)
429normalThere was a 2:1 split on 1994-01-03 for the Nasdaq 100 Index-E-mini (#5491)
431normalPrior to the 12/98 contract the contract size for the PSE Tech index was $500 x index.
443normal#443 had point value of DM1 and contract size of DM10 X Index for all contracts up to and including 12/1999
454normalThe minimum tick changed from $0.0001 to $0.00005 on 20160111.
454normalData before January 4, 1999 represents D-mark (day only) data(#261) which has been multiplied by the D-mark/Euro rate of 1.95583 and added in order to create a longer data series for analysis purposes.
464normalBefore the June 1999 contract, the contract size for CSI# 464 was ITL 200,000,000.
488normalBeginning 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%.
491normalBefore the Jan 1999 conversion to the Euro, the contract size for CSI# 491 was PTE 100 x Index.
49654The DJIA high and low values can be calculated as ‘Theoretical’ or ‘Actual’. The ‘Theoretical’ method averages the highs and lows of the member stocks at the end of the day. The ‘Actual’ method calculates the average of all approximately every 10 seconds, and reports the highest and lowest of these calculations at the end of the day. Prior to 19920102, the cash values given have ‘Theoretical’ highs and lows since the necessary tick data was not available to compute the ‘Actual’.
497normalThere was a 2:1 split on 1994-01-03 for the Nasdaq 100 Index-E-mini (#5491)
501optionThe contract size changed from KRW 500,000 to KRW 250,000 on 20170327.
501normalThe contract size changed from KRW 500,000 to KRW 250,000 on 20170327.
517normalBefore January 4, 1999, Milling Wheat was quoted in FRF/Tonne with no decimal places.
517normalNew Contract Months Starting May 2015 (March, May, September and December)
519normalBefore the September 2000 contract, the contract size was 500,000 and the point value was $5.
521normalData for Dec2002 contract and before was based on the USD, contract size was $5Xindex. Cash Index on or before 20021218 was the Dollar Based Index. Starting on 20021219 it became the Euro Based Index.
524optionOption style changed from American to European for contracts introduced August 8, 2016 and later.
524normalThe minimum tick changed from $0.0001 to $0.00005 on 20160111. Data before January 4, 1999 represents D-mark (day only) data(#261) which has been multiplied by the D-mark/Euro rate of 1.95583 and added in order to create a longer data series for analysis purposes.
539normalThe contract size changed from SGD200 x Index to SGD100 x Index and the tick size changed from 0.1 to 0.05 on 2015-11-02.
551normalData before September 9, 2005 has a coupon rate of 6%.
552normalHistory data from the DTB Long Bund(#132) has been added to #552 in order to give a longer data series for analysis purposes. The EUREX long bund began trading on Oct. 5, 1998 and data prior to that date is actually from CSI #132.
553normalHistory data from the DTB Med. Bobl(#288) has been added to #553 in order to give a longer data series for analysis purposes. The EUREX Euro Bobl began trading on Oct. 5, 1998 and data prior to that data is actually from CSI #288.
554normalHistory data from the DTB Schatz(#306) has been added to #554 in order to give a longer data series for analysis purposes. The EUREX Euro Schatz began trading on Oct. 5, 1998, and data prior to that date is actually from CSI #306.
555normalHistory data from the DTB Pfandbrief(#531) has been added to #555 in order to give a longer data series for analysis purposes. Although the EUREX Euro Pfandbrief began trading on Oct. 5, 1998, the data prior to Dec. 11, 1998 has been replaced with data from #531 in this chart because of alack of liquidity in the early days of the new commodity.
558normalThis instrument was previously known on LIFFE and CSI as ‘Euro EFB’. Beginning 3/20/2001, LIFFE renamed these products SWAPNOTES.
559normalThis instrument was previously known on LIFFE and CSI as ‘Euro EFB’. Beginning 3/20/2001, LIFFE renamed these products SWAPNOTES.
565normalHistory data from the LIFFE Euro D-Mark(#182) has been added to #565 in order to give a longer data series for analysis purposes. The LIFFE 3-month Euribor began trading on Dec 8, 1998 and data prior to that date is actually from CSI #182.
566normalThe contract size for CSI #556 was $100 x index before 990920. All volume and open interest figures prior to this date are quadrupled for Quicktrieve users.
572normalData before March 5, 1999 represents the LIFFE 3 month Euribor (#565) which has been added to create a longer data series for analysis purposes.
578normalHistory data from the MATIF 3-month Pibor(#78) has been added to #578 in order to give a longer data series for analysis purposes. Although the MATIF 3-month Euribor began trading on Sep. 15, 1998, the data prior to Dec. 21, 1998 has been replaced with data from #78 in this chart because of a lack of liquidity in the early days of the new commodity.
586normalBeginning 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.
587normalBeginning 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.
59654The DJIA high and low values can be calculated as ‘Theoretical’ or ‘Actual’. The ‘Theoretical’ method averages the highs and lows of the member stocks at the end of the day. The ‘Actual’ method calculates the average of all approximately every 10 seconds, and reports the highest and lowest of these calculations at the end of the day. Prior to 19920102, the cash values given have ‘Theoretical’ highs and lows since the necessary tick data was not available to compute the ‘Actual’.
600normalData before February 15, 2000 represents #397 which was added to create a longer data series for analysis purposes.
614normalThe contract size was $500,000 before 950501. All volume and open interest figures prior to this date are halved for Quicktrieve history users. SYCOM trading is included.
615normalBeginning with the September 2001 contract, it changed from a 12% to a 6% bond.
616normalBeginning with the September 2001 contract, it changed from a 12% to a 6% bond.
617normalSYCOM trading is included.
622normalThe minimum price fluctuation changed from 0.00005 to 0.00050 on 20180212.
658normalThis instrument was previously known on LIFFE and CSI as ‘Euro EFB’. Beginning 3/20/2001, LIFFE renamed these products SWAPNOTES.
659normalThe contract size changed from 5 to 20 starting with the July 2016 contract. On June 21, 2016 the contract size changed from 20 to 2 and prices began to be quoted 10 times larger than previously.
668normal$50 x Index to $100 x Index.
674normalBefore the November 2005 contract, the contract size was 100 kiloliters.
677normalFutures on CME began migrating to ICE on 2007-08-17 and were delisted on 2008-09-19. They were reintroduced on CME on 2017-07-10.
688normalBeginning with the September 2007 contract, the contract size changed from
69054Venezuela devalued their currency as of 2018-02-06. The conversion factor had to be changed to accommodate the larger values. The effective conversion is +4 prior to 20180206, and +1 after.
69154Venezuela devalued their currency as of 2018-02-06. The conversion factor had to be changed to accommodate the larger values. The effective conversion is +4 prior to 20180206, and +1 after.
724normalBefore the February 2006 contract, the contract size was 5000 mmBtu.
728normalData before May 2000 represents Data for #230 (Australian Price Index) which was added to give a longer data series for analysis purposes.
729normalThe Jul2005 contract is the L/S TRAKRS Index Symbol MLT. The Jan2007 contract is the L/S TRAKRS II index Symbol LST
737normalData before January 31 2006 represents the Trakrs LMC Index.
742normalThe lot size changed from 50 x index to 25 x index on 2014-10-31.
742normalThe lot size changed from 200 x index to 100 x index on 2005-04-01.
742normalThe lot size changed from 100 x index to 50 x index on 2007-02-23.
778normalData before October 1, 2003 is NYSE Composite Index – CSI #151. No trading occurred between September 18, 2003 and October 1, 2003.
787normalThe contract size changed from 50 tonnes to 20 tonnes starting with the July 2013 contract.
798normalThe minimum price fluctuation changed from 0.005 to 0.010 on 20180212.
818normalThe contract size changed from 100 x Index to 50 x Index on 20161205.
876normalThe minimum tick changed from $0.0001 to $0.00005 on 20160111.
880normalThe settlement price increment changed from 0.0001 to 0.00005 on July 11, 2016.
941normalData before March 22 2004 represents trading of the MIB 30 Index (CSI #359).
956normalData before February 14 2005 represents trading of the OMX Forward Index (CSI #319).
972normal#972 is the same data as #394, expressed as an interest rate instead of a currency value.
972normalIn January 2002, the BMF started reporting open-high-low in terms of percent and the settle as currency value. CSI currently converts the O-HL to the equivalent currency to allow for consistent data. Users have requested the data to be shown as percent as well. THE CLOSE FOR #972 IS NOT AN OFFICIAL EXCHANGE SETTLEMENT! The Exchange still expresses the settlement as currency, which can be found in #394, DIJ. The close for #972 is the settlement converted into an approximate interest rate to be consistent with the O-H-L data. The V and OI reported here will be identical to #394
981option#981 and #982 are OPTIONS ONLY. The prices are tied to the underlying future (#173 for #981 and #565 for #982). The option expiries are tied to the following futures: March the following year for Ja,Feb,Mar options, June the following year for Apr,May,Jun options, September the following year for Jul,Aug,Sep options, December the folloing year for Oct,Nov,Dec options.
982option#981 and #982 are OPTIONS ONLY. The prices are tied to the underlying future (#173 for #981 and #565 for #982). The option expiries are tied to the following futures: March the following year for Ja,Feb,Mar options, June the following year for Apr,May,Jun options, September the following year for Jul,Aug,Sep options, December the folloing year for Oct,Nov,Dec options.
984normalThe contract size changed from 25 tonnes to 50 tonnes starting with the March 2014 contract.
100032normalThe contract size changed to $50 x Index from $100 x Index when it relaunched on 20150921.
100048normalThe contract size changed from 1,000 Baht per index point to 200 Baht per index point beginning on May 6, 2014
100064normalThe minimum tick changed from 0.00001 to 0.000005 on 2014-07-14.
100140normalData before 20070329 does not include the electronic sessions.
100144normalData before 20070329 does not include the electronic sessions.
100146normalData before 20070329 does not include the electronic sessions.
100148normalData before 20070329 does not include the electronic sessions.
100150normalData before 20070329 does not include the electronic sessions.
100168normalThe contract size changed from SGD200 x Index to SGD100 x Index and the tick size changed from 0.1 to 0.05 on 2015-11-02.
100169normalThe contract size changed from SGD200 x Index to SGD100 x Index and the tick size changed from 0.1 to 0.05 on 2015-11-02.
100198normalCSI offsets all non-zero values by 50000.
100205normalData before 20070620 does not include the electronic sessions.
100342normalThe contract size changed from 5 tonnes to 10 tonnes starting with the July 2013 contract.
100455normalThe contract size changed from 10 tonnes to 20 tonnes starting with the July 2013 contract.
100521optionUnderlying asset changed from VSTOXX index (cash-settled) to VSTOXX futures starting with the October 2017 contract.
100588normalThe contract size changed from 200 tonnes to 100 tonnes starting with the May 2016 contract.
100651normalThe contract size changed from 5MT to 10MT starting with the January 2016 contract.
100675normalThe minimum tick size changed from RMB 1 to RMB 0.5 starting on April 20, 2015.
100698normalThe minimum price fluctuation changed from 0.005 to 0.010 on 20180212.
100744normalThe contract multiplier changed from 150 to 200 starting with the November 2015 contract.
100744normalThe tick size changed from 1 to 0.05 starting with the May 2016 contract.
100744normalThe contract multiplier changed from 200 to 250 starting with the July 2016 contract.
100760normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100761normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100762normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100763normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100764normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100765normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100766normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100767normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100768normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100769normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100770normalIncludes settlement (evening evaluation) price, volume, and open interest for all 3rd Wednesday of the month prompts.
100819normalThe settlement price increment changed from 0.0001 to 0.00005 on July 11, 2016.
100847normalThe contract size changed from 50 tonnes to 10 tonnes starting with the June 2015 contract.
100848normalThe contract size changed from 10 tonnes to 50 tonnes starting with the January 2013 contract.
100926normalThe minimum tick size changed from RMB 1 to RMB 0.5 starting on April 20, 2015.
100960normalDelivery method changed from physical to cash-settled starting with the August 2018 contract.
100985normalThe minimum tick size changed from RMB 1 to RMB 0.5 starting on April 20, 2015.
200062normalThe tick size was reduced to RMB1/tonne from RMB2/ tonne on 2015-04-28.
200226normalThe minimum price fluctuation changed from 0.00001 to 0.00005 on 20180212.
200229normalThe minimum price fluctuation changed from 0.00001 to 0.00005 on 20180212.
200230normalThe minimum price fluctuation changed from 0.00001 to 0.00005 on 20180212.
200231normalThe minimum price fluctuation changed from 0.000005 to 0.000025 on 20180212.
200232normalThe minimum price fluctuation changed from 0.00001 to 0.00005 on 20180212.
200240optionOption style changed from American to European starting with the December 2016 contract.
200241optionOption style changed from American to European starting with the October 2016 contract.
200242optionOption style changed from American to European starting with the September 2016 contract.
200243optionOption style changed from American to European starting with the September 2016 contract.
200244optionOption style changed from American to European starting with the September 2016 contract.
200245optionOption style changed from American to European starting with the December 2016 contract.
200246optionOption style changed from American to European starting with the October 2016 contract.
200247optionOption style changed from American to European starting with the September 2016 contract.
200248optionOption style changed from American to European starting with the September 2016 contract.
200249optionOption style changed from American to European starting with the September 2016 contract.
200250optionOption style changed from American to European starting with the December 2016 contract.
200251optionOption style changed from American to European starting with the October 2016 contract.
200252optionOption style changed from American to European starting with the September 2016 contract.
200253optionOption style changed from American to European starting with the September 2016 contract.
200254optionOption style changed from American to European starting with the September 2016 contract.