Csi Commoditysymlimitwsj Price:Pointcontractunit Offirst Day1st Dayswitchingindustry
CSI COMMODITYSYMLIMITWSJ PRICE:POINTCONTRACTUNIT OFFIRST DAY1ST DAYSWITCHINGINDUSTRY
#NAMEBOLEXCH(PTS)CSI PRICEVALUESIZEMEASUREON FILECON. V/OIMMFACTIVE MONTHS MONTHSCFGROUPSCSHOPTFN
12/11/98
C S I C O M M O D I T Y D A T A F A C T S H E E T S
CSI OPENING PRICE CALCULATION: The opening prices shown in the CSI data base 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. In general, magnetic tape customers and commercial users get prices without any adjustments in highs and lows. Other users may receive data with adjustments made in highs and lows. The customer should ask to have this matter clarified as to his preference when ordering data.
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.
EXPLANATION OF COLUMN HEADINGS:
EXCHANGE: A list of the abbreviations used for the exchanges follows:
CSI COMMODITYSYMLIMITWSJ PRICE:POINTCONTRACTUNIT OFFIRST DAY1ST DAYSWITCHINGINDUSTRY
#NAMEBOLEXCH(PTS)CSI PRICEVALUESIZEMEASUREON FILECON. V/OIMMFACTIVE MONTHS MONTHSCFGROUPSCSHOPTFN
ATAAmsterdam Agriculture Market
BDPBolsa de Derivados do Portugal
BELFOXBelgian Futures & Options Exchange
BMFBolsa de Mercadorias & Futuros (Sao Paulo)
CBTChicago Board of Trade
CCXChubu Commodity Exchange
CMEChicago Mercantile Exchange
CSCECoffee, Sugar and Cocoa Exchange (New York)
COMEXCommodity Exchange Inc. (New York)
EUREXEurex Deutscheland
EOEEuropean Options Exchange (Amsterdam)
FINEXFinancial Instrument Exchange (at NYCE)
FOMFinnish Options Market
FUTOPCopenhagen Stock Exchange
HKFEHong Kong Futures Exchange Ltd
IPEInt'l Petroleum Exchange of London Ltd
KCBTKansas City Board of Trade
KCXKanmon Commodity Exchange
KEXKansai Commodity Exchange
KLCEKuala Lumpur Commodity Exchange
LCELondon Commodity Exchange
LIFFELondon Int'l Financial Futures Exchange Ltd
LMELondon Metals ExchangeYRSE Yokohama Raw Silk Exchange
MACEMid-America Commodity Exchange
MATIFMarche a Terme International de France
MDCEMaebashi Dried Cocoon Exchange
MEMontreal Exchange
MEFFMercado Espanol de Futuros Financieros
MIFItalian Stock Exchange
MGEMinneapolis Grain Exchange
MMEMalaysian Monetary Market
NYCENew York Cotton Exchange
NYFENew York Futures Exchange
NYMEXNew York Mercantile Exchange
NZFENew Zealand Futures Exchange
OSEOsaka Securities Exchange
OSLOOslo Stock Exchange
OTOBAustrian Futures & Options Exchange
PBOTPhiladelphia Board of Trade
SAFEXSouth Africa Futures Exchange
SFESydney Futures Exchange
SIAMilan Domestic Futures Exchange
SICOMSingapore Commodity Exchange
SIMEXSingapore International Monetary Exchange
SOFFEXSwiss Option & Financial Futures Exchange
SOMStockholm Options Market
TCETokyo Commodity Exchange
TFEToronto Futures Exchange
TGETokyo Grain Commodity Exchange
TIFFETokyo Int'l Financial Futures Exchange
TSETokyo Stock Exchange
USGOVUnited States Government
WCEWinnipeg Commodity Exchange
YRSEYokohama Raw Silk Exchange
CSI COMMODITYSYMLIMITWSJ PRICE:POINTCONTRACTUNIT OFFIRST DAY1ST DAYSWITCHINGINDUSTRY
#NAMEBOLEXCH(PTS)CSI PRICEVALUESIZEMEASUREON FILECON. V/OIMMFACTIVE MONTHS MONTHSCFGROUPSCSHOPTFN
LIMIT IN POINTS: This column holds what has recently been observed to be a limit move in this commodity. Units are in CSI points as shown in the next column.
WSJ PRICE: CSI PRICE IN POINTS: This is a comparison of what would appear in the Wall Street Journal versus the integer price held in the CSI data base.
CSI POINT VALUE: This is the dollar or other currency value of the unit digit of the CSI price. Note that this may not be the minimum tick value; the minimum tick may be 5 points, for example, so that the minimum tick value would be 5 times the CSI point value.
1ST DAY FOR CONTRACT VOLUME AND OPEN INTEREST: The first day that contract volume and open interest is available, if different from the first day on file.
MMF (MAXIMUM MONTHS FORWARD): This is a parameter that describes the number of months forward from the current date that this commodity will trade.
ACTIVE MONTHS: CSI offers every delivery month traded. The months are listed according to their month number. January, for example, appears as "1", February as "2", etc. Active months are those months that are normally traded year-round.
SWITCHING MONTHS: Switching months are lightly traded contract months. They generally do not trade for as long as the active months.
CF - CONVERSION FACTOR: This is a positive or negative reading that indicates how to evaluate the CSI price. Positive factors show the number of places one should shift the decimal place left to obtain the newspaper price. Negative factors represent an additional conversion necessary for the last one or two digits. A conversion factor of 1 indicates the last digit to be in 8ths. A factor of 2, 3, or 4 means that the last two digits are quoted in 16ths, 32nds, or 64ths, respectively.
INDUSTRY GROUP: CSI has identified thirteen industry groups chosen for their substitutability or identity with some common norm. Most groups have two indices: one that represents the futures price three months forward (delivery month code 50) and one that represents the price six months forward (delivery month code 40). Groups with this characteristic are named and coded as: CSI Overall Composite Index - O; Miscellaneous Foods - M; Currencies -C; Livestock - L; Energy - E; Precious Metals - P; World Economist Commodities -W; Industrials - I; Grains - G; and Oilseeds - S. In addition, a financial group F, is provided as a 3 month forward future index (coded as 50) and as a cash index (coded 40); a London Metal Index, H, is provided as a 91 day forward index that is quoted in dollars (delivery month 50) and in pounds sterling (delivery month 40). Finally, for users who wish to follow an index that contains the same commodities as the CRB Index, but calculated as a six months PERPETUAL (delivery month 40), the Industry code of "R" is used. All groups use a base period of 1982 1983 that is equal to 100.
CSH - CASH PRICE: See page 23.
OPT - OPTIONS: An asterisk means that options are also traded. See option fact sheet.
FN - FOOTNOTE: See page 16.
002MIDWEST LIVE CATTLELCCME15057.45:5745$4.0040,000 LBSC/LB11/30/64152,4,6,8,10,121,9+2L,M,O,R,W**
003COCOACCCSCE881995:1995$10.0010 TONNES$/TONNE12/30/65183,5,7,9,12NONE+0W,M,O,R**a
004HOGS (LEAN INDEX)LHCME15040.15:4015$4.0040,000 LBSC/LB 2/28/66172,4,6,7,8,10,12NONE+2L,O,R**uu
005PORK BELLIES, FROZENPBCME20052.27:5227$4.0040,000 LBSC/LB 9/18/61172,3,5,7,8NONE+2L,M,R**b
007COTTON #2CTNYCE30047.69:4769$5.0050,000 LBSC/LB 3/22/67183,5,7,10,128+2I,O,R,W**
008COPPER, HI-GRADE (DAY)HGCOMEX2000105.50:10550$2.5025,000 LBSC/LB 7/29/88233,5,7,9,121,2,4,6,8,+2*vv
10,11
009CORNCCBT120162 1/4:1622$6.255,000 BUC/BU 1/03/49 1/03/50163,5,7,9,12NONE 1G,M,O,R* *
010COFFEEKCCSCE600115.45:11545$3.7537,500 LBSC/LB 8/16/72163,5,7,9,12NONE+2W,M,O,R**
011OATSOCBT100143 3/4:1436$6.255,000 BUC/BU 1/03/49243,5,7,9,12NONE 1G,M,O,R* *
012ORANGE JUICEOJNYCE500125.25:12525$1.5015,000 LBSC/LB 1/03/67181,3,5,7,9,11NONE+2W,M,O,R*
013PLATINUMPLNYMEX250508.10:5081$5.0050 TROY OZ$/OZ12/01/67141,4,7,102,3,5,6,8,+1I,P,O,R**c
9,11,12
016SILVER DAY ONLYSICOMEX1500571.5:5715$5.005,000 TROY OZC/OZ 1/03/67233,5,7,9,121,2,4,6,8,+1P,O,R**d
10,11
017SOYBEANSSCBT300451 1/2:4514$6.255,000 BUC/BU 1/03/49171,3,5,7,8,9,11NONE 1W,O,R,G* *
018SOYBEAN MEALSMCBT100134.80:1348$10.00100 TONS$/TON 8/29/51141,3,5,7,8,9,10,12NONE+1O,R**c,n
019SOYBEAN OILBOCBT10016.65:1665$6.0060,000 LBSC/LB 7/17/50171,3,5,7,8,9,10,12NONE+2S,M,W,O,R**
020WORLD SUGAR #11SBCSCE508.98:898$11.20112,000 LBSC/LB12/30/6512/29/70193,5,7,101,9+2M,W,O,R**
021WHEATWCBT200282 1/2:2824$6.255,000 BUC/BU 1/03/49243,5,7,9,12NONE 1G,M,W,O,R * *
022KANSAS CITY WHEATKWKCBT250274 1/2:2744$6.255,000 BUC/BU 5/16/66 2/19/68163,5,7,9,12NONE 1G,W,O* *
023MEXICAN PESOMPCME2000.15975:15975$5.00500,000 MXPUSD/MXP 4/25/95123,6,9,12NONE+5**qq
024DEUTSCHEMARKDMCME.5598:5598$12.50125,000 DEMUSD/DEM 5/16/72133,6,9,12NONE+4C**f
025SWISS FRANCSFCME.6115:6115$12.50125,000 CHFUSD/CHF 5/16/72133,6,9,12NONE+4C**
026BRITISH POUNDBPCME1.4820:14820$6.2562,500 GBPUSD/GBP 5/16/72123,6,9,12NONE+4C**
027LUMBERLBCME100174.90:1749$8.0080,000 BF$/1000 BF10/01/69171,3,5,7,9,11NONE+1I,W,O,R**c,g
028GOLDGHCBT500458.50:4585$10.00100 OUNCES$/OZ 9/14/87162,4,6,8,10,12NONE+1
029STOCKER CATTLESTCME78.85:7885$2.5025,000 LBSc/LB11/30/98121,2,3,10,11,12NONE+2
030GOLD DAY ONLYGCCOMEX750387.50:3875$10.00100 TROY OZ$/OZ 1/02/75252,4,6,8,10,12ODD MONTHS+1P,O,W**c
033FEEDER CATTLEFCCME15063.70:6370$5.0050,000 LBSC/LB11/30/71121,3,4,5,8,9,10,11NONE+2L,O,R**ee
037SILVERSVCBT1000767.0:7670$5.005000 TROY OZC/OZ 9/14/87162,4,6,8,10,12NONE+1
038COPPERMCULME876.0:8760$2.5025 TONNES$/TONNE 1/02/6815SEE PAGE 14NONE+1Hh
039SILVERMSVLME405.0:4050C/OZ 2/21/6815SEE PAGE 14NONE+1*c,h,i
041T-BILLS (91 DAY)TBCME98.355:98355$2.50$1,000,000$/BAS PT 1/06/76253,6,9,12NONE+3F**
042DOMESTIC SUGAR #14SECSCE5019.00:1900$11.20112,000 LBSC/LB 5/02/77171,3,5,7,9,10,11NONE+2j
044TREASURY BONDUSCBT3 0099 29:9929$31.25$100,000 @ 8%32NDS 8/22/77363,6,9,12NONE 3 F * * v
046TINMTNLME10250:10250$5.005 TONNES$/TONNE 6/01/8915SEE PAGE 14NONE 0h,rr
047LEADMPBLME294.0:2940$2.5025 TONNES$/TONNE 1/02/7015SEE PAGE 14NONE+1H,Ih
048ZINCMZSLME1487.0:14870$2.5025 TONNES$/TONNE 9/01/8815SEE PAGE 14NONE+1H,Ih,gg
049COCOALCCLCE1446.0:14460GBP 1.0010 TONNESGBP/TONNE 1/02/68 1/31/80183,5,7,9,12NONE+1k
051WHEATLWBLCE99.20:9920GBP 1.00100 TONNESGBP/TONNE 1/02/70 6/25/80121,3,5,6,9,11NONE+2k,l
VOL ONLY
052BARLEYLBALCE96.65:9665GBP 1.00100 TONNESGBP/TONNE 1/02/70 6/25/80121,3,5,9,11NONE+2k,l
VOL ONLY
057OATSWOWCE50084.50:8450CAD 1.00100 TONNESCAD/TONNE12/31/69 113,5,7,10,11,12NONE+2*m
058RAPESEED (CANOLA)RSWCE100214.10:2141CAD 10.00100 TONNESCAD/TONNE12/31/69 121,3,5,6,8,9,11NONE+1S,R*c,m
059FLAXSEEDWFWCE100192.00:1920CAD 10.00100 TONNESCAD/TONNE12/31/69 133,5,7,10,11,12NONE+1S,R*c,m
062FEED WHEAT (DOMESTIC)WWWCE50090.40:9040CAD 1.00100 TONNESCAD/TONNE 8/06/74133,5,7,10,11,12NONE+2*m
064CANADIAN DOLLARCDCME75.7165:7165$10.00100,000 CADUSD/CAD 5/16/72133,6,9,12NONE+4C**o
065JAPANESE YENJYCME.6529:6529$12.5012.5 M JPYUSD/100JPY 5/16/72123,6,9,12NONE+4C**p
066AUSTRALIAN DOLLARADCME.6453:6453$10.00100,000 AUDUSD/AUD 1/13/87123,6,9,12NONE+4**
067FRENCH FRANCFRCME1000.18454:18454$5.00500,000 FRFUSD/FRF 9/23/74123,6,9,12NONE+5**kk
068SPRING WHEATMWMGE200289 1/4:2892$6.255,000 BUSHELSC/BU 1/03/67 7/11/67133,5,7,9,12NONE 1E,W,O,R,I * *
069PALLADIUMPANYMEX600123.75:12375$1.00100 TROY OZ$/OZ 1/03/77193,6,9,12SERIALS+2*
070EUROYEN (3 MONTH)JEYTIFFE92.34:9234JPY 2,500100M YENJPY/BAS PT 6/30/89133,6,9,12NONE+2
071U.S. DOLLAR-YENJYJTIFFE139.25:13925JPY 500$50,000JPY 100/$ 4/22/91 63,6,9,12NONE+2
073CANADA 5YR GOV'T BONDCGFME97.69:9769CAD 10.00CAD 100,000PERCENT 1/19/95 73,6,9,12NONE+2
074FED FUND RATE 30-DAYFFCBT15091.675:91675$4.167$5,000,000$/BASIS PT10/03/88121 12NONE+3*
075NOTIONNEL BOND 8-10 YRPTBMATIF250106.90:10690FRF 50FRF 500,000PERCENT 2/20/86123,6,9,12NONE+2y
077TREASURY NOTE 2 YEARTWFINEX97.08:9708$20.00$200,000PERCENT 3/19/91123,6,9,12SERIALS+3
078PIBOR (3 MONTH)PIBMATIF8096.355:96355FRF 62.5FRF 5,000,000FRF/BAS PT 9/08/88363,6,9,12SERIALS+3
079CAC-40 INDEXFCHMATIF1201574.5:15745FRF 550 FRF X INDEXPOINTS 8/18/88121-12NONE+1*k,hh
080NICKELMNILME13500.:13500$6.006 TONNES$/TONNE 4/23/7915SEE PAGE 14NONE+0H,Ic,h
081ECU BONDPECMATIF25097.64:9764$10.00ECU 100,000PERCENT10/18/90123,6,9,12NONE+2mm
082ALUMINUM ALLOYMAALME1056.70:10567$2.5025 TONNES$/TONNE10/06/9215SEE PAGE 14NONE+1h
083SUGAR - US$PSAMATIF160307.3:3073$5.0050 TONNES$/TONNE12/07/90173,5,8,10,12NONE+1*
087BANK ACCEPTANCE 90 DAYBAXME89.92:8992CAD 25.00CAD 1,000,000CAD/BAS PT 4/22/88243,6,9,12NONE+2
088CANADA 10YR GOV'T BONDCGBME93.49:9349CAD 10.00CAD 100,000PERCENT 9/15/89 73,6,9,12NONE+2
089HEATING OIL #2 (DAY)HONYMEX400.4780:4780$4.2042,000 GALLONS$/GAL11/15/78121 12NONE+4**
090FROZEN WHITE SHRIMPSHMGE200354 1/4:3542$6.255,000 LBSC/LB 7/12/93123,6,9,12NONE 1
092ALUMINUM HIGH GRADEMHALME1587.00:15870$2.5025 TONNES$/TONNE 6/11/8715SEE PAGE 14NONE+1h
097WHITE SUGARWSCSCE308.0/3080$5.0050 TONNES$/TONNE10/05/87123,5,7,10NONE+1cc
098US SHORT MONEY MARKETSQHUS GOV5.63:563$1.00N/APERCENT 4/22/8037 60NONE+2q
099NIKKEI 225 INDEXNKCME100023710:23710$5.00$5.00 X INDEXPOINTS 9/25/90123,6,9,12NONE+0*
101CRB INDEXCRNYFE210.25:21025$5.00$500 X INDEXPOINTS 6/12/86121,2,4,6,8,11NONE+2**u
102RUSSELL 2000 INDEX DAYRLCME1500233.25:23325$5.00$500 X INDEXPOINTS 2/04/93123,6,9,12NONE+2**
104S&P 400 MIDCAP INX DAYMDCME3000157.15:15715$5.00$500 X INDEXPOINTS 2/13/92123,6,9,12NONE+2**
105BANK ACCEPTANCE 30 DAYBARME93.32:9332CAD 25.00CAD 3,000,000CAD/BAS PT 4/16/92 81-12NONE+2
107POTATOESLPTLCE103.40:1034GBP 2.0020 TONNESGBP/TONNE 7/03/81 52,4,5,11NONE+1c
109EURODOLLARUDMACE96.145:96145$1.25$500,000$/BAS PT 8/21/92133,6,9,12NONE+3
110WHEATXWMACE200285 1/4:2852$1.251,000 BUSHELSC/BU 6/25/81223,5,7,9,12NONE 1
111CORNXCMACE120168 3/4:1686$1.251,000 BUSHELSC/BU 6/25/81223,5,7,9,12NONE 1
112SOYBEANSXSMACE300447 1/2:4474$1.251,000 BUSHELSC/BU 6/25/81221,3,5,7,8,9,11NONE 1
113LIVE CATTLEXLMACE15065.60:6560$2.0020,000 LBSC/LB 6/25/81192,4,6,8,10,12NONE+2
114HOGS (LEAN INDEX)XHMACE15045.10:4510$2.5025,000 LBSC/LB 6/25/81192,4,6,7,8,10,12NONE+2
115SILVER 1,000 OZAGCBT500557.5:5575$1.001,000 TROY OZC/OZ 3/16/81262,4,6,8,10,12ODD MONTHS+1*
119HANG SENG INDEXHSIHKFE5009891:9891HKD 50.00HKD 50 X INDEXPOINTS 5/06/86 61 12NONE+0*
121RUBBER RSS1SRSSICOM191.25:19125SGD 0.055 TONNESSGD/TONNE 4/06/81151 12NONE+2I*r
124GREASY WOOLYGWSFE831:831AUD 25.002,500 KGCENTS/KG 3/13/95122,4,6,8,10,12NONE+0
127SWISS FRANC DAY ONLYSF2CME.6115:6115$12.50CHF 125,000USD/CHF 7/13/92133,6,9,12NONE+4
128BRITISH POUND DAY ONLYBP2CME1.4820:14820$6.25GBP 62,500USD/GBP 7/13/92123,6,9,12NONE+4
129CANADA DOLLAR DAY ONLYCD2CME.7165:7165$10.00CAD 100,000USD/CAD 7/13/92133,6,9,12NONE+4
130ROUGH RICERRCBT308.295:8295$2.002000 CWT$/CWT 8/20/86121,3,5,7,9,11NONE+3*nn
131DAX INDEXFDXEUREX1458.5:14585DEM 10DEM 100 x INDEXPOINTS11/23/90 93,6,9,12NONE+1*
132GERMAN LONG BUNDBDLEUREX83.41:8341DEM 25DEM 250,000PERCENT11/23/90 93,6,9,12NONE+2
134GAS OILLGOIPE145.50:14550$1.00100 TONNE$/TONNE 4/06/81121 12NONE+2E,I
136BRENT CRUDE OILLCOIPE16.88:1688$10.001000 BARRELS$/BARREL 3/01/89131-12NONE+2*
140TREASURY BONDXBMACE3-0098 15:9815$15.625$50,000 @ 8%POINTS 9/18/81223,6,9,12NONE 3
141EURODOLLAR (3 MONTH)EDCME10092.405:92405$2.50$1,000,000$/BAS PT12/09/81613,6,9,12SERIALS+3F**tt
142LIBOR RATE (1 MONTH)EMCME10091.785:91785$2.50$3,000,000$/BAS PT 4/05/90 51-12NONE+3**
143VALUE LINE INDEXKVKCBT1500267.20:26720$2.50$250 X INDEXPOINTS 2/24/82183,6,9,12NONE+2*aa
144TREASURY BOND DAY ONLYUS2CBT3 0099 29:9929$31.25$100,000 @ 8%32NDS 5/01/87363,6,9,12NONE 3 v
145TOKYO GOLDJAUTCE802046:2046JPY 10001 KILOGRAMJPY/GRAM 3/29/82 4/01/91 72,4,6,8,10,12ODD MONTHS+0
VOL ONLY
146T-BILLS (91 DAY)XTMACE94.90:9490$50.00$500,000$/BAS PT 4/27/82103,6,9,12NONE+2
14710 YEAR TREASURY NOTEXNMACE20099 24:9924$15.625$50,00032NDS 6/22/88 33,6,9,12NONE-3dd
148COFFEE, ROBUSTALKDLCE1080:1080$5.005 TONNES$/TONNE 3/01/91121,3,5,7,9,11NONE+0
149S&P 500 INDEX DAY ONLYSPCME3000882.15:88215$2.50$250 X INDEXPOINTS 4/21/82163,6,9,12NONE+2**yy
15010 YEAR TREASURY NOTETYCBT200100 24:10024 $31.25$100,00032NDS 5/03/82183,6,9,12NONE-3F * v
151NYSE COMPOSITE INDEXYXNYFE168.85:16885$5.00$500 X INDEXPOINTS 5/06/82183,6,9,12NONE+2**
156TORONTO 35 STOCK INDEXTXFTFE1350192.60:19260CAD 5.00CAD 500 X INDEXPOINTS 1/02/90 63,6,9,12SERIALS+2
157TOPIX INDEXJTITSE1757.5:17575JPY 1,000JPY 10,000 X IXPOINTS 4/03/90 93,6,9,12NONE+1*
15810-YR JAPAN GOV'T BONDJGBTSE96.75:9675JPY10,000JPY 100MPERCENT 4/04/90 93,6,9,12NONE+2
15920-YR JAPAN GOV'T BONDJTBTSE92.40:9240JPY10,000JPY 100MPERCENT 4/04/90 63,6,9,12NONE+2
160US SHORT MONEY MARKETSQEUSGOV10.87:1087$1.00N/APERCENT 4/22/8037 60NONE+2q
161BRITISH POUNDPZBPBOT1.7855:17855$6.25GBP 62,500USD/GBP 8/11/86123,6,9,12SERIALS+4*
162CANADIAN DOLLARPZCPBOT.8799:8799$10.00CAD 100,000USD/CAD 8/11/86123,6,9,12SERIALS+4*
163DEUTSCHEMARKPZDPBOT.6317:6317$12.50DEM 125,000USD/DEM 8/11/86123,6,9,12SERIALS+4*
164ECUPZEPBOT1.2844:12844$12.50ECU 125,000USD/ECU 8/11/86123,6,9,12SERIALS+4
165FRENCH FRANCPZFPBOT1.8430:18430$5.00FRF 500,000USD/FRF 8/11/86123,6,9,12SERIALS+4
166JAPANESE YENPZJPBOT.7731:7731$12.50JPY 12.5MUSD/100JPY 8/11/86123,6,9,12SERIALS+4*
167SWISS FRANCPZSPBOT.7105:7105$12.50CHF 125,000USD/CHF 8/11/86123,6,9,12SERIALS+4*
168AUSTRALIAN DOLLARPZAPBOT.7903:7903$10.00AUD 100,000USD/AUD 5/26/87123,6,9,12SERIALS+4*
172US SHORT MONEY MARKETSQFUSGOV9.15:915$1.00N/APERCENT 4/22/8037 60NONE 2 q
173SHORT STERLING 3-MONTHFSSLIFFE92.875:92875GBP 1.25GBP 500,000GBP/BAS PT11/04/82363,6,9,12NONE+3s,jj
174GILT, LONG 20-YEARFLGLIFFE107.78:10778GBP 10.00GBP 100,000PERCENT11/18/82163,6,9,12NONE+2t,jj
179EURO LIRAFELLIFFE87.935:87935ITL 2,5001 BILLION ITLITL/BAS PT 5/12/92243,6,9,12NONE+3jj
180JAPANESE BONDFYBLIFFE109.11:10911JPY10,000JPY 100MPERCENT 7/13/87 63,6,9,12NONE+2jj
181GERMAN LONG BUNDFDBLIFFE97.22:9722DEM 25DEM 250,000PERCENT 9/29/88123,6,9,12NONE+2jj
182EUROMARK (3-MONTH)FEDLIFFE96.375:96375DEM 2.50DEM 1,000,000DEM/BAS PT 4/20/89483,6,9,12SERIALS+3jj,tt
183SILVER (NY BASED)XYMACE53.70:5370$1.001,000 OZC/OZ 4/15/83121,3,5,7,9,122,4,6,8,+1
10,11
184EURO (3-MONTH)FCULIFFE89.605:89605ECU 10ECU 1,000,000PERCENT10/26/89483,6,9,12SERIALS+3
185EURO SWISS FRANCFESLIFFE92.135:92135CHF 2.50CHF 1,000,000CHF/BAS PT 2/07/91183,6,9,12NONE+3
186WESTERN BARLEYABWCE114.00:11400 $.2020 TONNES$/TONNE 2/28/83 83,5,7,10,12NONE+2*w
187LIQUID PROPANE DAYPNNYMEX20026.20:2620$4.2042,000 GALLONSC/GALLON 8/21/87151 12NONE+2
188CRUDE OIL DAY ONLYCLNYMEX75017.35:1735$10.001,000 BARRELS$/BARREL 3/30/83361 12NONE+2E,I,O,R**
190ONE KILO GOLDKICBT431.5:4315$3.57271 KILOGRAM$/OZ 4/12/83 52,4,6,8,10,12ODD MONTHS+1
191NATURAL GAS DAY ONLYNGNYMEX1001.650:1650$10.0010,000 MMBtu$/MMBtu 4/03/90181-12NONE+3
193MINI VALUE LINEMVKCBT1500262.45:26245$1.00$100 X INDEXPOINTS 7/29/83183,6,9,12NONE+2*
194DEUTSCHEMARKXMMACE100.5470:5470$6.25DEM 62,500USD/DEM 9/15/83123,6,9,12NONE+4
195BRITISH POUNDXPMACE5001.5100:15100$1.25GBP 12,500USD/GBP 9/15/83123,6,9,12NONE+4
196JAPANESE YENXJMACE100.6439:6439$6.25JPY 6,250,000USD/100JPY 9/15/83123,6,9,12NONE+4
197CANADIAN DOLLARXDMACE75.7419:7419$5.00CAD 50,000USD/CAD 9/15/83123,6,9,12NONE+4
198SWISS FRANCXFMACE150.6388:6388$6.25CHF 62,500USD/CHF 9/15/83123,6,9,12NONE+4
199WHITE SUGAR #5LSULCE181.20:1812$5.0050 TONNE$/TONNE 7/30/87163,5,8,10,12NONE+1*
204TOKYO SILVERJSVTCE90258.4:2584JPY 30030 KGJPY/10 G 1/26/84 4/01/91152,4,6,8,10,12ODD MONTHS+1
VOL ONLY
205TOKYO PLATINUMJPLTCE802921:2921JPY 500500 GRAMSJPY/GRAM 1/26/84 4/01/91152,4,6,8,10,12ODD MONTHS+0
VOL ONLY
207TREASURY NOTE 2 YEARTUCBT3-0099-045/9909$31.25$200,00064THS 6/22/90123,6,9,12NONE-4*oo
208TREASURY NOTE 5 YEARXVMACE3 00109 305:10961$7.8125$50,00064THS 4/30/93 73,6,9,12NONE 4
209FTSE-100 INDEXFFILIFFE52076.7:20767GBP 1.00GBP 10 X INDEXPOINTS 5/03/84123,6,9,12NONE+1*s,jj
212OATSXOMACE100121 1/8:1212$1.251,000 BUSHELSC/BU 5/31/84123,4,5,7,9,12NONE 1
213GOLD NY BASEDXKMACE500371.30:3713$3.3233.2 FINE TROY$/OZ 6/13/84182,4,6,8,10,12ODD MONTHS+1c
214SWISS MARKET INDEXSMISOFFEX1843.8:18438CHF 1.0CHF 10 X INDEXPOINTS11/09/90 41-12NONE+1*z
223PLATINUMXUMACE625520.5:5205$2.5025 TROY OZ$/OZ11/13/84141,4,7,102,3,5,6,8,+1
9,11,12
224UNLEADED GAS DAY ONLYHUNYMEX4000.4115:4115$4.2042,000 GALLONS$/GAL12/03/84181 12NONE+4**
22890-DAY BANK BILLSYBASFE86.67:8667AUD 24AUD 1,000,000AUD/BAS PT 1/02/80243,6,9,12NONE+2*pp
230ALL ORDINARIES INDEXYIXSFE1643.0:16430AUD 2.50AUD 25 X INDEXPOINTS 2/16/83183,6,9,12NONE+1*ll
231TREASURY BOND 3 YR 12%YTTSFE88.12:8812AUD 29AUD 100,000PERCENT 5/17/88 63,6,9,12NONE+2*
234US SHORT MONEY MARKETSQIUSGOV7.50:750$1.00N/APERCENT 7/29/7337 60NONE+2q
235INDUSTRY INDICESIIALL105.3:10530.1%N/APERCENT 6/30/6737 61NONE+1ALLaaa
236WINTER (WHITE) WHEATNWMGE250313 4/8:3134$6.255,000 BUSHELSC/BU 9/10/84133,5,7,9,12NONE 1**
237AZUKI RED BEANSJRBTGE11970:1197JPY 8002400 KGJPY/30 KG 9/10/84 51 12NONE+0c
238DRIED COCOONSJDCMDCE1851:1851JPY 300300 KGJPY/KG 1/25/80 71-12NONE+0
239IMPORTED US SOYBEANSJASTGE26360:2636JPY 30030 TONNESJPY/TONNE 9/10/84122,4,6,8,10,12NONE+0ff
240RAW SILKJSKYRSE7154:7154JPY 150150 KGJPY/KG 9/21/94 71-12NONE+0
241RAW SUGARJSGTGE25250:25250JPY 5050 TONNESJPY/TONNE 9/10/84191,3,5,7,9,11NONE+0ss
242NIKKEI 300 INDEXSNWSIMEX266.8:2668JPY 1000JPY10000 X IXPOINTS 2/03/95153,6,9,12NONE+1
244EURODOLLAR (3 MONTH)SEDSIMEX93.645:93645$2.50$1,000,000$/BAS PT 9/07/84173,6,9,12SERIALS+3tt
247SOYMEALXEMACE100131.9:1319$2.0020 TON$/TON 1/31/86141,3,5,7,8,9,10,12NONE+1
248NIKKEI 225 INDEXSSISIMEX21590.:21590JPY 500JPY 500 X INDEXPOINTS 9/03/86123,6,9,12SERIALS+0*
249EUROYEN 3 MONTHSEYSIMEX93.735:93735JPY 250JPY 100MJPY/BAS PT10/27/89243,6,9,12NONE+3
25010 YR T-NOTE DAY ONLYTY2CBT200100 24:10024 $31.25$100,00032NDS 5/01/87183,6,9,12NONE-3 v
251TREASURY NOTE 5 YEARFVCBT3 0096 305:9661$15.625$100,00064THS 5/20/88123,6,9,12NONE 4 *
252TREASURY NOTE 5 YEARFYFINEX99.65:9965$10.00$100,000PERCENT 3/19/91123,6,9,12SERIALS+3
253MUNICIPAL BONDMBCBT96 11:9611$31.25$1000 X INDEX32NDS 6/11/85123,6,9,12NONE 3** xx
254BALTIC FREIGHT INDEXBOFLCE1295.0:12950 $1.00$10 X INDEXPOINTS 6/12/85181,4,7,10ALL OTHERS+1*
255NIKKEI 225 INDEXJNIOSE60024331:24331JPY 1000JPY 1000 X IXPOINTS 9/03/88123,6,9,12NONE+0*
258MAJOR MARKET INDEX DAYBCCME369.20:36920$5.00$500 X INDEXPOINTS 8/06/85121 12NONE+2**ii
259SOYBEAN OILXRMACE10016.65:1665$1.2012,000 LBSC/LB 1/13/95121,3,5,7,8,9,10,12NONE+2
261DEUTSCHEMARK DAY ONLYDM2CME.5598:5598$12.50DEM 125,000USD/DEM 6/26/92133,6,9,12NONE+4
262JAPANESE YEN DAY ONLYJY2CME.6529:6529$12.50JPY 12.5MUSD/100JPY 6/26/92123,6,9,12NONE+4
263US DOLLAR INDEXDXFINEX500102.86:10286$10.00$1,000 X INDEXPOINTS11/20/85123,6,9,12NONE+2**bb
264EURO CURRENCY UNITEUFINEX110.10:11010$10.00ECU 100,000POINTS 1/07/86123,6,9,12NONE+2*
265AUSTRALIAN $ DAY ONLYAD2CME.6453:6453$10.00AUD 100,000USD/AUD 7/13/92123,6,9,12NONE+4
266GOLDMAN SACHS INDEXGICME188.14:18814$2.50$250 X INDEXPOINTS 7/28/92121-12NONE+2**
269EURODOLLAR DAY ONLYED2CME10092.405:92405$2.50$1,000,000$/BAS PT 8/17/92613,6,9,12SERIALS+3tt
270LIBOR RATE DAY ONLYEM2CME10091.785:91785$2.50$3,000,000$/BAS PT 8/17/92 51-12NONE+3
271TREAS BILLS DAY ONLYTB2CME6098.355:98355$2.50$1,000,000$/BAS PT 8/17/92253,6,9,12NONE+3
274LIVE PIGSALPATA3.215:3215NLG 1010,000 KGNLG/KG 3/04/91 81-12NONE+3
277EUROTOP 100 INDEXERCOMEX839.20:8392$10.00$100 X INDEXPOINTS10/26/92123,6,9,12NONE+1*
278MEXICAN PESO DAY ONLYMP2CME2000.15975:15975$5.00500,000 MXPUSD/MXP 4/25/95123,6,9,12NONE+5
280ANHYDROUS AMMONIA NH3NZCBT10090.4:904$10.00100 TONS$/TON 9/11/92132,4,6,9,12NONE+1
281CHEDDAR CHEESEEZCSCE600133.50:13350$4.0040,000 LBSC/LB 6/15/93181-12NONE+2
282NON-FAT DRY MILKMUCSCE600108.55:10855$4.4044,000 LBSC/LB 6/15/93181-12NONE+2
283BLACK TIGER SHRIMPBTMGE150575 1/4:5752$6.255,000 LBSC/LB11/14/94123,6,9,12NONE 1
284ITALIAN GOV'T BOND BTPFIBLIFFE15085.82:8582ITL20,000ITL 200MPERCENT 9/19/91123,6,9,12NONE+2y,jj
288GERMAN MEDIUM BOBLBDMEUREX83.41:8341DEM 25DEM 250,000PERCENT10/04/91 93,6,9,12NONE+2
290S&P 500 INDEXSP2CME3000882.15:88215$2.50$250 X INDEXPOINTS 8/14/95163,6,9,12NONE+2yy
293TREASURY NOTE 5 YR DAYFV2CBT3 0096 305:9661$15.625$100,00064THS 5/20/88123,6,9,12NONE 4 *
294MIBOR 90-DAYMFMMEFF88.04:8804ESP 2500ESP 100MESP/BAS PT10/22/90123,6,9,12NONE+2x
296SPAIN GOV'T BOND 5 YRMFCMEFF99.65:9965ESP 1000ESP 10MPERCENT11/07/97 63,6,9,12NONE+2
298SPAIN GOV'T BOND 10 YRMFFMEFF96.42:9642ESP 1000ESP 10MPERCENT 4/10/92123,6,9,12NONE+2y
299SWISS GOV'T BOND 10 YRCONSOFFEX93.71:9371CHF 10CHF 100,000PERCENT 5/29/9212 3,6,9,12NONE+2
300ITALIAN 10-YR 8% BONDIFBSIA121.85:12185ITL 20,000ITL 200MPERCENT 9/11/92 63,6,9,12NONE+2y
301AUSTRALIAN DOLLARXAMACE.7670:7670$6.25AUD 62,500USD/AUD 1/06/95123,6,9,12NONE+4
302EUROMARK (3 MONTH)LICEUREX96.375:96375DEM 2.50DEM 1,000,000DEM/BAS PT 1/14/97243,6,9,12SERIALS+3
303MSCI TAIWAN INDEXTACME172.96:17296$2.50$250 X INDEXPOINTS 1/08/97123,6,9,12NONE+2
304NATURAL GASNGLIPE11.395:11395GBP 0.301000 BTU/DAYPENCE/BTU 1/31/97141-12NONE+3
305KLIBOR, 3-MONTHKLBMME92.73:9273RM 25RM 1,000,000POINTS 3/19/97363,6,9,12NONE+2
306GERMAN SCHATZBDSEUREX103.81:10381DEM 25DEM 250,000PERCENT 3/07/97 93,6,9,12NONE+2
307HUNGARIAN TRADED INDEXHTXOTOB1466.0:14660$0.50$5 X INDEXPOINTS 3/20/97 91-12NONE+1*
308BIBOR 3 MONTHBIBBELFOX90.88:9088BEF 625BEF 25MBEF/BAS PT 8/21/92123,6,9,12NONE+2
310RUBBERJRUTCE112.9:1129JPY 5005000 KGJPY/KG 8/12/92 81-12NONE+1
311PALLADIUMJPATCE351:351JPY 15001500 GJPY/G 8/11/92122,4,6,8,10,12ODD MONTHS+0
312CORNJCRTGE14660:1466JPY 1000100 TONNESJPY/TONNE 8/12/92121,3,5,7,9,11NONE+0
313COTTONJCTTGE163.9:1639JPY 4004,000 LBSJPY/LB 8/12/92 61-12NONE+1
316BANK BILLSNBBNZFE93.81:9381NZD 12.50NZD 500,000NZD/BAS PT 9/18/92363,6,9,12NONE+2
318CRUDE PALM OILKPOKLCE879:879MYR 2525 TONNESMYR/TONNE10/12/92121-12NONE+0
319OMX INDEXOMXSOM710.55:71055SEK 1.0SEK 100 X INDEXPOINTS10/12/92 31-12NONE+2*
320AMSTERDAM EOE INDEXAEXEOE280.60:28060NLG 2NLG 200 X INDEXPOINTS10/12/92121,4,7,10SERIALS+2*
321DUTCH TOP 5 INDEXTOPEOE509.30:50930NLG 2NLG 200 X INDEXPOINTS10/12/92121-12NONE+2*
322EUROTOP 100 INDEXEUREOE807.50:80750NLG 2NLG 200 X INDEXPOINTS10/12/92 31-12NONE+2*
326AUSTRIAN TRADED INDEXATXOTOB747.5:7475ATS 10ATS 100 X INDEXPOINTS11/11/92 61-12NONE+1*
329KFX STOCK INDEXKFXFUTOP83.65:8365DKK 10DKK 1000 X IXPOINTS 1/26/93 63,6,9,12NONE+2*
330HONG KONG+ INDEXSHKSIMEX7416:7416USD 5.00USD 5.00 X INDEXPOINTS11/23/98121-12NONE+0*
331IBEX 35 INDEXMFXMEFF3471.5:34715ESP 100ESP 1000 X IXPOINTS 4/06/93 61-12NONE+1*x
3323-YEAR GOV'T STOCKNGVNZFE93.04:9304NZD 10NZD 100,000PERCENT 6/10/93123,6,9,12NONE+2
33310-YEAR GOV'T STOCKNGBNZFE92.610:9261NZD 10NZD 100,000PERCENT 6/10/93123,6,9,12NONE+2
336AUSTRIAN GOVT BOND 7%AGBOTOB101.27:10127ATS 100ATS 1,000,000PERCENT 7/08/93 93,6,9,12NONE+2
33710-YR JAPAN GOV'T BONDSJBSIMEX110.95:11095JPY 5,000JPY 50MPERCENT10/01/93153,6,9,12NONE+2
338OBX INDEXOBXOSLO349.50:34950NOK 10NOK 100 X INDEXPOINTS 9/17/92 31-12NONE+1*
339MIBOR 360-DAYMFAMEFF91.78:9178ESP 10000ESP 100MESP/BAS PT10/01/93123,6,9,12NONE+2x
340DANISH CIBOR (90-DAY)RDKFUTOP93.47:9347DKK 100DKK 1,000,000DKK/BAS PT10/01/93 63,6,9,12NONE+2
342BEL 20 STOCK INDEXBFXBELFOX1374.5:13745BEF 100BEF1000 X INDEXPOINTS10/29/93 61-12NONE+1*
346NIKKEI 300 INDEXJNWOSE600296.8:2968JPY 1000JPY10000 X INDXPOINTS 2/14/94123,6,9,12NONE+1*
347FTSE 250 INDEXFMCLIFFE7503915.0:39150GBP 10.0GBP 100 X INDEXPOINTS 2/25/94123,6,9,12NONE+1
355BRAZILIAN REALBRCME1.0482:10482$10.00100,000 BRLUSD/BRL11/08/95121-12NONE+4**
356TORONTO 100 INDEXTOFTFE1350258.10:25810CAD 5.00CAD 500 X INDEXPOINTS 5/20/94 63,6,9,12NONE+2
358EUROPEAN RAPESEEDCOMMATIF441:441DEM 5050 METRIC TONSDEM/TONNE10/28/94192,5,8,11NONE+0
359MIB 30 STOCK INDEXIFXMIF15275:15275ITL 10,000ITL 10,000 X IXPOINTS11/28/94123,6,9,12NONE+0*
360D.MARK-SWEDISH KRONAMKFINEX4.5320:45320SEK 12.50125,000 DEMSEK/DEM 3/22/96123,6,9,12NONE+4
361US$-SWISS FRANCYFFINEX1.2734:12734CHF 20$200,000CHF/USD 2/09/96123,6,9,12NONE+4
362US$-DEUTSCHEMARKYMFINEX1.5298:15298DEM 20$200,000DEM/USD 2/09/96123,6,9,12NONE+4
363BRITISH POUNDYPFINEX1.5610:15610$12.50GBP 125,000USD/GBP 2/09/96123,6,9,12NONE+4
364US$-JAPANESE YENYYFINEX102.56:10256JPY 2000$200,000JPY/USD 2/09/96123,6,9,12NONE+2
365D.MARK-FRENCH FRANCMFFINEX3.4398:34398FRF 50.00500,000 DEMFRF/DEM 6/17/94163,6,9,12NONE+4
366D.MARK-SWISS FRANCMHFINEX.8045:8045CHF 12.50125,000 DEMCHF/DEM 9/29/95163,6,9,12NONE+4
367D.MARK-ITALIAN LIRAMLFINEX1016.75:01675LIT 2500250,000 DEMLIT/DEM 8/08/94163,6,9,12NONE+2
368BRITISH POUND-D.MARKBMFINEX2.4340:24340DEM 12.50125,000 GBPDEM/GBP 6/17/94163,6,9,12NONE+4
369D.MARK-JAPANESE YENMYFINEX63.93:6393JPY 1250125,000 DEMJPY/DEM 7/13/94163,6,9,12NONE+2
372US$-SOUTH AFRICAN RANDZRFINEX4.7185:47185ZAR 10.00$100,000ZAR/USD 4/03/97123,6,9,12NONE+4
373BRITISH PD-SWISS FRANCSSFINEX2.2992:22992CHF 12.50GBP 125,000CHF/GBP 4/18/97123,6,9,12NONE+4
374BRITISH PD-JAPAN YENSYFINEX194.08:19408JPY 1250GBP 125,000JPY/GBP 4/18/97123,6,9,12NONE+2
375D.MARK-SPANISH PESETAMTFINEX83.48:8348ESP 2500DEM 250,000ESP/DEM 4/18/97123,6,9,12NONE+2
380VOLAX INDEXFDVEUREX29.51:2951DEM 1.00DEM 100 x INDEXPOINTS 1/19/98 93,6,9,12NONE+2*
38110 YEAR TREASURY BONDYTCSFE90.425:90425AUD 40AUD 100,000PERCENT12/05/84 63,6,9,12NONE+3
382TREASURY NOTE 2 YEARTUCBT3-000106-045/106045$6.25$200,000.25 32NDS 6/22/90123,6,9,12NONE-8oo
383COFFEE, ROBUSTASKDSICOM1574:1574USD 10.0010 TONNESUSD/TONNE 3/01/95121,3,5,7,9,11NONE+0
385DANISH MORTGAG 2026 6%RKEFUTOP72.96:7296DKK 1001 M DKKPOINTS 3/02/95 63,6,9,12NONE+2
387IOWA CORN YIELDCACBT127.8:1278$10.00$100 X YIELDBU/ACRE 6/02/95131,9NONE+1*
388BRENT CRUDE OILSCOSIMEX17.94:1794$10.001000 BARRELS$/BARREL 6/09/95131-12NONE+2
389NATURAL GAS (WESTERN)KGKCBT1.650:1650$10.0010,000 MMBtu$/MMBtu 8/01/95141-12NONE+3
391IBOVESPA INDEXINDBM&F37738:37738BRC 0.20BRC 0.20 X IXPOINTS 5/02/94 62,4,6,8,10,12NONE+0*
392LIVE CATTLEBOIBM&F27.95:2795$3.304950 KG$/15 KG 6/15/95 83,5,8,10,12NONE+2
393ARABICA COFFEECFCBM&F173.30:17330$1.006000 KG$/60 KG 6/15/95123,5,7,9,12NONE+2
394ONE DAY DEPOSITSDIJBM&F96.865:96865BRC 0.50BRC 50,000PERCENT 5/02/95241-12NONE+3
395US DOLLAR (COMMERCIAL)DOLBM&F1079.200:10792BRL 5.00$50,000BRL/$1000 6/02/97121-12NONE+1
396NZSE 10 CAPITAL SPINTPNZFE2140:2140NZD 20NZD 20 X INDEXPOINTS 8/02/95123,6,9,12NONE+0*
397FOX INDEXFOXFOM754.25:75425FIM 1.00FIM 100 X INDEXPOINTS 8/24/9542,4,6,8,10,12NONE+2*
398FED FUND RATE 30-DAYFTCME15094.750:9475$2.50$3,000,000$/BASIS PT10/12/95121 12NONE+3
400FEED PEASWPWCE203.80:20380USD 0.2020 TONNESUSD/TONNE11/01/95132,5,7,10,12NONE+2
401S&P 500 GROWTH INDEXSGCME292.95:29295$2.50$250 X INDEXPOINTS11/06/95123,6,9,12NONE+2**yy
402S&P 500 VALUE INDEXSUCME308.45:30845$2.50$250 X INDEXPOINTS11/06/95123,6,9,12NONE+2**yy
403MILK, GRADE AMICSCE5012.30:1230$5.0050,000 LBS$/CWT12/12/95122,4,6,8,10,12NONE+2
404MILK, BFPDACME15012.15:1215$20.00200,000 LBS$/CWT 1/11/96122,4,6,7,9,11NONE+2
406KLSE COMPOSITE INDEXKLIKLOFFE1084.1:10841MYR 100MYR 100 X INDEXPOINTS12/15/95 91-12NONE+1*
4075-YR JAPAN GOV'T BONDJMBTSE111.93:11193JPY10,000JPY 100MPERCENT 2/16/96123,6,9,12NONE+2
409SOYBEANS W/PROJECT AS2CBT300451 1/2:4514$6.255,000 BUC/BU 3/01/96171,3,5,7,8,9,11NONE 1
410SOYBEAN MEAL W/PROJ ASM2CBT100134.80:1348$10.00100 TONS$/TON 3/01/96141,3,5,7,8,9,10,12NONE+1c
411SOYBEAN OIL W/PROJ ABO2CBT10016.65:1665$6.0060,000 LBSC/LB 3/01/96171,3,5,7,8,9,10,12NONE+2
412CORN W/PROJECT AC2CBT100162 1/4:1622$6.255,000 BUC/BU 3/01/96163,5,7,9,12NONE 1
413WHEAT W/PROJECT AW2CBT200282 1/2:2824$6.255,000 BUC/BU 3/01/96243,5,7,9,12NONE 1
414OATS W/PROJECT AO2CBT60143 3/4:1436$6.255,000 BUC/BU 3/01/96243,5,7,9,12NONE 1
415ROUGH RICE W/PROJ ARR2CBT308.295:8295$2.002000 CWT$/CWT 3/01/96121,3,5,7,9,11NONE+3
416EUROYEN 3-MONTHEYCME99.730:99730JPY 250JPY 100MJPY/BAS PT 3/06/96243,6,9,12NONE+3
419ARGENTINA FRB BONDATCME73.55:7355$10.00$100,000POINTS 3/26/96123,6,9,12NONE+2ww
420BRAZILIAN EI BONDBECME73.65:7365$10.00$100,000POINTS 3/26/96123,6,9,12NONE+2ww
421BRAZILIAN C BONDBFCME59.75:5975$10.00$100,000POINTS 3/26/96123,6,9,12NONE+2ww
422MEXICAN PAR BONDMNCME63.80:6380$10.00$100,000POINTS 3/26/96123,6,9,12NONE+2ww
423COB ELECTRICITYECNYMEX15007.81:781$7.36736 M WATT HRS$/MWH 3/29/96181-12NONE+2*
424PALO VERDE ELECTRICITYEVNYMEX15009.49:949$7.36736 M WATT HRS$/MWH 3/29/96181-12NONE+2
425WHEATYWHSFE217.50:2175AUD 0.5050 TONNESAUD/TONNE 3/26/96211,3,5,7,9,11NONE+1
426BRAZILIAN C BONDBCBBMF59-29:5929$31.25$100,00032NDS 3/29/96 91-12NONE-3
427EUROYEN 3 MONTHFEYLIFFE93.73:9373JPY 2500JPY 100MJPY/BAS PT 4/11/96153,6,9,12NONE+2
428BUTTER GRADE AABWCSCE$1.0010,000 LBSC/LB10/15/96122,4,6,8,10,12NONE+2
429NASDAQ 100 INDEXNDCME611.85:61185$1.00$100 X INDEXPOINTS 4/10/96133,6,9,12NONE+2**
431PSE TECHNOLOGY INDEXTKNYFE215.95:21595$1.00$100 X INDEXPOINTS 4/23/96133,6,9,12NONE+2**e
433MEXICO IPC INDEXMXCME3557.0:35570$2.50$25 X INDEXPOINTS 5/30/96123,6,9,12NONE+1*
435SWISS MEDIUM BONDSMBSOFFEX107.92:10792CHF 10CHF 100,000PERCENT 6/21/9612 3,6,9,12NONE+2
437GERMAN DIFFMFGMEFF94.81:9481ESP 1000ESP 100MPERCENT 6/28/96 63,6,9,12NONE+2
440BARLEYFGMGE763 1/2:7634$2.25180,000 LBSC/CWT 7/30/96123,5,7,9,12NONE-1
441BUTTERDBCME109.15:10915$4.0040,000 LBSC/LB 9/05/96122,4,6,7,9,11NONE+2*
442POTATOESPTNYCE20010.25:1025$8.5085,000 LBS$/CWT 9/17/96121,3,5,7,9,11NONE+2
443DAX MIDCAP INDEXMDXEUREX2891.5:28915DEM 1.0DEM 10 x INDEXPOINTS 9/23/96 93,6,9,12NONE+1*
445ORIENTED STRAND BOARDBDCME168.50:16850$1.00100,000 SQ FT$/1000 SF11/08/96121,3,5,7,9,11NONE+2
446EUROMARK (1 MONTH)LIBEUREX96.745:96745DEM 2.50DEM 3,000,000DEM/BAS PT11/12/96 71-12NONE+3
447EUROMARK (1 MONTH)FEMLIFFE96.475:96475DEM 2.50DEM 3,000,000DEM/BAS PT11/21/96 71-12NONE+3
448MSCI TAIWAN INDEXSTWSIMEX309.8:3098$10.00$100 X INDEXPOINTS 1/09/97 93,6,9,12SERIALS+1*
458SOUTH AFRICAN RANDRACME.221975:22197$5.00ZAR 500,000USD/ZAR 5/07/97121-12NONE+5
459NEW ZEALAND DOLLARNECME.6846:6846$10.00NZD 100,000USD/NZD 5/07/97123,6,9,12NONE+4
460ALUMINUMJALTCE209.4:2094JPY 100010 TONNESJPY/KG 4/07/97 72,4,6,8,10,12SERIALS+1
461MEXICAN CETES T-BILLTSCME78.54:7854MXP 502,000,000 MXPMXP/BAS PT 4/03/97123,6,9,12NONE+2
462MILK, BFPMJCSCE5012.55:1255$10.00$1,000 X BFP$/CWT 4/08/97122,4,6,8,10,12NONE+2
464ITALIAN 10-YR 6% BONDIFTSIA89.85:8985ITL 20,000ITL 200MPERCENT 4/08/97 63,6,9,12NONE+2
465MEXICAN 28-DAY TIIETECME78.75:7875MXP 506,000,000 MXPMXP/BAS PT 4/17/97121-12NONE+2
466JSE ALL SHARE INDEXALSSAFEX6567.0:65670ZAR 1.00ZAR 10 X INDEXPOINTS 5/02/90153,6,9,12NONE+1*
468JSE INDUSTRIAL INDEXINISAFEX8137:8137ZAR 10.00ZAR 10 X INDEXPOINTS 5/02/90153,6,9,12NONE+0*
469RSA R150 12% 2005 BONDRLASAFEX14.785:14785ZAR 10.00ZAR 1,000,000PERCENT11/04/94122,5,8,11NONE+3
470RSA R153 13% 2010 BONDRSASAFEX14.970:14970ZAR 10.00ZAR 1,000,000PERCENT 8/02/96122,5,8,11NONE+3
471AUSTRALIAN DOLLARAUFINEX.7795:7795$20.00AUD 200,000USD/AUD 5/01/97123,6,9,12NONE+4
472NEW ZEALAND DOLLARZXFINEX.6855:6855$20.00NZD 200,000USD/NZD 5/01/97123,6,9,12NONE+4
473SWISS FRANC/JAPAN YENZYFINEX86.05:8605JPY 2000CHF 200,000JPY/CHF11/20/98123,6,9,12NONE+2
475RIBOR, 1 MONTHRIBSIA93.13:9313ITL 25000ITL 3 BILLIONITL/BAS PT 6/02/97 61-12NONE+2
476B-POUND/D-MARKIPCME2.7912:27912DEM 12.50GBP 125,000DEM/GBP 6/09/97123,6,9,12NONE+4
477D-MARK/J-YENIYCME65.745:65745JPY 250DEM 250,000JPY/DEM 6/09/97123,6,9,12NONE+3
480BONELESS BEEFBBCME30092.50:9250$2.0020,000 LBSC/LB 6/16/97122,4,6,8,10,12NONE+2**
481BEEF TRIMMINGSTRCME30043.50:4350$2.0020,000 LBSC/LB 6/16/97122,4,6,8,10,12NONE+2**
482INDONESIAN RUPIAHRHFINEX.31082:31082$7.00IDR 700M$/1000 IDR12/05/97 93,6,9,12NONE+5
483MALAYSIAN RINGGITRMFINEX.26557:26557$7.00MYR 700,000$/MYR12/05/97 93,6,9,12NONE+5
484THAI BAHTTHFINEX3.5566:35566$7.00THB 7,000,000$/100 THB12/05/97 93,6,9,12NONE+4
485US$-CANADIAN DOLLARYDFINEX1.3674:13674$20.00$200,000CAD/USD 7/11/97123,6,9,12NONE+4
486RUBBER TSR-20STFSICOM108.25:10825USD 0.2020 TONNESUSD/TONNE 7/28/97151 12NONE+2
487E-MINI S&P 500 INDEXESCME3000925.65:92565$0.50$50 X INDEXPOINTS 9/09/97153,6,9,12NONE+2*
488FRENCH 5-YEAR BONDYR5MATIF80101.65:10165FRF 50FRF 500,000PERCENT 9/10/97 63,6,9,12NONE+2
489HANG SENG RED CHINA IXHRIHKFE5003686:3686HKD 50.00HKD 50 X INDEXPOINTS 9/12/97 61 12NONE+1*
491PSI 20 INDEXPSIBDP7862:7862PTE 100PTE 100 X INDEXPOINTS 9/03/97 61-12NONE+0*
492PORTUGUESE GOVT BONDBDPBDP100.84:100.84PTE 1000PTE 10,000,000POINTS 9/03/97 63,6,9,12NONE+2zz
493LISBOR 3-MONTHLBOBDP94.58:94.58PTE 2500PTE 100,000,000PERCENT 9/03/97123,6,9,12NONE+2
494NSW ELECTRICITYYNESFE16.90:1690AUD 5.00500 M WATT HRSAUD/MWH 9/29/97121-12NONE+2
495VICTORIA ELECTRICITYYVESFE16.90:1690AUD 5.00500 M WATT HRSAUD/MWH 9/29/97121-12NONE+2
496DJIA INDEX W/PROJECT ADJCBT3508112:8112$10.00$10 X INDEXPOINTS10/06/97363,6,9,12NONE+0**
500HIBOR (3 MONTH)HIRHKFE87.15:8715HKD 25HKD 1,000,000HKD/BAS PT 9/26/97243,6,9,12NONE+2
501KOSPI 200 INDEXKOSKOREA60.75:6075KRW 5,000KRW 500000 X IXPOINTS 1/21/98 63,6,9,12NONE+2*
502DANISH BOND 2007 7%DSPFUTOP111.78:11178DKK 1001 M DKKPOINTS 1/21/97 63,6,9,12NONE+2
503DURUM WHEATDWMGE549 1/4:5492$6.255,000 BUSHELSC/BU 2/12/98 123,5,7,9,12NONE 1
504GILT, SHORT 5-YEARFYGLIFFE102.72:10272GBP 10.00GBP 100,000PERCENT 2/26/98103,6,9,12NONE+2jj
505IMPORTED SOYBEANSJKSKEX43280:43280JPY 3030 TONNESJPY/TONNE 3/12/98122,4,6,8,10,12NONE+0
506AZUKI RED BEANSJKBKEX11790:11790JPY 802400 KGJPY/30 KG 3/12/98 61-12NONE+0
507RAW SUGARJKGKEX30290:30290JPY 5050 TONNESJPY/TONNE 3/12/98 91,3,5,7,9,11NONE+0
508RAW SILKJRSKEX4189:4189JPY 150150 KGJPY/KG 3/12/98 61-12NONE+0
509IMPORTED SOYBEANSJSBKCX35320:35320JPY 3030 TONNESJPY/TONNE 3/12/98121,3,5,7,9,11NONE+0
510AZUKI RED BEANSJRKKCX11790:11790JPY 802400 KGJPY/30 KG 3/12/98 61-12NONE+0
511CORNJKCKCX17290:17290JPY 100100 TONNESJPY/TONNE 3/12/98122,4,6,8,10,12NONE+0
512IMPORTED SOYBEANSJGNCCX41450:41450JPY 3030 TONNESJPY/TONNE 3/12/98121,3,5,7,9,11NONE+0
513AZUKI RED BEANSJRNCCX12650:12650JPY 802400 KGJPY/30 KG 3/12/98 61-12NONE+0
514COTTON 40JNCCCX207.9:2079JPY 4004000 LBSJPY/LB 3/12/98 61-12NONE+1
515WOOLJGWCCX1268:1268JPY 500500 KGJPY/KG 3/12/98 61-12NONE+0
516DRIED COCOONJDTCCX1292:1292JPY 300300 KGJPY/KG 3/12/98 61-12NONE+0
517MILLING WHEAT 2 (NEW)BL2MATIF828:828FRF 5050 TONNESFRF/TONNE 5/27/98201,3,5,9,11NONE+0
518TOPIX BANKING INDEXJBKTSE446.1:4461JPY 1,000JPY 10,000 X IXPOINTS 4/10/98 93,6,9,12NONE+1
519RUSSIAN RUBLERUCME.15927:15927$5.00RUB 500,000USD/RUB 4/21/98183,6,9,12NONE+5
520CZECH TRADED INDEXCTXOTOB647.5:6475$0.50$5 X INDEXPOINTS 4/23/98 61-12NONE+1*
521POLISH TRADED INDEXPTXOTOB1070.5:10705$0.50$5 X INDEXPOINTS 4/23/98 61-12NONE+1*
522RUSSIAN TRADED INDEXRTXOTOB631.5:6315$1.00$10 X INDEXPOINTS 4/23/98 61-12NONE+1*
523EUROTOP 100 INDEXFEULIFFE2842.0:28420ECU 2.00ECU 20 X INDEXPOINTS 5/12/98 93,6,9,12NONE+1*
524EURO CURRENCY UNITCUCME1.1184:11184$12.50ECU 125,000USD/ECU 5/19/98123,6,9,12NONE+4
525FED FUNDS, OVERNIGHTTZCME94.52:9452$12.50$45,000,000$/BAS PT 5/20/983612NONE+2
526PORK BELLIES, FRESHFBCME20052.27:5227$4.0040,000 LBSC/LB 4/04/97121,3,5,7,8,9,11NONE+2*
527ARABICA COFFEEJACTGE27520:27520JPY 1050 BAGSJPY 10/BAG 6/16/98121,3,5,7,9,11NONE+0
528ROBUSTA COFFEEJRCTGE22730:22730JPY 1050 BAGSJPY 10/BAG 6/16/98121,3,5,7,9,11NONE+0
529DOW JONES STOXX 50 IXSXXEUREX3274.0:32740ECU 1.0ECU 10 X INDEXPOINTS 6/22/98 93,6,9,12NONE+1*
530DOW JONES EURO STOXXSXEEUREX3265.0:32650ECU 1.0ECU 10 X INDEXPOINTS 6/22/98 93,6,9,12NONE+1*
531GERMAN PFANDBRIEFJUMEUREX105.29:10529DEM 25DEM 250,000PERCENT 7/06/98 93,6,9,12NONE+2
532CINERGY ELECTRICITYCNNYMEX150027.81:2781$7.36736 M WATT HRS$/MWH 3/29/96181-12NONE+2
533ENTERGY ELECTRICITYNTNYMEX150027.81:2781$7.36736 M WATT HRS$/MWH 3/29/96181-12NONE+2
534EURO CANADIAN DOLLARKJCME94.890/94890CAD 2.50CAD 1,000,000POINTS 7/14/98243,6,9,12NONE+3*
535SPAIN GOV'T BOND 30 YRMFTMEFF104.89:10489ESP 1000ESP 10MPERCENT 6/26/98 73,6,9,12NONE+2
536NYSE SMALL COMPOSITEYSNYFE549.45:54945$2.50$250 X INDEXPOINTS 6/26/98133,6,9,12NONE+2
537MAIZE, WHITEMAWSAFEX773.80/77380ZAR 1.0100 TONNESZAR/TONNE 8/18/98133,5,7,9,12NONE+2
538MAIZE, YELLOWMAYSAFEX639.20/63920ZAR 1.0100 TONNESZAR/TONNE 8/18/98133,5,7,9,12NONE+2
539MSCI SINGAPORE INDEXSSGSIMEX123.6/1236SGD 20.00SGD 200 X INDEXPOINTS 9/07/98121-12NONE+1*
540TVA ELECTRICITYBACBT150024.50:2450$16.801680 M WATT HRS$/MWH 9/11/98161-12NONE+2*
541COMED ELECTRICITYBZCBT150024.50:2450$16.801680 M WATT HRS$/MWH 9/11/98161-12NONE+2*
542ON-PEAK ELECTRICITYBGMGE24.20:2420$7.36736 M WATT HRS$/MWH 9/14/98191-12NONE+2
543OFF-PEAK ELECTRICITYBSMGE12.90:1290$7.36736 M WATT HRS$/MWH 9/14/98191-12NONE+2
544HANG SENG 100 INDEXHHIHKFE68.25:6825HKD 10.00HKD 1000 X INDXPOINTS 9/18/98 71 12NONE+2*
545EURIBOR, 1 MONTHFEJEUREX96.475/96475EUR 2.50EUR 3,000,000EUR/BAS PT 9/18/98 61-12NONE+3
546EURIBOR, 3 MONTHEEIEUREX96.475/96475EUR 2.50EUR 1,000,000EUR/BAS PT 9/18/98363,6,9,12SERIALS+3
547EURO LIBOR, 3 MONTHFLIEUREX96.475/96475EUR 2.50EUR 1,000,000EUR/BAS PT 9/18/98363,6,9,12SERIALS+3
548E-BOND, 30-YEAREVLMATIF101.73:10173EUR 10.00EUR 100,000PERCENT 9/28/98 93,6,9,12NONE+2
549DJ MALAYSIA INDEXSMLSIMEX74.35:7435$2.00$200 X INDEXPOINTS10/01/98121-12NONE+2
550DJ THAILAND INDEXSTLSIMEX45.25:4525$3.00$300 X INDEXPOINTS11/02/98121-12NONE+2
551EURO GERMAN BUXL 6%EBXEUREX102.41:10241EUR 10EUR 100,000PERCENT10/02/98 93,6,9,12NONE+2
552EURO GERMAN BUNDEBLEUREX115.94:11594EUR 10EUR 100,000PERCENT10/05/98 93,6,9,12NONE+2
553EURO GERMAN BOBLEBMEUREX108.78:10878EUR 10EUR 100,000PERCENT10/05/98 93,6,9,12NONE+2
554EURO GERMAN SCHATZEBSEUREX104.86:10486EUR 10EUR 100,000PERCENT10/05/98 93,6,9,12NONE+2
555EURO GERMAN PFANDBFEBJEUREX107.64:10764EUR 10EUR 100,000PERCENT10/05/98 93,6,9,12NONE+2
560SWEDISH 2-YEAR BONDSGSSOM103.22:10322SEK 100SEK 1,000,000PERCENT 9/18/98 63,6,9,12NONE+2
561SWEDISH 10-YEAR BONDSGLSOM107.68:10768SEK 100SEK 1,000,000PERCENT 9/18/98 63,6,9,12NONE+2
562EURO/JAPANESE YENEJFINEX138.20:13820JPY 1000EUR 100,000JPY/EUR11/20/98123,6,9,12NONE+2
563EURO/SWEDISH KRONARKFINEX9.4635:94635SEK 10EUR 100,000SEK/EUR11/20/98123,6,9,12NONE+4
564EURO/SWISS FRANCRZFINEX1.6185:16185CHF 10EUR 100,000CHF/EUR11/20/98123,6,9,12NONE+4
565EURIBOR, 3 MONTHFEILIFFE96.475/96475EUR 2.50EUR 1,000,000EUR/BAS PT12/08/98483,6,9,12SERIALS+3
566EURO/BRITISH POUNDGBFINEX.7035:7035GBP 10EUR 100,000GBP/EUR12/11/98123,6,9,12NONE+4
596DJIA INDEX DAY ONLYDJ2CBT3508112:8112$10.00$10 X INDEXPOINTS 4/03/98363,6,9,12NONE+0
L O N D O N M E T A L M A R K E T S
For traders accustomed to U.S. futures markets, The London Metal Exchange (LME) might take some getting used to. Unlike U.S. futures contracts, LME contracts are physical cash forwards on which traders make and take delivery, and the LME is essentially a market for commercial metal interests. LME contracts are referred to as "lots", they come due on "prompt day", not delivery day, and traders operate in a "ring", not a pit. The LME lists four prices: cash, 3-month forward, 15-month forward, and 27-month forward. Trading at the LME combines elements of the open-outcry pit system of the U.S. exchanges with aspects of the telephone-based, 24-hour interbank currency market. Ring trading occurs in a series of short sessions daily. Each morning (11:45 to 1:30) and afternoon (3:15 to 5:00) the LME traders gather in the ring for a series of 5-minute open-outcry sessions. Copper trades for five minutes, zinc trades for five and so on twice around. After that comes a 20-25 minute "kerb trading" period where traders can deal in any metal in open-outcry. After the morning ring session, the quotation committee announces the day's official price ranges, called "the a.m. fix". Likewise, after the afternoon ring session an unofficial "p.m. fix" range is announced. These fixes supply a benchmark off of which the interoffice telephone markets trade for the rest of the day. The closing price reported is the "LME Provisional Closing Price", released just after the final Kerb session at 17:00 London time. Since 1988, the telephone trades have been reported to the exchange for clearing.
CSI uses fixed delivery month codes (similar to PERPETUAL codes) to represent the four different forward prices for each metal. LME Prices are sourced via Knight-Ridder Information Services after the official market close, and reflect composite trading activity during the pre-market, ring and kerb sessions. The close is the end of the kerb session. The delivery code descriptions, including what is in the normal open, high, low, and close (O-H-L-C) fields, and start dates are outlined below.
DeliveryCSI# 38CSI# 46CSI# 47CSI# 48 *CSI# 80CSI# 82CSI# 92
CodeDescription Copper Tin Lead Zinc Nickel Al AlloyAluminum
48Cash open, high, low, close in O-H-L-C01/02/6810/31/7401/02/6811/29/8807/20/7911/24/9208/27/87
393-month open, high, low, close in O-H-L-C01/02/6808/01/7401/02/6809/01/8804/23/7910/06/9206/11/87
4115-month open, high, low, close in O-H-L-C06/11/8706/01/8906/11/8709/01/88*06/11/8710/06/9206/11/87
4427-month close in close field06/10/91------06/10/9107/19/95------06/10/91
46Cash official close in close field01/02/6801/02/6801/02/6809/01/8801/22/8001/04/9308/27/87
58Cash a.m. fix in O-H, and p.m. fix in L-C02/01/8806/01/8902/01/8803/30/9002/01/8801/04/9302/01/88
593-month a.m. fix in O-H, and p.m. fix in L-C02/01/8806/01/8902/01/8803/30/9002/01/8810/06/9202/01/88
6015-month a.m. fix in O-H, and p.m. fix in L-C05/17/9310/31/8910/31/8903/30/9010/31/8910/06/9210/31/89
5327-month a.m. fix in O-H, and p.m. fix in L-C06/10/91------06/10/9107/17/95------06/10/91
45Rudolf Wolff Gmbh 3-month trading04/28/87------
All LME trading is now reported in U.S. dollars, although some of the metals originally were quoted in sterling. Copper and lead were quoted in sterling before 7/1/93. Zinc was quoted in sterling before 9/1/88. Nickel was quoted in sterling before 2/1/88. Tin was quoted in sterling before 6/1/89. CSI generates the history data in dollars by converting from sterling to a dollar approximation using the $/sterling exchange rate. Customers may receive the data in the original sterling by request.
NOTE: Prior to 2/01/88, the LME reported only the a.m. and p.m. fixing prices, and did not report telephone transactions. Up until 2/01/88, The CSI opening price is the "A.M. Official" price and the closing price is the "P.M. Unofficial" price. High and low prices are determined from these fixes.
*Zinc 15-month is assigned delivery code 42, not 41.
COMMODITY # 32 - LONDON GOLD
DeliveryFirst day
Month Codeon FileDescription
494/16/75Spot London Gold formatted in four fields:
1) The open price (0800 GMT).
2) The highest of: open, AM & PM fixes, & close.
3) The lowest of: open, AM & PM fixes, & close.
4) The PM fix.
504/16/75Spot London Gold with the open, AM fix, PM fix, & close in an
O-H-L-C format.
524/16/75Spot London Gold showing the Am fixing price in the open field, the
PM fixing price in the close filed, and the higher value in the high field
and the lower value in the low field.
COMMODITY # 39 - LONDON 1:30 PM SILVER FIX
Delivery1st Day
Month CodeOn FileDescription
4802/21/68Spot
3902/21/683 Month
3702/21/686 Month
4402/21/681 Year
STERLING/DOLLAR RATES
The sterling/dollar exchange rates used by the International Commodities Clearing House to calculate the LME dollar closing prices are presented as CSI #234 beginning January 23, 1991 using the following delivery codes:
37 - spot41 - 3 month44 - 6 month47 - 9 month55 - 12 month
38 - 1 month42 - 4 month45 - 7 month48 - 10 month56 - 13 month
39 - 2 month43 - 5 month46 - 8 month49 - 11 month57 - 14 month
58 - 15 month
The LME daily official settlement rate for the British Pound is reported as CSI number 38, delivery code 51.