4/8/2002



4/8/2002

CSI Data Resource Cash Market Facts and Information

© Copyright Commodity Systems, Inc. - 2000

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NO. CASH DESCRIPTION BASIS UNITS START FN NO. CASH DESCRIPTION BASIS UNITS START FN

02 Live Cattle, Choice Avg 100-weight Omaha, NE cents/lb. 2/09/66 (a)

03 Cocoa, Ivory Coast New York $/tonne 12/30/65 (b)

04 Live Hogs, Average 100-weight Omaha, NE cents/lb. 11/21/68 (a)

05 Pork Bellies, 12-14 lbs Mid-US cents/lb. 5/16/66

07 Cotton, 1 1/16" Strick Low Midling Memphis, TN cents/lb. 4/02/73 (e)

08 # Copper Cathodes, U.S. producers New York cents/lb. 6/05/74 (c)

09 Corn, No. 2 Yellow Central Ill. cents/bu. 7/01/59

10 * Coffee, Brazilian New York cents/lb. 1/05/79

11 # Oats, No. 2 Milling Minneapolis cents/bu. 1/05/70

13 Platinum, Handy & Harman 12:15 pm New York $/troy oz. 1/25/85

16 Silver, Handy & Harman 12:15 pm New York $/troy oz. 12/06/67

17 Soybeans, No. 1 Yellow Central Ill cents/bu. 5/23/66

18 # Soybean Meal, 48% Protein Decatur, IL $/ton 11/16/73 (f,q)

19 # Soybean Oil, Carload Decatur, IL cents/lb. 5/23/66 (f)

20 Sugar #11, World New York cents/lb. 12/30/65 (g)

21 Wheat, No. 2 Soft Red Winter St Louis cents/bu. 5/16/66 (d,h)

22 # Wheat, No. 2 Hard Kansas City cents/bu. 4/02/73 (f)

23 # Mexican Peso, Interbank Spot New York USD/MXP 3/08/95 (i)

24 # Deutschemark, Interbank Spot New York USD/DEM 5/16/72 (i)

25 # Swiss Franc, Interbank Spot New York USD/FRF 5/23/72 (i)

26 # British Pound, Interbank Spot New York USD/GBP 1/01/70 (i)

27 * Lumber, 2x4 fob BC, Canada Crow's $/1000 bdft 1/05/79 (j)

30 Gold, Handy & Harman 12:15 pm New York $/troy oz. 1/02/75

32 # London Gold (See page 13) London $/troy oz. 4/16/75

33 Feeder Cattle, 7 day avg 600-800lb. Chicago Merc cents/lb. 9/02/77 (k)

34 * Silver Coins, Whole $1000 Face Val. New York cents/bag 1/17/79

40 * GNMA CDR New York points 8/26/77 (m)

41 Treasury Bills New York percent 8/01/77

44 # U.S. Treas benchmark 30-year bond New York 32nds 11/17/87 (d)

55 London Sugar, Raw #4 London GBP/tonne 7/03/75

57 Winnipeg #1 Feed Oats Thunder Bay CAD/ton 8/02/77

58 Winnipeg #1 Rapeseed Vancouver CAD/ton 6/15/72 (n)

59 Winnipeg #1 Flaxseed Thunder Bay CAD/ton 6/15/72 (n)

62 Winnipeg Feed Wheat, #3 Red Spring Thunder Bay CAD/ton 8/02/77

63 * Stud Lumber, 2x4 fob BC, Canada Random Lngths $/1000 bdft 1/05/79 (j)

64 # Canadian Dollar, Interbank Spot New York USD/CAD 5/23/72 (i)

65 # Japanese Yen, Interbank Spot New York USD/JPY 5/17/72 (i)

66 # Australian Dollar, Interbank Spot New York USD/AUD 11/25/86 (i)

67 # French Franc, Interbank Spot New York USD/FRF 9/23/74 (i)

68 Spring Wheat, No #1 14% duluth Minneapolis cents/bu. 12/18/74

69 Palladium, Producer price New York $/troy oz. 7/18/83 (p)

74 30 Day Fed Funds Rate New York percent 10/03/88

79 # CAC-40 Stock Index Paris points 3/01/90

83 Sugar Paris $/tonne 5/10/91

89 # Heating Oil #2, 5:00 pm New York cents/gal 11/15/78 (r)

96 * Broiler Chickens, 12 city composite weighted ave cents/lb. 4/01/91

100 # Russell 1000 Stock Index NYFE points 3/05/99

101 # Commodity Research Bureau Index NYFE points 1/02/74 (v)

102 # Russell 2000 Stock Index NYFE points 9/10/87

103 # Russell 3000 Stock Index NYFE points 9/10/87

104 # S & P Midcap 400 Stock Index Chicago Merc points 2/13/92

116 Platinum London GBP/troy oz. 4/06/81

119 # Hang Seng Index Hong Kong points 12/31/86

121 # Singapore Rubber, Prompt Singapore SGD/100 kg 4/09/81 (s)

131 # German DAX Index Frankfurt points 11/26/90

136 Brent Blend Crude Index NW Europe $/barrel 2/28/89

141 * Eurodollar, 3-Month Rate Brit. Bankers Assn percent 12/09/81

142 One Month LIBOR London percent 3/26/90

149 # Standard & Poors 500 Index Chicago Merc points 1/03/50 (u)

150 # U.S. Treas benchmark 10-year note New York 32nds 8/10/95 (d)

151 # NYSE Composite Index NYFE points 12/31/81 (v)

152 Sugar Paris FRF/tonne 5/21/82

157 # TOPIX Stock Index Tokyo points 4/03/90

171 # Australian Dollar, 6pm-5pm ET (23 hour) London currency/EUR 1/04/99

Code Currency CF Code Currency CF

37 British Pound +4 43 French Franc +3

39 Japanese Yen +2 44 Hong Kong Dollar +4

40 Swiss Franc +4 51 New Zealand Dollar +4

41 U.S. Dollar +4 52 Singapore Dollar +4

42 Canadian Dollar +4

173 Short Sterling, 3-month London percent 8/16/95

174 Long Gilt 9% London 32nds 8/16/95

186 WCE Western Barley Lethbridge CAD/tonne 2/28/83 (x)

187 * Liquefied Propane, Mont Belvieu Texas cents/gal. 1/04/88

188 # Light Crude Oil, W Texas Inter New York cents/gal. 3/30/83 (r)

189 * Sour Crude Oil Index New York Merc $/Barrel 9/01/98

191 * Natural Gas Henry Hub $/mmbtu 5/11/95

193 # Value Line Arithmetic Index KCBT points 1/02/75 (t)

199 London Sugar, #5 White London $/tonne 10/11/87

201 London Sugar, #6 F.O.B. London $/tonne 10/14/85

207 # U.S. Treas benchmark 2-year note New York 64ths 8/10/95 (d)

209 # FTSE 100 Stock Index London points 4/02/84

214 # Swiss Market Index Switzerland points 11/09/90

217 Cotton, 1 1/16 Inch Midling below cents/lb. 7/19/84 (e)

Code Before 9/1/88 After 9/1/88

37 Montgomery Southeast

38 Memphis North Delta

39 Dallas East TX/OK

40 Lubbock West Texas

41 Greenville South Delta

42 Greenwood ---------

43 Phoenix Desert SW

44 Fresno SJ Valley

45 8 - Market Average 7 - Area Average

218 Cocoa USD/tonne 7/19/84

CSI Delivery Codes

37 = Main crop, Ivory Coast 42 = Cocoa liquor, Brazil

38 = Superior cocoa beans, Bahia 43 = Pure pressed cocoa butter, Africa

39 = FAQ cocoa beans, Sanchez 44 = Pure pressed cocoa butter, New York

40 = Superior seasons, Arriba 45 = Cocoa press cake, natural, New York

41 = Cocoa liquor, Ecuador 46 = Malaysia 110, New York

219 Petroleum $/barrel 8/20/84 (o)

European "Spot" Free Market Prices Domestic Spot Market

43 = Light, Saudi Arabia 53 = Intermediate sweet, West Texas

44 = Heavy, Saudi Arabia 54 = Sour midland, West Texas

46 = Forties, North Sea 55 = Sweet St. James, South Louisiana

47 = Brent, North Sea 56 = North Slope Alaska, del-Pacific

48 = Bonny Light, Nigeria

49 = Urals, Russia

Refined Products - cents/gallon

52 = #2 Heating Oil, Gulf Coast

57 = Fuel oil #2, New York

58 = Regular leaded gasoline, New York

59 = Regular unleaded gasoline, New York

60 = Propane, Mont. Belvieu, TX

39 = Unleaded gasoline, Gulf Coast

37 = Premium unleaded, New York

38 = Premium unleaded, U.S. Gulf

221 Live Hogs cents/lb. 7/20/84

CSI Delivery Codes 41 = St. Paul

37 = Peoria 42 = Kansas City

38 = Omaha 43 = St. Joseph

39 = Sioux City 54 = Lean Hog Index

40 = St. Louis

224 # Unleaded Regular Gas, Harbor Barge New York cents/gal. 12/03/84 (r)

228 90 Day Bank Accepted Bills Res Bank Aust points 8/03/84

229 Sydney US Dollar, Spot Sett Rate Res Bank Aust AUD/USD 8/03/84

230 # Sydney All Ordinaries Stock Index Aust Stock Ex points 8/03/84

231 Australian 3yr 12% Coupon T-Bond Aust Gilt Sec points 5/19/88

232 # Sydney SPI 200 Index S&P points 5/02/00

236 # Winter White Wheat, #1 soft Portland, OR cents/bu. 2/19/85

246 Metal Cash Prices New York 9/11/84

CSI Del. Code cents/lb. CSI Del. Code $/troy oz.

37 = US producer-copper wirebars 49 = Palladium free del

38 = US producer-copper cathodes 50 = Palladium producers(JMI base)

39 = US producer-copper merchant 51 = Platinum free

40 = Copper scrap no. 2 carloads 52 = Platinum producers (JMI base)

41 = Lead-domestic, del US

42 = Lead-scrap, carloads, del NY 53 = Wolframite, CIF US ($/ton)

43 = Zinc-prime western, del NY 55 = Quicksilver, 75 lb. flask

44 = Zinc-high grade, carloads, US ($/lb.)

45 = Zinc-electro, special hi-grade

46 = Aluminum, del NY

47 = Tin straits open market

48 = Tin plates, FOB per 50 lb box

248 # Nikkei 225 Index Tokyo points 1/04/84 (v)

251 # U.S. Treas benchmark 5-year note New York 64ths 8/10/95 (d)

253 Municipal Bond Index Bond Buyer points 6/11/85 (z)

254 # Baltic Freight Index London points 9/13/91

255 # Nikkei 225 Index Osaka points 9/03/88

258 # Major Market Index Chicago Merc points 8/06/85 (w)

263 # US Dollar Index FINEX points 1/04/71

264 * EURO, European Common Commission FINEX points 1/07/86

266 # Goldman Sachs Commodity Index New York points 12/31/69

277 # Eurotop 100 Index COMEX points 10/26/92

307 # Hungarian Traded Index Budapest points 12/30/94

314 # New Zealand 40 Capital SPI New Zealand points 9/18/92

319 # OMX Index Stockholm points 10/12/92 (w)

320 # Amsterdam EOE Index Amsterdam points 10/12/92

322 # Eurotop 100 Index Amsterdam points 10/12/92

326 # Austrian Traded Index Vienna points 11/11/92

329 # KFX Stock Index Copenhagen points 1/26/93

330 # MSCI Hong Kong+ Index Hong Kong points 11/23/98

331 # IBEX 35 Index Madrid points 4/06/93

338 # OBX Index Oslo points 9/17/93

342 # BEL 20 Index Brussels points 10/29/93

346 # Nikkei 300 Index Osaka points 2/09/94

355 # Brazilian Real, Interbank Spot New York USD/BRL 11/01/95

359 # MIB 30 Stock Index Milan points 3/19/93

380 # VOLAX Index Frankfurt points 1/19/98

381 10-Year Australian T-Bonds Index Aust Gilt Sec points 1/14/85

390 # U.S. Dollar, 6pm-5pm ET (23 hours) Composite currency/USD 9/05/94

Code Currency CF Code Currency CF

37 Australian Dollar +4 49 Norwegian Krone +3

38 Belgian Franc +2 50 Finnish Mark +4

39 Canadian Dollar +4 51 New Zealand Dollar +4

40 Greek Drachma +2 52 Singapore Dollar +4

41 Danish Krone +3 53 Swiss Franc +4

42 German Mark +4 54 Spanish Peseta +2

43 French Franc +3 55 UK Sterling (US/BP) +4

44 Hong Kong Dollar +4 56 Mexican Peso +4

45 Italian Lira +1 57 South African Rand +4

46 Japanese Yen +2 58 Swedish Krone +3

47 Malaysian Ringit +4 59 Austrian Shilling +2

48 Netherlands Guilder +4 60 Korean Won +1

391 # IBOVESPA Stock Index Sao Paulo points 4/27/93

396 # New Zealand 10 Capital SPI New Zealand points 7/05/95

397 # FOX Index Helsinki points 5/05/95

401 # Standard & Poors 500 Growth Index Chicago Merc points 10/30/92 (y)

402 # Standard & Poors 500 Value Index Chicago Merc points 10/30/92 (y)

406 # KLSE Composite Index Kuala Lumpur points 12/03/93

429 # NASDAQ 100 Index Chicago Merc points 10/01/85 (w)

431 # PSE Technology Index NYFE points 4/23/96

433 # Mexico IPC Index Chicago Merc points 6/04/96

443 # German DAX Midcap Index Frankfurt points 9/23/96

445 * Oriented Strand Board, 7/16 inch Crow's $/1000 sqft 7/07/00

448 # MSCI Taiwan Index Singapore points 1/09/97

466 # JSE All Share Index Johannesburg points 5/02/90

467 # JSE All Gold Index Johannesburg points 5/02/90

468 # JSE Industrial Index Johannesburg points 5/02/90

489 # Hang Seng Red China Index Hong Kong points 9/20/95

490 # Deutschemark, 6pm-5pm ET (23 hours) London currency/DEM 9/05/94

Code Currency CF Code Currency CF

37 Australian Dollar +4 49 Norwegian Krone +4

38 Belgian Franc +3 50 Finnish Mark +4

39 Canadian Dollar +4 51 New Zealand Dollar +4

41 Danish Krone +4 52 Singapore Dollar +4

41 Danish Krone +4 53 Swiss Franc +4

43 French Franc +4 54 Spanish Peseta +4

44 Hong Kong Dollar +4 55 UK Sterling +4

45 Italian Lira +2 58 Swedish Krone +4

46 Japanese Yen +2 59 Austrian Shilling +4

48 Netherlands Guilder +4 60 US Dollar +4

491 PSI 20 Index Lisbon points 9/03/97

496 # DJIA Index CBOE points 1/02/92

501 # KOSPI 200 Stock Index Seoul points 1/21/98

519 # Russian Ruble, Interbank Spot New York USD/RUB 4/21/98 (i)

520 # Czech Traded Index points 4/23/98

521 # Polish Traded Index points 4/23/98

522 # Russian Traded Index points 4/23/98

523 # Eurotop 100 Index London points 5/12/98

524 # Euro FX, Interbank spot New York USD/EUR 5/20/98

539 # MSCI Singapore Stock Index Singapore points 9/07/98

556 # Internet Index points 4/05/99

588 # Toronto S&P 60 Index Toronto points 12/31/98

590 # British Pound, 6pm-5pm ET (23 hour) Composite currency/GBP 5/27/98

Code Currency CF Code Currency CF

37 Australian Dollar +4 48 Netherlands Guilder +4

38 Belgian Franc +2 49 Netherlands Guilder +4

39 Canadian Dollar +4 50 Finnish Mark +4

40 Greek Drachma +2 51 New Zealand Dollar +4

41 Danish Krone +3 52 Singapore Dollar +4

42 German Mark +4 53 Swiss Franc +4

43 French Franc +3 54 Spanish Peseta +2

44 Hong Kong Dollar +4 56 Mexican Peso +3

45 Italian Lira +1 57 South Africa Radn +3

46 Japanese Yen +2 58 Swedish Krone +3

47 Malaysian Rinnit +4 59 Austrian Shilling +2

591 # Euro, 6pm-5pm ET (23 hour) Composite currency/EUR 1/04/99

Code Currency CF Code Currency CF

37 Australian Dollar +4 52 Singapore Dollar +4

39 Canadian Dollar +4 53 Swiss Franc +4

40 Greek Drachma +2 55 British Pound +4

41 Danish Krone +4 56 Mexican Peso +4

44 Hong Kong Dollar +4 57 South Africa Rand +4

46 Japanese Yen +2 58 Swedish Krone +4

47 Malaysian Ringgit +4 60 U.S. Dollar +4

51 New Zealand Dollar +4

690 # US Dollar 6pm-5pm ET (23 hour) Composite currency/USD 1/23/2002

Code Currency CF Code Currency CF

37 U.A.E. Dirham +4 48 Polish Zloty +4

38 Bahraini Dollar +4 49 Russian Ruble +3

39 Brazilian Real +4 50 Saudi Riyal +4

40 Chinese Yuan +4 51 Slovakian Koruna +4

41 Czech Koruna +3 52 Thai Baht +3

42 Euro +4 53 Taiwan Dollar +3

43 Hungarian Forint +3 54 Venezuelan Bolivar +3

44 Indonesian Rupiah +0 55 Isreali Shekel +4

45 Indian Rupee +2 56 Argentine Peso +4

46 Kuwaiti Dinar +4 57 Pakistan Rupee +3

47 Portuguese Escudo +2 58 Peru Nuevo Sol +3

59. Not assigned

60. Not Assigned

691 # Euro 6pm-5pm ET (23 hour) Composite currency/EUR 1/23/2002

Code Currency CF Code Currency CF

37 U.A.E. Dirham +4 48 Polish Zloty +4

38 Bahraini Dollar +4 49 Russian Ruble +3

39 Brazilian Real +4 50 Saudi Riyal +4

40 Chinese Yuan +4 51 Slovakian Koruna +4

41 Czech Koruna +3 52 Thai Baht +3

42 Not assigned +4 53 Taiwan Dollar +3

43 Hungarian Forint +3 54 Venezuelan Bolivar +3

44 Indonesian Rupiah +0 55 Isreali Shekel +4

45 Indian Rupee +2 56 Not assigned +4

46 Kuwaiti Dinar +4 57 Pakistan Rupee +3

47 Portuguese Escudo +2 58 Peru Nuevo Sol +3

59. Not assigned

60. Not assigned

FOOTNOTES

Cash prices are identified as delivery code 54.

(*) Commodities with an asterisk by their number only have cash prices available one-day-lagged as delivery code 61.

(#) Commodities with a # by their number have an open, high, low and close price for the current day. All others have a single daily price.

(a) The cash price for Live Cattle (CSI #02), and Live Hogs (CSI #04), is quoted basis Sioux City, Iowa until 03/29/82. Beginning 3/30/82, the basis is Omaha, Nebraska.

(b) Because of circumstances beyond CSI's control (strikes, crop failures, etc) there was no data available for Cocoa (CSI #03) from 9/02/75 to 11/03/75, 5/23/77 to 8/22/77, and 9/26/77 to 1/03/83. From 10/30/65 to 1/04/83 the cash price basis for Cocoa was Ghana, on 1/05/83 it changed to Ivory Coast.

(c) Beginning on 9/12/84, the cash Copper (CSI #08) was changed from Scrap Wire to Copper Cathodes. On 1/18/79 the cash price changed to Copper Cathode, U.S. Producers.

(d) The benchmark US Bond changes every quarter to maintain a 30-year maturity. Depending on the fluctuation of interest rates, the new benchmark bond each quarter may not have the same coupon as the previous bond, causing sharp changes in the price when the new maturity takes effect. This also applies to the 10 and 5 year note. Before 920213 the bond data is close-only.

(e) A 39 cent price drop on 860801 resulted from implementation of the 1985 Farm Bill that changed the cotton price basis from the government loan rate to the world basis.

(f) Commodity Numbers 18, 19, and 22 have an open-high-low-close current day cash price starting 1/18/84.

(g) Cash Sugar from 1/01/68-3/31/70 is spot Sugar #8 (NY) stowed Caribbean until 11/03/77, #11 raw (NY); until 8/19/79 unquoted by exchange; from 8/20/79 to present, world raw #11 (NY). For the time period 11/03/77 to 8/17/79 there is no data available for Commodity #20 due to circumstances beyond CSI's control.

(h) The cash price for Wheat (CSI #21) is quoted basis Chicago, Illinois until 4/29/82. Beginning 4/30/82, the basis is St. Louis, Missouri.

(i) Commodity Numbers 23, 24, 25, 26, 64, and 65 have open-high-low available starting on 7/02/79. These prices are the Interbank Spot prices, opening at 7am Chicago time and closing at 2:00pm Chicago time. Like Peso futures, Peso cash is not available from 851121 to 950307. French Franc cash is not available from 900915 to 930920.

(j) Lumber (CSI #27), Stud Lumber (CSI# 63) and Plywood (CSI #133), present only one cash price per week.

(k) Prior to 5/01/86 the cash price basis for Commodity #33 was the WSJ price for Feeder Steers, Oklahoma City, 500-700lbs. Starting 5/01/86 the cash price was the price calculated by the Cattle Fax seven day moving average price for 600-800lb steers. Starting 1/1/93 the price is the CME seven day weighted average for steers (various markets) 700-799 lbs Starting 1/01/00, the price is the CME Feeder Index for steers 700-849 lbs.

(m) The GNMA cash price is verified with 100.00 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.

(n) Canadian oilseeds (#58, #59) were quoted in cents/bushel until 761230. All data before th1s date is converted to metric tons by CSI.

o) Pricing 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. Prior to 860730, prices were based on crude oil quotes. Alaska North Slope was delivered US Gulf prior to 960515.

(p) Palladium (CSI #69) cash price basis was a dealer price from 7/18/83 to 7/11/84. From 7/11/84 to present it is a producer price (JMI) Base in Troy Oz.

(q) The soymeal cash price was 44% meal before 921001, when the futures basis changed.

(r) For CSI# 89, 188, and 224 the 54 cash prices have the ask-bid range for the day as the high and low; the close field is the average of these prices. Before 10/13/83, the Heating Oil (CSI #89) cash price is a closing bid price.

(s) Commodity number 121 has current day open-high-low-close cash prices available starting 2/14/84.

(t) The Value Line Index (CSI #193) has open-high-low-close cash prices available starting on 2/25/82. Futures prior to the 9/88 contracts were based on the Geometric Index, therefore this cash index is geometric before 6/20/88.

(u) From 1/02/50 to 12/29/61, the closing cash price only is provided in an open-high-low-close format for S & P 500 Index (CSI #149). From 1/02/62 to 12/31/79 the open provided is the previous day's last price. From 1/02/80 through the present, the actual open is available. During the second half of 1968, US securities markets were closed one day per week (usually Wednesday) to help brokerage firms eliminate paperwork backlogs caused by heavy trading.

(v) NYSE Index (CSI #151) has open-high-low-close cash prices available starting on 5/06/82. The CRB Index (CSI #101) has open-high-low-close cash prices available starting on 6/12/86. NIKKEI Index (CSI #248) has open-high-low-close cash prices available starting on 9/03/86.

(w) The NASDAQ 100 (#429) split 2-for-1 on 940103. The OMX Index split 4-for-1 on 980427.

(x) Alberta Feed Barley, cash price basis Thunder Bay, is available from 2/28/83 to 2/28/89, when the market stopped trading. A new contract Western Barley was introduced on 5/24/89 to replace the Alberta Barley and its cash price is available from 8/16/89. Its basis is Lethbridge.

(y) Before 11/03/95, the only the closing cash price is available for CSI#401 and CSI# 402.

(z) The Bond Buyer reset the muni-bond index coefficient from .804 to 1.000 on 950622. All prior cash data is converted by dividing price data by .804.

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