Market data & price information
Agricultural daily statistics This section provides a copy of the daily files, both summary and detailed format, should these be required. The format for the summary file is AGR MMDD.xls and detailed file is AMDFULLMMDD.xls. The files typically contain, bid/offer , MTM, high, low, volumes traded, open interest and MTM Volatility.
Excel Daily statistics This is a summary of the mark-to-market of all futures contracts which have an open position. This file is replaced daily, for any previous reports please refer to the “Agricultural Daily Stats” section.
Detailed Daily report This is a detailed report of all trading activity including the mark-to-market of all future and option contracts listed. This file is replace daily, for any previous report please refer to the “Agricultural Daily Stats” section.
Physical deliveries This link provides information specific to the actual physical silos (delivery points) include tonnages that were tendered in completion of a futures contract. Everyday’s delivery activity is stored to serve as a quick reference.
Price History
This page is updated on the 1st of every month. For urgent queries please email Commodities@jse.co.za
Volatility Skews
Updated on a monthly basis with the skews tracking the CME Group. For more information e-mail Commodities@jse.co.za
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