Dissemination of EWR Price Indicators Data
EWR Price Indicators are disseminated in real-time or with a delay on platforms determined by the Exchange and through data vendors with which agreements have been made.
- EWR Price Indicators Published via Data Vendor Companies
TMEX Barley EWR Indicator: This is the volume-weighted average price of transactions conducted during the continuous auction session for domestic barley product classes (Class 1 and Class 2).
TMEX Wheat Bread EWR Indicator: This is the volume-weighted average price of transactions conducted during the continuous auction session for domestic wheat bread product classes (Class 1, Class 2, Class 3 and low-grade).
TMEX Wheat Durum EWR Indicator: This is the volume-weighted average price of transactions conducted during the continuous auction session for domestic wheat durum product classes (Class 1, Class 2, Class 3, and low-grade).
TMEX Corn EWR Indicator: This is the volume-weighted average price of transactions conducted during the continuous auction session for domestic corn product classes (Class 1 and Class 2). The popcorn product group is not included in the calculations.
The statistics included in the EWR Price Indicator published during the EWR Market session are calculated according to the following rules:
- Opening Price: The price of the first trade executed in a continuous auction session under a trading code included in the price display.
- Highest Price: The highest transaction price achieved during a continuous auction session in a transaction code included in the price indicator.
- Lowest Price: The lowest transaction price from transactions executed during a continuous auction session in a transaction code included in the price indicator.
- Closing Price: The price of the last trade executed in a continuous auction session under a transaction code included in the price indicator.
- Weighted Average Price: The quantity-weighted average price of transactions executed during the continuous auction session within the product hierarchy included in the price indicator.
- Previous Weighted Average Price: The volume-weighted average price of the transaction(s) on the trading day immediately preceding the date of the most recent transaction in the product hierarchy included in the price indicators.
- Number of Transactions: This is the number of transactions that take place during a continuous auction session within the product hierarchy included in the price indicator.
- Total Trading Value: This is the sum of the trading values realised during the continuous auction session within the product hierarchy included in the price indicator.
- Total Trading Volume: This is the sum of the trading volumes occurring during the continuous auction session within the product hierarchy included in the price indicator.
Cancelled transaction information is not included in price statistics.
- Dissemination of EWR Price Indicators on the TMEX Website
Our exchange publishes weighted average prices and percentage change information for barley, wheat bread, wheat durum, and corn products on its website homepage.
The weighted average price information is the volume-weighted average price of transactions conducted in the relevant domestic product classes during the TMEX EWR Market continuous auction session.
Percentage changes are calculated based on the weighted average price of the previous session for the relevant product. Cancelled transaction information is not included in the calculations.