China Coal Index Futures are traded on the Singapore Exchange. Each contract is for 1,000 metric tonnes of China Coal Index. Prices are quoted in cents per tonne.
China Coal Index Futures contracts exist for the months of January (F), February (G), March (H), April (J), May (K), June (M), July (N), August (Q), September (U), October (V) and November (X). The deliverable product for the China Coal Index Futures contract is None; this contract is cash settled using the arithmetic average of all publications of the API 8 index published in the Argus/McCloskey Coal Price Index Report price in the expiring contract month, rounded to 2 decimals places. January (F), February (G), March (H), April (J), May (K), June (M), July (N), August (Q), September (U), October (V), November (X) and December (Z).
Click on any price shown on this page to see a time series of the underlying data, along with options for graphing, downloading and validating the data.
Historical continuous contract data is available from n.a. to n.a..
Quandl's explanatory page About Futures Contracts.