|
|
|
|
| | KCBT
- Kansas City Board of Trade
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
| Futures |
Options |
Other Derivatives |
|
|
Value Line (Mini). MV - Electronic trading, Unit of trading: one contract ($100 x futures price). Cash settled. Months: March, June, September, December. Min price fluctuation: 0.10 point ($10 per contract). Last trading day: third Thursday of the contract month. Trading hours: 7:15 pm to 3:15pm, Sunday through Friday. Expiration time on last trading: 3:15pm. Position limits: 5000 contracts in all months combined. Daily settlement method: weighted average of the last 30 seconds of trading
Column ( 1) Value Line (Mini) maturity 1.
Nearest maturity
. Number of observations : 24
Column ( 2) Value Line (Mini) maturity 2.
2nd maturity
. Number of observations : 24
Column ( 3) Value Line (Mini) maturity 3.
3rd maturity
. Number of observations : 11
Column ( 4) Value Line (Mini) maturity 4.
4th maturity
. Number of observations : 4
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 nov 11, 9:59 pm |
| |
http://www.kcbt.com
|
Value Line (Mini) . Futures . Average Open Interest
|
|
, Value Line (Mini) ,, Value Line (Mini) ,, Value Line (Mini) ,, Value Line (Mini) ,
, Value Line (Mini)1st ,, Value Line (Mini)2nd ,, Value Line (Mini)3rd ,, Value Line (Mini)4th ,
, Value Line (Mini); Nea ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,
, rest expiration ,, ,, ,, ,
, Jan.2001 to Dec.7.2006,, Jan.2001 to Dec.7.2006,, Feb.2001 to Oct.24.2006,, Dec.2004 to Oct.24.2006,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2006.4 , na, 41 day avg , na, 41 day avg , na, 1 day avg , na, 1 day avg
2006.3 , 2.4, 48 day avg , na, 50 day avg , na, 42 day avg , na, 0 day avg
2006.2 , 74.9, 50 day avg , 1.0, 50 day avg , na, 50 day avg , na, 0 day avg
2006.1 , 158.7, 54 day avg , 21.6, 54 day avg , na, 8 day avg , na, 0 day avg
2005.4 , 117.0, 55 day avg , 17.8, 52 day avg , na, 37 day avg , na, 0 day avg
2005.3 , 65.3, 51 day avg , 0.6, 51 day avg , na, 51 day avg , na, 1 day avg
2005.2 , 23.3, 51 day avg , 14.2, 13 day avg , na, 8 day avg , na, 0 day avg
2005.1 , 27.7, 55 day avg , 0.5, 30 day avg , na, 23 day avg , na, 2 day avg
2004.4 , 21.3, 62 day avg , 14.4, 20 day avg , na, 9 day avg , na, 1 day avg
2004.3 , 50.7, 62 day avg , 5.0, 12 day avg , na, 0 day avg , na, 0 day avg
2004.2 , 43.5, 57 day avg , 14.9, 28 day avg , na, 0 day avg , na, 0 day avg
2004.1 , 48.7, 52 day avg , 22.7, 11 day avg , na, 0 day avg , na, 0 day avg
2003.4 , 35.6, 63 day avg , 10.3, 29 day avg , na, 0 day avg , na, 0 day avg
2003.3 , 24.6, 63 day avg , 30.3, 23 day avg , na, 0 day avg , na, 0 day avg
2003.2 , 51.9, 60 day avg , 11.2, 18 day avg , na, 0 day avg , na, 0 day avg
2003.1 , 273.3, 57 day avg , 106.3, 6 day avg , na, 0 day avg , na, 0 day avg
2002.4 , 210.6, 60 day avg , 67.4, 54 day avg , na, 0 day avg , na, 0 day avg
2002.3 , 128.9, 63 day avg , 6.5, 61 day avg , na, 0 day avg , na, 0 day avg
2002.2 , 307.9, 60 day avg , 14.3, 55 day avg , na, 0 day avg , na, 0 day avg
2002.1 , 301.4, 59 day avg , 209.1, 10 day avg , na, 0 day avg , na, 0 day avg
2001.4 , 198.4, 56 day avg , 137.9, 14 day avg , na, 0 day avg , na, 0 day avg
2001.3 , 245.4, 57 day avg , 17.3, 52 day avg , na, 0 day avg , na, 0 day avg
2001.2 , 237.3, 59 day avg , 26.2, 59 day avg , 1.0, 4 day avg , na, 0 day avg
2001.1 , 286.4, 57 day avg , 29.1, 57 day avg , 1.4, 16 day avg , na, 0 day avg
|