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settle price - Chicago Board of Trade - Settlement Prices
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Frequency :
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PVO
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Derivatives Class :
| Futures |
Options |
Other Derivatives |
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Dow Jones-AIG Commodity Indx SM Excess Return.
Column ( 1) Dow Jones-AIG Commodity Indx SM Excess Return maturity 1.
Nearest maturity
. Number of observations : 3
Column ( 2) Dow Jones-AIG Commodity Indx SM Excess Return maturity 2.
2nd maturity
. Number of observations : 3
Column ( 3) Dow Jones-AIG Commodity Indx SM Excess Return maturity 3.
3rd maturity
. Number of observations : 3
Column ( 4) Dow Jones-AIG Commodity Indx SM Excess Return maturity 4.
4th maturity
. Number of observations : 3
Column ( 5) Dow Jones-AIG Commodity Indx SM Excess Return maturity 5.
5th maturity
. Number of observations : 2
EconStats does not guarantee the accuracy of this data. Copyright 2008 by EconStats.
2008 jun 20, 10:43 pm |
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Dow Jones-AIG Commodity Indx SM Excess Return . Futures . Settlement Price
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, Dow Jones-AIG Commodit ,, Dow Jones-AIG Commodit ,, Dow Jones-AIG Commodit ,, Dow Jones-AIG Commodit ,, Dow Jones-AIG Commodit ,
, y Indx SM Excess Retur ,, y Indx SM Excess Retur ,, y Indx SM Excess Retur ,, y Indx SM Excess Retur ,, y Indx SM Excess Retur ,
, n ,, n ,, n ,, n ,, n ,
, Dow Jones-AIG Commodit ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,
, y Indx SM Excess Retur ,, ,, ,, ,, ,
, n; Nearest expiration ,, ,, ,, ,, ,
, Oct2006 to Jun2008,, Oct2006 to Jun2008,, Oct2006 to Jun2008,, Oct2006 to Jun2008,, Oct2006 to Jun2008,
End of , ,, ,, ,, ,, ,
2008.2 , 228100, 2008-06 , 227900, 2008-09 , 227900, 2008-12 , 227900, 2009-03 , 227900, 2012-12
2008.1 , na, , na, , na, , na, , na,
2007.4 , na, , na, , na, , na, , na,
2007.3 , na, , na, , na, , na, , na,
2007.2 , na, , na, , na, , na, , na,
2007.1 , 165000, 2007-03 , 164000, 2007-06 , 164000, 2007-09 , 164000, 2011-12 , na,
2006.4 , 166400, 2007-03 , 166200, 2007-06 , 166200, 2007-09 , 166200, 2011-12 , 166800, 2010-12
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