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CME Groups
| CME
- Chicago Mercantile Exchange - Commmodities Interest Rates
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Frequency :
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PVO
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Derivatives Class :
Futures |
Options |
Other Derivatives |
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Random-Length Lumber.
Column ( 1) Random-Length Lumber maturity 1.
Nearest maturity
. Number of observations : 34
Column ( 2) Random-Length Lumber maturity 2.
2nd maturity
. Number of observations : 34
Column ( 3) Random-Length Lumber maturity 3.
3rd maturity
. Number of observations : 34
Column ( 4) Random-Length Lumber maturity 4.
4th maturity
. Number of observations : 34
Column ( 5) Random-Length Lumber maturity 5.
5th maturity
. Number of observations : 32
Column ( 6) Random-Length Lumber maturity 6.
6th maturity
. Number of observations : 24
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
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| Random-Length Lumber . Futures . Average Volume
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, Random-Length Lumber ,, Random-Length Lumber ,, Random-Length Lumber ,, Random-Length Lumber ,, Random-Length Lumber ,, Random-Length Lumber ,
, Random-Length Lumber1s ,, Random-Length Lumber2n ,, Random-Length Lumber3r ,, Random-Length Lumber4t ,, Random-Length Lumber5t ,, Random-Length Lumber6t ,
, t ,, d ,, d ,, h ,, h ,, h ,
, Random-Length Lumber; ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, Nearest expiration ,, ,, ,, ,, ,, ,
, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2009.2 , 529.393, 28 day avg , 509.607, 28 day avg , 140.893, 28 day avg , 13.179, 28 day avg , 4.036, 28 day avg , 0.536, 28 day avg
2009.1 , 511.032, 62 day avg , 433.500, 62 day avg , 130.726, 62 day avg , 33.258, 62 day avg , 4.032, 62 day avg , 0.887, 62 day avg
2008.4 , 589.328, 64 day avg , 589.750, 64 day avg , 125.969, 64 day avg , 37.281, 64 day avg , 5.781, 64 day avg , 2.453, 64 day avg
2008.3 , 774.800, 65 day avg , 745.831, 65 day avg , 168.600, 65 day avg , 37.446, 65 day avg , 4.923, 65 day avg , 0.954, 65 day avg
2008.2 , 901.516, 64 day avg , 889.563, 64 day avg , 175.844, 64 day avg , 41.234, 64 day avg , 11.188, 64 day avg , 2.922, 64 day avg
2008.1 , 801.213, 61 day avg , 751.361, 61 day avg , 134.967, 61 day avg , 40.279, 61 day avg , 29.934, 61 day avg , 3.279, 61 day avg
2007.4 , 679.141, 64 day avg , 701.859, 64 day avg , 87.672, 64 day avg , 16.219, 64 day avg , 2.125, 64 day avg , 1.266, 64 day avg
2007.3 , 604.127, 63 day avg , 481.095, 63 day avg , 54.952, 63 day avg , 8.492, 63 day avg , 0.965, 57 day avg , 0.107, 28 day avg
2007.2 , 745.047, 64 day avg , 586.891, 64 day avg , 87.922, 64 day avg , 19.375, 64 day avg , 1.594, 64 day avg , 1.244, 41 day avg
2007.1 , 582.587, 63 day avg , 501.127, 63 day avg , 70.159, 63 day avg , 13.048, 63 day avg , 3.302, 63 day avg , 0.508, 63 day avg
2006.4 , 605.238, 63 day avg , 519.968, 63 day avg , 61.143, 63 day avg , 6.810, 63 day avg , 103.138, 63 day avg , 115.625, 24 day avg
2006.3 , 463.111, 63 day avg , 471.492, 63 day avg , 67.984, 63 day avg , 23.556, 63 day avg , 42.953, 62 day avg , 54.111, 28 day avg
2006.2 , 540.000, 63 day avg , 473.111, 63 day avg , 63.746, 63 day avg , 29.592, 63 day avg , 46.182, 34 day avg , 9.344, 34 day avg
2006.1 , 530.710, 62 day avg , 388.613, 62 day avg , 70.290, 62 day avg , 39.768, 62 day avg , 139.683, 60 day avg , 132.385, 13 day avg
2005.4 , 491.603, 63 day avg , 360.079, 63 day avg , 53.349, 63 day avg , 26.500, 63 day avg , 40.416, 63 day avg , 80.455, 42 day avg
2005.3 , 471.078, 64 day avg , 358.750, 64 day avg , 49.031, 64 day avg , 27.669, 64 day avg , 42.619, 64 day avg , 63.236, 42 day avg
2005.2 , 532.828, 64 day avg , 281.953, 64 day avg , 41.703, 64 day avg , 16.903, 64 day avg , 0.438, 48 day avg , 0.313, 16 day avg
2005.1 , 582.803, 61 day avg , 392.574, 61 day avg , 80.689, 61 day avg , 11.098, 61 day avg , 30.471, 52 day avg , na, 2 day avg
2004.4 , 530.375, 64 day avg , 272.063, 64 day avg , 41.375, 64 day avg , 5.172, 64 day avg , 0.760, 50 day avg , na, 0 day avg
2004.3 , 584.797, 64 day avg , 394.469, 64 day avg , 71.266, 64 day avg , 8.453, 64 day avg , 1.148, 27 day avg , na, 0 day avg
2004.2 , 570.254, 63 day avg , 339.143, 63 day avg , 64.302, 63 day avg , 16.302, 63 day avg , 0.842, 57 day avg , na, 0 day avg
2004.1 , 500.097, 62 day avg , 360.194, 62 day avg , 54.597, 62 day avg , 13.548, 62 day avg , 0.980, 50 day avg , na, 0 day avg
2003.4 , 443.672, 64 day avg , 236.391, 64 day avg , 24.125, 64 day avg , 3.500, 64 day avg , 0.380, 50 day avg , na, 0 day avg
2003.3 , 613.813, 64 day avg , 344.688, 64 day avg , 51.563, 64 day avg , 4.095, 63 day avg , 0.854, 48 day avg , 0.800, 5 day avg
2003.2 , 544.032, 63 day avg , 262.556, 63 day avg , 32.270, 63 day avg , 5.413, 63 day avg , 0.976, 42 day avg , na, 0 day avg
2003.1 , 541.590, 61 day avg , 367.213, 61 day avg , 47.885, 61 day avg , 10.967, 61 day avg , 0.833, 6 day avg , na, 2 day avg
2002.4 , 397.813, 64 day avg , 238.703, 64 day avg , 39.453, 64 day avg , 8.875, 64 day avg , 3.885, 26 day avg , na, 0 day avg
2002.3 , 330.281, 64 day avg , 192.688, 64 day avg , 21.406, 64 day avg , 4.859, 64 day avg , 1.351, 57 day avg , 0.400, 5 day avg
2002.2 , 349.000, 64 day avg , 208.109, 64 day avg , 31.719, 64 day avg , 3.889, 45 day avg , 0.600, 35 day avg , 0.400, 5 day avg
2002.1 , 408.085, 59 day avg , 278.441, 59 day avg , 44.746, 59 day avg , 7.800, 50 day avg , 0.333, 9 day avg , na, 0 day avg
2001.4 , 325.797, 64 day avg , 196.516, 64 day avg , 30.547, 64 day avg , 5.453, 53 day avg , 0.377, 53 day avg , 0.294, 17 day avg
2001.3 , 393.932, 59 day avg , 243.661, 59 day avg , 66.525, 59 day avg , 5.091, 11 day avg , na, 0 day avg , na, 0 day avg
2001.2 , 535.048, 62 day avg , 340.516, 62 day avg , 78.274, 62 day avg , 8.667, 54 day avg , na, 0 day avg , na, 0 day avg
2001.1 , 517.258, 62 day avg , 350.113, 62 day avg , 77.419, 62 day avg , 13.032, 62 day avg , 26.906, 51 day avg , 58.514, 21 day avg
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