|
|
CME Groups
| CME_equity_indices
- Chicago Mercantile Exchange - Equity Indices
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
S&P BARRA Value Index.
Column ( 1) S&P BARRA Value Index maturity 1.
Nearest maturity
. Number of observations : 9
Column ( 2) S&P BARRA Value Index maturity 2.
2nd maturity
. Number of observations : 9
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am |
|
| S&P BARRA Value Index . Futures . Average Open Interest
|
|
, S&P BARRA Value Index ,, S&P BARRA Value Index ,
, S&P BARRA Value Index1 ,, S&P BARRA Value Index2 ,
, st ,, nd ,
, S&P BARRA Value Index; ,, 2nd nearest expn ,
, Nearest expiration ,, ,
, Jan.2001 to May.7.2009,, Nov.2001 to May.7.2009,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2009 , 119.024, 85 day avg , na, 85 day avg
2008 , 352.278, 248 day avg , 24.310, 248 day avg
2007 , 557.574, 68 day avg , 25.382, 68 day avg
2006 , 691.164, 250 day avg , 77.843, 250 day avg
2005 , 606.392, 252 day avg , 68.764, 252 day avg
2004 , 499.253, 253 day avg , 25.375, 253 day avg
2003 , 1018.362, 152 day avg , 58.711, 152 day avg
2002 , na, 9 day avg , na, 9 day avg
2001 , 622.050, 22 day avg , na, 1 day avg
|