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CME Groups
| CME_equity_indices
- Chicago Mercantile Exchange - Equity Indices
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Frequency :
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PVO
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Derivatives Class :
| Futures |
Options |
Other Derivatives |
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S&P 500 Index.
Column ( 1) S&P 500 Index maturity 1.
Nearest maturity
. Number of observations : 101
Column ( 2) S&P 500 Index maturity 2.
2nd maturity
. Number of observations : 101
Column ( 3) S&P 500 Index maturity 3.
3rd maturity
. Number of observations : 101
Column ( 4) S&P 500 Index maturity 4.
4th maturity
. Number of observations : 101
Column ( 5) S&P 500 Index maturity 5.
5th maturity
. Number of observations : 101
Column ( 6) S&P 500 Index maturity 6.
6th maturity
. Number of observations : 101
Column ( 7) S&P 500 Index maturity 7.
7th maturity
. Number of observations : 101
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am |
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S&P 500 Index . Futures . Average Open Interest
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, S&P 500 Index ,, S&P 500 Index ,, S&P 500 Index ,, S&P 500 Index ,, S&P 500 Index ,, S&P 500 Index ,, S&P 500 Index ,
, S&P 500 Index1st ,, S&P 500 Index2nd ,, S&P 500 Index3rd ,, S&P 500 Index4th ,, S&P 500 Index5th ,, S&P 500 Index6th ,, S&P 500 Index7th ,
, S&P 500 Index; Nearest ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,, Seventh nearest expn ,
, 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,, Jan.2001 to May.8.2009,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2009-05 , 427260.000, 6 day avg , 23707.834, 6 day avg , 2736.167, 6 day avg , 2390.000, 6 day avg , 2.000, 6 day avg , na, 6 day avg , na, 6 day avg
2009-04 , 411284.531, 22 day avg , 6468.864, 22 day avg , 910.500, 22 day avg , 229.409, 22 day avg , 1.909, 22 day avg , na, 22 day avg , na, 22 day avg
2009-03 , 452682.469, 22 day avg , 119592.453, 22 day avg , 1501.955, 22 day avg , 438.500, 22 day avg , 0.727, 22 day avg , 1.273, 22 day avg , na, 22 day avg
2009-02 , 529275.000, 20 day avg , 20933.750, 20 day avg , 983.450, 20 day avg , 201.700, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2009-01 , 504384.063, 20 day avg , 9873.700, 20 day avg , 652.600, 20 day avg , 25.500, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2008-12 , 492285.625, 22 day avg , 112345.406, 22 day avg , 5829.864, 22 day avg , 491.727, 22 day avg , 3.500, 22 day avg , na, 22 day avg , na, 22 day avg
2008-11 , 610264.063, 19 day avg , 13643.158, 19 day avg , 6964.737, 19 day avg , 865.421, 19 day avg , 3.474, 19 day avg , na, 19 day avg , na, 19 day avg
2008-10 , 615108.813, 23 day avg , 6481.783, 23 day avg , 3413.783, 23 day avg , 829.522, 23 day avg , 11.609, 23 day avg , na, 23 day avg , na, 23 day avg
2008-09 , 430507.281, 21 day avg , 142733.094, 21 day avg , 2340.952, 21 day avg , 1714.524, 21 day avg , 146.619, 21 day avg , 12.619, 21 day avg , na, 21 day avg
2008-08 , 532347.125, 21 day avg , 31818.666, 21 day avg , 890.524, 21 day avg , 669.714, 21 day avg , 22.286, 21 day avg , na, 21 day avg , na, 21 day avg
2008-07 , 532950.000, 23 day avg , 14869.392, 23 day avg , 202.261, 23 day avg , 137.609, 23 day avg , 307.087, 23 day avg , na, 23 day avg , na, 23 day avg
2008-06 , 406077.438, 21 day avg , 146679.719, 21 day avg , 7968.619, 21 day avg , 8.810, 21 day avg , 190.714, 21 day avg , 55.286, 21 day avg , na, 21 day avg
2008-05 , 517387.156, 21 day avg , 31585.428, 21 day avg , 10570.238, 21 day avg , 7.905, 21 day avg , 10.048, 21 day avg , 4.286, 21 day avg , na, 21 day avg
2008-04 , 548597.500, 22 day avg , 4488.409, 22 day avg , 6968.682, 22 day avg , 5.045, 22 day avg , 9.000, 22 day avg , 6.000, 22 day avg , na, 22 day avg
2008-03 , 419512.656, 20 day avg , 183286.297, 20 day avg , 2233.600, 20 day avg , 4029.800, 20 day avg , 5.650, 20 day avg , 5.950, 20 day avg , 3.050, 20 day avg
2008-02 , 569759.188, 20 day avg , 27935.801, 20 day avg , 337.550, 20 day avg , 5145.350, 20 day avg , 3.150, 20 day avg , 6.000, 20 day avg , 2.900, 20 day avg
2008-01 , 551428.125, 21 day avg , 7588.333, 21 day avg , 388.190, 21 day avg , 3720.286, 21 day avg , 2.952, 21 day avg , 6.238, 21 day avg , 1.429, 21 day avg
2007-12 , 444858.813, 20 day avg , 177907.656, 20 day avg , 3979.850, 20 day avg , 1095.950, 20 day avg , 2141.750, 20 day avg , 2.500, 20 day avg , 4.500, 20 day avg
2007-11 , 558597.750, 21 day avg , 54461.762, 21 day avg , 5201.667, 21 day avg , 118.238, 21 day avg , 3196.333, 21 day avg , 1.000, 21 day avg , 4.857, 21 day avg
2007-10 , 578927.125, 23 day avg , 11154.565, 23 day avg , 1250.478, 23 day avg , 39.348, 23 day avg , 3283.130, 23 day avg , 1.000, 23 day avg , 3.000, 23 day avg
2007-09 , 458420.906, 19 day avg , 200573.688, 19 day avg , 5396.631, 19 day avg , 212.789, 19 day avg , 1010.000, 19 day avg , 2167.158, 19 day avg , 1.632, 19 day avg
2007-08 , 560523.938, 23 day avg , 71742.219, 23 day avg , 7101.261, 23 day avg , 203.000, 23 day avg , 18.043, 23 day avg , 1283.435, 23 day avg , 1.043, 23 day avg
2007-07 , 583507.625, 21 day avg , 11867.952, 21 day avg , 6376.381, 21 day avg , 203.667, 21 day avg , na, 21 day avg , 13.000, 21 day avg , 1.048, 21 day avg
2007-06 , 492447.438, 21 day avg , 156187.531, 21 day avg , 5067.190, 21 day avg , 2774.190, 21 day avg , 96.190, 21 day avg , 6.810, 21 day avg , 6.952, 21 day avg
2007-05 , 610077.188, 22 day avg , 41857.910, 22 day avg , 3483.727, 22 day avg , 5510.955, 22 day avg , 167.500, 22 day avg , na, 22 day avg , 4.273, 22 day avg
2007-04 , 609416.063, 21 day avg , 16064.904, 21 day avg , 2535.667, 21 day avg , 5159.381, 21 day avg , 62.000, 21 day avg , na, 21 day avg , 1.000, 21 day avg
2007-03 , 465003.469, 22 day avg , 181124.266, 22 day avg , 7121.636, 22 day avg , 2530.182, 22 day avg , 296.227, 22 day avg , 33.864, 22 day avg , 0.500, 22 day avg
2007-02 , 560121.813, 20 day avg , 34818.699, 20 day avg , 9512.000, 20 day avg , 1903.600, 20 day avg , 302.300, 20 day avg , 57.200, 20 day avg , na, 20 day avg
2007-01 , 605440.125, 21 day avg , 15363.571, 21 day avg , 10519.477, 21 day avg , 1811.143, 21 day avg , 316.524, 21 day avg , 60.000, 21 day avg , na, 21 day avg
2006-12 , 459698.156, 20 day avg , 206750.453, 20 day avg , 10598.350, 20 day avg , 3340.900, 20 day avg , 988.050, 20 day avg , 169.800, 20 day avg , 230.365, 20 day avg
2006-11 , 588353.313, 21 day avg , 40861.953, 21 day avg , 5211.810, 21 day avg , 3212.095, 21 day avg , 26.714, 21 day avg , 280.000, 21 day avg , 69.490, 21 day avg
2006-10 , 596451.063, 22 day avg , 5556.273, 22 day avg , 4662.682, 22 day avg , 1527.773, 22 day avg , 9.000, 22 day avg , 280.000, 22 day avg , na, 22 day avg
2006-09 , 459788.094, 20 day avg , 170804.094, 20 day avg , 2936.450, 20 day avg , 2540.950, 20 day avg , 595.150, 20 day avg , 143.050, 20 day avg , 278.455, 20 day avg
2006-08 , 599381.813, 23 day avg , 30207.652, 23 day avg , 538.870, 23 day avg , 3004.174, 23 day avg , 5.000, 23 day avg , 2.000, 23 day avg , 280.000, 23 day avg
2006-07 , 616570.375, 20 day avg , 7162.000, 20 day avg , 363.750, 20 day avg , 1295.800, 20 day avg , 5.000, 20 day avg , 2.000, 20 day avg , 279.350, 20 day avg
2006-06 , 473155.906, 22 day avg , 196161.094, 22 day avg , 2610.364, 22 day avg , 214.227, 22 day avg , 37.409, 22 day avg , 3.636, 22 day avg , 127.909, 22 day avg
2006-05 , 607459.188, 22 day avg , 53621.137, 22 day avg , 3034.727, 22 day avg , 89.227, 22 day avg , 58.500, 22 day avg , 4.273, 22 day avg , 2.000, 22 day avg
2006-04 , 641677.813, 19 day avg , 8664.842, 19 day avg , 1508.211, 19 day avg , 57.895, 19 day avg , 46.737, 19 day avg , 1.000, 19 day avg , 2.000, 19 day avg
2006-03 , 479562.313, 23 day avg , 199685.047, 23 day avg , 3882.217, 23 day avg , 291.087, 23 day avg , 47.348, 23 day avg , 22.870, 23 day avg , 1.435, 23 day avg
2006-02 , 637805.438, 19 day avg , 22973.105, 19 day avg , 6229.842, 19 day avg , 408.684, 19 day avg , 49.211, 19 day avg , 30.000, 19 day avg , 1.000, 19 day avg
2006-01 , 641503.313, 20 day avg , 6935.650, 20 day avg , 5466.900, 20 day avg , 338.800, 20 day avg , 43.550, 20 day avg , 94.630, 20 day avg , 1.000, 20 day avg
2005-12 , 474655.250, 21 day avg , 204350.672, 21 day avg , 3817.286, 21 day avg , 553.143, 21 day avg , 27.429, 21 day avg , 575.186, 21 day avg , 759.657, 21 day avg
2005-11 , 626443.375, 21 day avg , 25491.762, 21 day avg , 3401.619, 21 day avg , 586.667, 21 day avg , 25.238, 21 day avg , 16.000, 21 day avg , 1302.748, 21 day avg
2005-10 , 634492.688, 21 day avg , 6036.429, 21 day avg , 1077.810, 21 day avg , 362.190, 21 day avg , 20.381, 21 day avg , 17.143, 21 day avg , 1251.362, 21 day avg
2005-09 , 474984.156, 21 day avg , 192677.375, 21 day avg , 3125.572, 21 day avg , 404.333, 21 day avg , 33.810, 21 day avg , 20.905, 21 day avg , 611.881, 21 day avg
2005-08 , 615492.500, 23 day avg , 33675.219, 23 day avg , 3096.870, 23 day avg , 652.913, 23 day avg , 45.087, 23 day avg , 4.000, 23 day avg , 5.000, 23 day avg
2005-07 , 642306.125, 20 day avg , 11480.900, 20 day avg , 2385.550, 20 day avg , 383.500, 20 day avg , 46.000, 20 day avg , 4.000, 20 day avg , 5.000, 20 day avg
2005-06 , 485064.188, 22 day avg , 209409.906, 22 day avg , 6704.727, 22 day avg , 1269.955, 22 day avg , 68.955, 22 day avg , 196.477, 22 day avg , 113.427, 22 day avg
2005-05 , 640852.938, 21 day avg , 46832.332, 21 day avg , 7496.381, 21 day avg , 2099.381, 21 day avg , 84.000, 21 day avg , 42.000, 21 day avg , na, 21 day avg
2005-04 , 658469.563, 21 day avg , 13217.810, 21 day avg , 6396.857, 21 day avg , 1982.762, 21 day avg , 82.095, 21 day avg , 42.000, 21 day avg , na, 21 day avg
2005-03 , 488391.969, 22 day avg , 220841.766, 22 day avg , 6408.591, 22 day avg , 3810.409, 22 day avg , 1102.091, 22 day avg , 56.455, 22 day avg , 11.727, 22 day avg
2005-02 , 646868.813, 19 day avg , 27874.684, 19 day avg , 3975.842, 19 day avg , 3827.263, 19 day avg , 1726.737, 19 day avg , 60.000, 19 day avg , 12.000, 19 day avg
2005-01 , 659525.125, 20 day avg , 11036.850, 20 day avg , 2999.850, 20 day avg , 3973.000, 20 day avg , 1743.250, 20 day avg , 60.000, 20 day avg , 12.000, 20 day avg
2004-12 , 482527.219, 22 day avg , 226367.766, 22 day avg , 5879.909, 22 day avg , 1153.318, 22 day avg , 69.318, 22 day avg , 36.182, 22 day avg , 24.818, 22 day avg
2004-11 , 631492.688, 21 day avg , 47687.570, 21 day avg , 3142.381, 21 day avg , 1113.810, 21 day avg , 56.476, 21 day avg , 48.667, 21 day avg , 44.238, 21 day avg
2004-10 , 619569.250, 21 day avg , 14132.143, 21 day avg , 1245.667, 21 day avg , 53.286, 21 day avg , 46.857, 21 day avg , 42.857, 21 day avg , 36.000, 21 day avg
2004-09 , 445618.344, 21 day avg , 180719.578, 21 day avg , 5031.524, 21 day avg , 312.571, 21 day avg , 26.619, 21 day avg , 24.333, 21 day avg , 22.000, 21 day avg
2004-08 , 554477.188, 22 day avg , 40580.227, 22 day avg , 1007.591, 22 day avg , 304.909, 22 day avg , 19.000, 22 day avg , 18.000, 22 day avg , 12.000, 22 day avg
2004-07 , 576481.625, 21 day avg , 9051.286, 21 day avg , 463.143, 21 day avg , 260.286, 21 day avg , 16.476, 21 day avg , 16.286, 21 day avg , 5.905, 21 day avg
2004-06 , 428794.094, 22 day avg , 145942.000, 22 day avg , 2201.773, 22 day avg , 220.045, 22 day avg , 117.591, 22 day avg , 12.909, 22 day avg , 8.591, 22 day avg
2004-05 , 554981.750, 20 day avg , 29284.699, 20 day avg , 2927.000, 20 day avg , 206.300, 20 day avg , 167.900, 20 day avg , 10.100, 20 day avg , 18.250, 20 day avg
2004-04 , 573738.438, 21 day avg , 19448.666, 21 day avg , 1946.762, 21 day avg , 120.143, 21 day avg , 138.238, 21 day avg , 2.095, 21 day avg , 11.048, 21 day avg
2004-03 , 434836.125, 23 day avg , 183409.172, 23 day avg , 6765.957, 23 day avg , 375.391, 23 day avg , 80.870, 23 day avg , 83.478, 23 day avg , na, 23 day avg
2004-02 , 580841.813, 19 day avg , 29850.105, 19 day avg , 3486.368, 19 day avg , 163.684, 19 day avg , 34.526, 19 day avg , 156.947, 19 day avg , na, 19 day avg
2004-01 , 592934.688, 20 day avg , 16429.949, 20 day avg , 2819.000, 20 day avg , 74.300, 20 day avg , 34.600, 20 day avg , 130.200, 20 day avg , na, 20 day avg
2003-12 , 427611.000, 22 day avg , 198890.813, 22 day avg , 6420.500, 22 day avg , 855.273, 22 day avg , 51.227, 22 day avg , 49.727, 22 day avg , 34.364, 22 day avg
2003-11 , 541750.688, 19 day avg , 44748.473, 19 day avg , 1853.737, 19 day avg , 337.842, 19 day avg , 38.000, 19 day avg , 20.263, 19 day avg , 16.316, 19 day avg
2003-10 , 565170.813, 23 day avg , 16202.695, 23 day avg , 511.391, 23 day avg , 157.391, 23 day avg , 19.304, 23 day avg , 4.783, 23 day avg , 4.696, 23 day avg
2003-09 , 419167.094, 21 day avg , 209599.672, 21 day avg , 4629.286, 21 day avg , 228.571, 21 day avg , 88.381, 21 day avg , 5.333, 21 day avg , 3.429, 21 day avg
2003-08 , 552453.125, 21 day avg , 55697.570, 21 day avg , 1887.714, 21 day avg , 278.143, 21 day avg , 133.429, 21 day avg , 6.000, 21 day avg , 2.190, 21 day avg
2003-07 , 595831.813, 22 day avg , 14330.954, 22 day avg , 1352.500, 22 day avg , 219.864, 22 day avg , 159.455, 22 day avg , 7.455, 22 day avg , 6.818, 22 day avg
2003-06 , 480887.375, 21 day avg , 207227.578, 21 day avg , 4259.857, 21 day avg , 766.190, 21 day avg , 123.190, 21 day avg , 7.381, 21 day avg , na, 21 day avg
2003-05 , 606266.688, 21 day avg , 31560.191, 21 day avg , 3195.238, 21 day avg , 272.333, 21 day avg , 210.000, 21 day avg , 2.000, 21 day avg , na, 21 day avg
2003-04 , 609914.313, 21 day avg , 8924.952, 21 day avg , 2725.048, 21 day avg , 252.286, 21 day avg , 127.857, 21 day avg , 2.333, 21 day avg , na, 21 day avg
2003-03 , 450796.563, 21 day avg , 201729.578, 21 day avg , 5490.857, 21 day avg , 1805.476, 21 day avg , 194.667, 21 day avg , 61.762, 21 day avg , 0.524, 21 day avg
2003-02 , 577573.375, 19 day avg , 36201.844, 19 day avg , 3782.842, 19 day avg , 435.421, 19 day avg , 80.263, 19 day avg , 57.789, 19 day avg , na, 19 day avg
2003-01 , 571591.875, 21 day avg , 19841.477, 21 day avg , 2875.000, 21 day avg , 582.762, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2002-12 , 427829.813, 21 day avg , 207123.672, 21 day avg , 6368.429, 21 day avg , 851.667, 21 day avg , 107.238, 21 day avg , na, 21 day avg , na, 21 day avg
2002-11 , 547506.813, 20 day avg , 78322.102, 20 day avg , 4318.400, 20 day avg , 114.700, 20 day avg , 21.800, 20 day avg , na, 20 day avg , na, 20 day avg
2002-10 , 554551.500, 23 day avg , 48226.348, 23 day avg , 3806.043, 23 day avg , 40.217, 23 day avg , 21.043, 23 day avg , na, 23 day avg , na, 23 day avg
2002-09 , 428871.844, 20 day avg , 194887.344, 20 day avg , 15183.450, 20 day avg , 246.950, 20 day avg , 51.200, 20 day avg , 8.800, 20 day avg , na, 20 day avg
2002-08 , 573158.938, 22 day avg , 28669.500, 22 day avg , 19888.500, 22 day avg , 321.682, 22 day avg , 33.682, 22 day avg , 11.000, 22 day avg , na, 22 day avg
2002-07 , 559167.188, 22 day avg , 21077.045, 22 day avg , 11034.182, 22 day avg , 294.136, 22 day avg , 25.136, 22 day avg , 11.227, 22 day avg , na, 22 day avg
2002-06 , 388048.188, 20 day avg , 181943.656, 20 day avg , 10736.550, 20 day avg , 121.900, 20 day avg , 106.050, 20 day avg , 14.400, 20 day avg , 7.000, 20 day avg
2002-05 , 469633.906, 22 day avg , 66316.633, 22 day avg , 5396.545, 22 day avg , 73.227, 22 day avg , 109.227, 22 day avg , 15.773, 22 day avg , 9.773, 22 day avg
2002-04 , 475671.125, 22 day avg , 32426.545, 22 day avg , 3130.455, 22 day avg , 82.273, 22 day avg , 99.636, 22 day avg , 11.864, 22 day avg , 12.409, 22 day avg
2002-03 , 381624.438, 20 day avg , 142746.250, 20 day avg , 9251.050, 20 day avg , 356.100, 20 day avg , 81.800, 20 day avg , 56.450, 20 day avg , 14.700, 20 day avg
2002-02 , 460308.844, 19 day avg , 43724.262, 19 day avg , 12543.685, 19 day avg , 472.421, 19 day avg , 61.000, 19 day avg , 93.105, 19 day avg , 5.158, 19 day avg
2002-01 , 448429.563, 21 day avg , 14928.714, 21 day avg , 7576.457, 21 day avg , 648.029, 21 day avg , 111.410, 21 day avg , 141.219, 21 day avg , 58.960, 20 day avg
2001-12 , 342355.406, 20 day avg , 191972.203, 20 day avg , 7793.900, 20 day avg , 1005.050, 20 day avg , 357.100, 20 day avg , 60.300, 20 day avg , 60.900, 20 day avg
2001-11 , 486810.281, 21 day avg , 57249.523, 21 day avg , 4418.857, 21 day avg , 408.333, 21 day avg , 203.857, 21 day avg , 38.000, 21 day avg , 85.190, 21 day avg
2001-10 , 514904.875, 23 day avg , 13098.608, 23 day avg , 977.739, 23 day avg , 267.957, 23 day avg , 158.000, 23 day avg , 38.000, 23 day avg , 91.522, 23 day avg
2001-09 , 360043.406, 15 day avg , 151523.000, 15 day avg , 3829.067, 15 day avg , 438.000, 15 day avg , 217.333, 15 day avg , 111.600, 15 day avg , 38.600, 15 day avg
2001-08 , 438094.188, 22 day avg , 59830.316, 22 day avg , 1361.682, 22 day avg , 570.136, 22 day avg , 202.955, 22 day avg , 150.955, 22 day avg , 36.000, 22 day avg
2001-07 , 462779.438, 20 day avg , 20401.900, 20 day avg , 1121.750, 20 day avg , 563.150, 20 day avg , 220.300, 20 day avg , 147.100, 20 day avg , 23.400, 20 day avg
2001-06 , 359587.375, 21 day avg , 132425.813, 21 day avg , 2086.190, 21 day avg , 731.952, 21 day avg , 476.286, 21 day avg , 99.571, 21 day avg , 38.667, 21 day avg
2001-05 , 410388.469, 22 day avg , 75286.773, 22 day avg , 2574.727, 22 day avg , 718.318, 22 day avg , 688.500, 22 day avg , 3.000, 22 day avg , 74.000, 22 day avg
2001-04 , 408191.781, 19 day avg , 34151.316, 19 day avg , 1770.421, 19 day avg , 556.684, 19 day avg , 613.158, 19 day avg , 2.684, 19 day avg , 66.211, 19 day avg
2001-03 , 336538.813, 22 day avg , 147502.500, 22 day avg , 1599.455, 22 day avg , 626.409, 22 day avg , 452.500, 22 day avg , 169.955, 22 day avg , 35.182, 22 day avg
2001-02 , 433622.906, 19 day avg , 57638.895, 19 day avg , 1397.895, 19 day avg , 710.263, 19 day avg , 359.211, 19 day avg , 284.737, 19 day avg , 4.000, 19 day avg
2001-01 , 463779.250, 21 day avg , 21908.143, 21 day avg , 1275.333, 21 day avg , 535.857, 21 day avg , 220.143, 21 day avg , 117.952, 21 day avg , 4.000, 21 day avg
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