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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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GSCI - Goldman Sachs Commodity Index.
Column ( 1) GSCI - Goldman Sachs Commodity Index maturity 1.
Nearest maturity
. Number of observations : 101
Column ( 2) GSCI - Goldman Sachs Commodity Index maturity 2.
2nd 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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| GSCI - Goldman Sachs Commodity Index . Futures . Average Open Interest
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, GSCI - Goldman Sachs ,, GSCI - Goldman Sachs ,
, Commodity Index ,, Commodity Index ,
, GSCI - Goldman Sachs ,, GSCI - Goldman Sachs ,
, Commodity Index1st ,, Commodity Index2nd ,
, GSCI - Goldman Sachs ,, 2nd nearest expn ,
, Commodity Index; Neare ,, ,
, st expiration ,, ,
, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,
End of , Avg daily Open Int ,, Avg daily Open Int ,
2009-05 , 13827.333, 6 day avg , 767.000, 6 day avg
2009-04 , 11765.954, 22 day avg , 2838.773, 22 day avg
2009-03 , 11721.363, 22 day avg , 3593.682, 22 day avg
2009-02 , 11122.000, 20 day avg , 2967.350, 20 day avg
2009-01 , 11620.550, 20 day avg , 2688.900, 20 day avg
2008-12 , 12037.000, 22 day avg , 2247.545, 22 day avg
2008-11 , 12717.421, 19 day avg , 3119.263, 19 day avg
2008-10 , 12900.392, 23 day avg , 2524.174, 23 day avg
2008-09 , 12448.619, 21 day avg , 3350.238, 21 day avg
2008-08 , 12116.477, 21 day avg , 2747.000, 21 day avg
2008-07 , 12875.174, 23 day avg , 2492.826, 23 day avg
2008-06 , 13269.857, 21 day avg , 2744.095, 21 day avg
2008-05 , 14175.048, 21 day avg , 2880.714, 21 day avg
2008-04 , 14550.682, 22 day avg , 2979.682, 22 day avg
2008-03 , 14715.700, 20 day avg , 3744.450, 20 day avg
2008-02 , 17303.750, 20 day avg , 4103.750, 20 day avg
2008-01 , 17616.619, 21 day avg , 4112.952, 21 day avg
2007-12 , 17292.301, 20 day avg , 4072.350, 20 day avg
2007-11 , 18097.096, 21 day avg , 3946.381, 21 day avg
2007-10 , 18588.479, 23 day avg , 3622.522, 23 day avg
2007-09 , 16622.422, 19 day avg , 5052.631, 19 day avg
2007-08 , 17196.391, 23 day avg , 3642.652, 23 day avg
2007-07 , 16534.477, 21 day avg , 4331.571, 21 day avg
2007-06 , 16838.572, 21 day avg , 3990.095, 21 day avg
2007-05 , 16581.637, 22 day avg , 3462.727, 22 day avg
2007-04 , 16681.619, 21 day avg , 4049.333, 21 day avg
2007-03 , 17366.408, 22 day avg , 3661.864, 22 day avg
2007-02 , 15825.650, 20 day avg , 4403.050, 20 day avg
2007-01 , 16865.809, 21 day avg , 4462.286, 21 day avg
2006-12 , 17418.301, 20 day avg , 4465.850, 20 day avg
2006-11 , 18252.334, 21 day avg , 4021.514, 21 day avg
2006-10 , 17161.227, 22 day avg , 3279.909, 22 day avg
2006-09 , 15879.950, 20 day avg , 3868.375, 20 day avg
2006-08 , 16780.305, 23 day avg , 3313.098, 23 day avg
2006-07 , 17165.250, 20 day avg , 4187.900, 20 day avg
2006-06 , 17466.045, 22 day avg , 3763.864, 22 day avg
2006-05 , 18100.000, 22 day avg , 3819.727, 22 day avg
2006-04 , 18434.631, 19 day avg , 4998.895, 19 day avg
2006-03 , 18916.609, 23 day avg , 4034.435, 23 day avg
2006-02 , 17500.369, 19 day avg , 5186.631, 19 day avg
2006-01 , 15692.300, 20 day avg , 3859.000, 20 day avg
2005-12 , 14726.286, 21 day avg , 3518.428, 21 day avg
2005-11 , 14424.143, 21 day avg , 3383.667, 21 day avg
2005-10 , 14442.762, 21 day avg , 3797.619, 21 day avg
2005-09 , 14762.286, 21 day avg , 3490.926, 21 day avg
2005-08 , 14253.131, 23 day avg , 2936.565, 23 day avg
2005-07 , 13959.100, 20 day avg , 3510.050, 20 day avg
2005-06 , 14730.637, 22 day avg , 3243.955, 22 day avg
2005-05 , 15340.096, 21 day avg , 3455.905, 21 day avg
2005-04 , 15237.096, 21 day avg , 3605.905, 21 day avg
2005-03 , 15721.046, 22 day avg , 3614.000, 22 day avg
2005-02 , 14817.421, 19 day avg , 4138.000, 19 day avg
2005-01 , 15302.150, 20 day avg , 3834.300, 20 day avg
2004-12 , 14705.228, 22 day avg , 3507.227, 22 day avg
2004-11 , 13810.048, 21 day avg , 3302.572, 21 day avg
2004-10 , 13134.000, 21 day avg , 4122.238, 21 day avg
2004-09 , 14875.333, 21 day avg , 3573.762, 21 day avg
2004-08 , 13848.046, 22 day avg , 4369.773, 22 day avg
2004-07 , 13232.619, 21 day avg , 3263.810, 21 day avg
2004-06 , 12403.228, 22 day avg , 2964.000, 22 day avg
2004-05 , 12993.500, 20 day avg , 3475.350, 20 day avg
2004-04 , 12525.667, 21 day avg , 4098.238, 21 day avg
2004-03 , 13198.392, 23 day avg , 2694.304, 23 day avg
2004-02 , 12123.000, 19 day avg , 3264.105, 19 day avg
2004-01 , 11700.850, 20 day avg , 2854.500, 20 day avg
2003-12 , 11258.091, 22 day avg , 2548.545, 22 day avg
2003-11 , 10102.737, 19 day avg , 2594.579, 19 day avg
2003-10 , 9407.869, 23 day avg , 2598.304, 23 day avg
2003-09 , 10374.904, 21 day avg , 2194.857, 21 day avg
2003-08 , 10936.523, 21 day avg , 2685.286, 21 day avg
2003-07 , 10226.772, 22 day avg , 3016.273, 22 day avg
2003-06 , 10788.571, 21 day avg , 2488.905, 21 day avg
2003-05 , 10480.667, 21 day avg , 2455.952, 21 day avg
2003-04 , 10589.571, 21 day avg , 2408.238, 21 day avg
2003-03 , 12625.714, 21 day avg , 2809.286, 21 day avg
2003-02 , 12278.315, 19 day avg , 4415.790, 19 day avg
2003-01 , 13373.190, 21 day avg , 2790.428, 21 day avg
2002-12 , 12606.619, 21 day avg , 2744.857, 21 day avg
2002-11 , 12606.000, 20 day avg , 2815.300, 20 day avg
2002-10 , 13800.479, 23 day avg , 3672.609, 23 day avg
2002-09 , 14792.750, 20 day avg , 3425.700, 20 day avg
2002-08 , 15178.137, 22 day avg , 3190.364, 22 day avg
2002-07 , 16106.091, 22 day avg , 3477.864, 22 day avg
2002-06 , 16067.950, 20 day avg , 3962.050, 20 day avg
2002-05 , 15444.637, 22 day avg , 3272.591, 22 day avg
2002-04 , 15594.637, 22 day avg , 2443.727, 22 day avg
2002-03 , 18314.301, 20 day avg , 3130.400, 20 day avg
2002-02 , 17497.789, 19 day avg , 3377.474, 19 day avg
2002-01 , 17912.801, 20 day avg , 3989.235, 17 day avg
2001-12 , 14434.900, 20 day avg , 5370.091, 11 day avg
2001-11 , 14730.333, 21 day avg , 2059.333, 21 day avg
2001-10 , 13988.000, 23 day avg , 3269.048, 21 day avg
2001-09 , 13492.823, 17 day avg , 1295.177, 17 day avg
2001-08 , 13401.954, 22 day avg , 1396.682, 22 day avg
2001-07 , 12434.800, 20 day avg , 2842.412, 17 day avg
2001-06 , 13497.048, 21 day avg , 3091.688, 16 day avg
2001-05 , 13340.272, 22 day avg , 2630.364, 22 day avg
2001-04 , 12405.789, 19 day avg , 2149.526, 19 day avg
2001-03 , 13206.272, 22 day avg , 3000.750, 20 day avg
2001-02 , 20118.475, 19 day avg , 4212.539, 13 day avg
2001-01 , 25399.666, 21 day avg , 5666.286, 21 day avg
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