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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 Midcap 400 Index.
Column ( 1) S&P Midcap 400 Index maturity 1.
Nearest maturity
. Number of observations : 101
Column ( 2) S&P Midcap 400 Index maturity 2.
2nd maturity
. Number of observations : 101
Column ( 3) S&P Midcap 400 Index maturity 3.
3rd maturity
. Number of observations : 101
Column ( 4) S&P Midcap 400 Index maturity 4.
4th maturity
. Number of observations : 77
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 Midcap 400 Index . Futures . Average Open Interest
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, S&P Midcap 400 Index ,, S&P Midcap 400 Index ,, S&P Midcap 400 Index ,, S&P Midcap 400 Index ,
, S&P Midcap 400 Index1s ,, S&P Midcap 400 Index2n ,, S&P Midcap 400 Index3r ,, S&P Midcap 400 Index4t ,
, t ,, d ,, d ,, h ,
, S&P Midcap 400 Index; ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,
, Nearest expiration ,, ,, ,, ,
, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Nov.2001 to May.8.2009,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2009-05 , 4822.000, 6 day avg , na, 6 day avg , na, 6 day avg , na, 6 day avg
2009-04 , 4177.273, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2009-03 , 4716.636, 22 day avg , 579.818, 22 day avg , na, 22 day avg , na, 22 day avg
2009-02 , 4441.250, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2009-01 , 3784.200, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2008-12 , 5342.500, 22 day avg , 530.455, 22 day avg , na, 22 day avg , na, 22 day avg
2008-11 , 6799.895, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg
2008-10 , 6498.217, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg
2008-09 , 6165.381, 21 day avg , 967.762, 21 day avg , na, 21 day avg , na, 21 day avg
2008-08 , 5706.476, 21 day avg , 8.476, 21 day avg , na, 21 day avg , na, 21 day avg
2008-07 , 4502.391, 23 day avg , 2.000, 23 day avg , na, 23 day avg , na, 23 day avg
2008-06 , 4958.048, 21 day avg , 817.286, 21 day avg , 1.429, 21 day avg , na, 21 day avg
2008-05 , 5244.952, 21 day avg , 55.000, 21 day avg , 2.000, 21 day avg , na, 21 day avg
2008-04 , 4179.227, 22 day avg , 55.000, 22 day avg , 2.000, 22 day avg , na, 22 day avg
2008-03 , 6897.550, 20 day avg , 763.500, 20 day avg , 39.100, 20 day avg , 1.400, 20 day avg
2008-02 , 7515.800, 20 day avg , 1.850, 20 day avg , 55.000, 20 day avg , 2.000, 20 day avg
2008-01 , 6335.857, 21 day avg , 0.190, 21 day avg , 55.000, 21 day avg , 1.905, 21 day avg
2007-12 , 8341.150, 20 day avg , 750.450, 20 day avg , 16.500, 20 day avg , 38.500, 20 day avg
2007-11 , 8311.810, 21 day avg , na, 21 day avg , na, 21 day avg , 52.381, 21 day avg
2007-10 , 6110.087, 23 day avg , na, 23 day avg , na, 23 day avg , 26.304, 23 day avg
2007-09 , 5989.105, 19 day avg , 1014.737, 19 day avg , na, 19 day avg , na, 19 day avg
2007-08 , 6657.609, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg
2007-07 , 6745.381, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2007-06 , 7376.333, 21 day avg , 1180.000, 21 day avg , na, 21 day avg , na, 6 day avg
2007-05 , 9136.182, 22 day avg , 19.545, 22 day avg , na, 22 day avg , na, 0 day avg
2007-04 , 7900.524, 21 day avg , na, 21 day avg , na, 21 day avg , na, 5 day avg
2007-03 , 6614.909, 22 day avg , 1679.364, 22 day avg , na, 22 day avg , na, 22 day avg
2007-02 , 7711.300, 20 day avg , 16.000, 20 day avg , na, 20 day avg , na, 20 day avg
2007-01 , 7753.143, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2006-12 , 7949.400, 20 day avg , 1990.400, 20 day avg , 81.645, 20 day avg , 0.400, 20 day avg
2006-11 , 9707.238, 21 day avg , 40.143, 21 day avg , 39.333, 21 day avg , na, 21 day avg
2006-10 , 8383.591, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2006-09 , 7332.700, 20 day avg , 1956.150, 20 day avg , na, 20 day avg , na, 20 day avg
2006-08 , 9668.608, 23 day avg , 6.217, 23 day avg , na, 23 day avg , na, 23 day avg
2006-07 , 9294.100, 20 day avg , 1.000, 20 day avg , na, 20 day avg , na, 19 day avg
2006-06 , 8541.863, 22 day avg , 1970.273, 22 day avg , 66.486, 22 day avg , na, 22 day avg
2006-05 , 10904.182, 22 day avg , 0.045, 22 day avg , na, 22 day avg , na, 22 day avg
2006-04 , 11000.368, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg
2006-03 , 9913.000, 23 day avg , 2579.865, 23 day avg , na, 23 day avg , na, 23 day avg
2006-02 , 11916.211, 19 day avg , 7.000, 19 day avg , na, 19 day avg , na, 19 day avg
2006-01 , 12179.800, 20 day avg , 7.000, 20 day avg , na, 20 day avg , na, 20 day avg
2005-12 , 10675.571, 21 day avg , 3182.428, 21 day avg , 71.824, 21 day avg , na, 21 day avg
2005-11 , 12965.286, 21 day avg , 35.255, 21 day avg , na, 21 day avg , na, 21 day avg
2005-10 , 12868.571, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2005-09 , 11159.571, 21 day avg , 3368.910, 21 day avg , na, 21 day avg , na, 21 day avg
2005-08 , 12348.956, 23 day avg , 76.228, 23 day avg , na, 23 day avg , na, 23 day avg
2005-07 , 12377.400, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2005-06 , 10878.409, 22 day avg , 2952.768, 22 day avg , na, 22 day avg , na, 22 day avg
2005-05 , 11707.000, 21 day avg , 110.095, 21 day avg , na, 21 day avg , na, 21 day avg
2005-04 , 11806.143, 21 day avg , 1.000, 21 day avg , na, 21 day avg , na, 21 day avg
2005-03 , 11750.046, 22 day avg , 3198.091, 22 day avg , 0.409, 22 day avg , na, 22 day avg
2005-02 , 13286.632, 19 day avg , 35.118, 19 day avg , na, 19 day avg , na, 19 day avg
2005-01 , 13077.700, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2004-12 , 11706.772, 22 day avg , 3091.955, 22 day avg , na, 22 day avg , na, 22 day avg
2004-11 , 14019.810, 21 day avg , 3.095, 21 day avg , na, 21 day avg , na, 21 day avg
2004-10 , 13303.381, 21 day avg , 1.000, 21 day avg , na, 21 day avg , na, 21 day avg
2004-09 , 11538.096, 21 day avg , 2739.381, 21 day avg , 0.190, 21 day avg , na, 21 day avg
2004-08 , 13536.637, 22 day avg , 22.091, 22 day avg , na, 22 day avg , na, 22 day avg
2004-07 , 14002.667, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-06 , 13568.228, 22 day avg , 2874.136, 22 day avg , na, 22 day avg , na, 22 day avg
2004-05 , 15773.450, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2004-04 , 15842.904, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-03 , 13305.392, 23 day avg , 3302.261, 23 day avg , na, 23 day avg , na, 23 day avg
2004-02 , 15977.211, 19 day avg , 1.000, 19 day avg , na, 19 day avg , na, 19 day avg
2004-01 , 15908.700, 20 day avg , 1.000, 20 day avg , na, 20 day avg , na, 20 day avg
2003-12 , 13148.637, 22 day avg , 4323.727, 22 day avg , 0.682, 22 day avg , na, 22 day avg
2003-11 , 15356.263, 19 day avg , na, 19 day avg , 1.000, 19 day avg , na, 19 day avg
2003-10 , 13941.392, 23 day avg , na, 23 day avg , 1.000, 23 day avg , na, 21 day avg
2003-09 , 10346.571, 21 day avg , 3385.238, 21 day avg , 0.381, 21 day avg , 0.188, 16 day avg
2003-08 , 13030.000, 21 day avg , na, 21 day avg , na, 21 day avg , na, 16 day avg
2003-07 , 13119.454, 22 day avg , na, 22 day avg , na, 22 day avg , na, 15 day avg
2003-06 , 10931.810, 21 day avg , 3098.762, 21 day avg , na, 21 day avg , na, 16 day avg
2003-05 , 13321.810, 21 day avg , na, 21 day avg , na, 21 day avg , na, 16 day avg
2003-04 , 13114.523, 21 day avg , na, 21 day avg , na, 21 day avg , na, 11 day avg
2003-03 , 10901.523, 21 day avg , 3650.143, 21 day avg , na, 21 day avg , na, 1 day avg
2003-02 , 13504.263, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2003-01 , 13800.523, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2002-12 , 12404.096, 21 day avg , 3907.048, 21 day avg , na, 21 day avg , na, 9 day avg
2002-11 , 15355.650, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2002-10 , 14659.956, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2002-09 , 12213.850, 20 day avg , 3814.400, 20 day avg , na, 20 day avg , na, 1 day avg
2002-08 , 16210.682, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-07 , 15026.772, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-06 , 13209.750, 20 day avg , 2988.350, 20 day avg , na, 20 day avg , na, 0 day avg
2002-05 , 16367.137, 22 day avg , 1.727, 22 day avg , na, 22 day avg , na, 0 day avg
2002-04 , 14245.728, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-03 , 11979.200, 20 day avg , 2771.900, 20 day avg , na, 20 day avg , na, 0 day avg
2002-02 , 13835.211, 19 day avg , 207.211, 19 day avg , na, 19 day avg , na, 0 day avg
2002-01 , 13695.400, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2001-12 , 11674.850, 20 day avg , 3356.250, 20 day avg , na, 20 day avg , na, 0 day avg
2001-11 , 15307.190, 21 day avg , na, 21 day avg , na, 21 day avg , na, 1 day avg
2001-10 , 15096.305, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2001-09 , 13320.134, 15 day avg , 2918.467, 15 day avg , na, 15 day avg , na, 0 day avg
2001-08 , 16022.863, 22 day avg , 81.182, 22 day avg , na, 22 day avg , na, 0 day avg
2001-07 , 16360.200, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2001-06 , 13074.286, 21 day avg , 3158.143, 21 day avg , na, 21 day avg , na, 0 day avg
2001-05 , 14920.000, 22 day avg , 62.273, 22 day avg , na, 22 day avg , na, 0 day avg
2001-04 , 15100.579, 19 day avg , 11.895, 19 day avg , na, 18 day avg , na, 0 day avg
2001-03 , 12963.137, 22 day avg , 3216.227, 22 day avg , 5.000, 22 day avg , na, 0 day avg
2001-02 , 15413.579, 19 day avg , 5.947, 19 day avg , 3.158, 19 day avg , na, 0 day avg
2001-01 , 15221.571, 21 day avg , 1.000, 21 day avg , na, 21 day avg , na, 0 day avg
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