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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 BARRA Value Index.
Column ( 1) S&P BARRA Value Index maturity 1.
Nearest maturity
. Number of observations : 69
Column ( 2) S&P BARRA Value Index maturity 2.
2nd maturity
. Number of observations : 68
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 BARRA Value Index . Futures . Average Open Interest
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, 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 ,
2009-05 , na, 5 day avg , na, 5 day avg
2009-04 , na, 22 day avg , na, 22 day avg
2009-03 , na, 22 day avg , na, 22 day avg
2009-02 , 125.800, 20 day avg , na, 20 day avg
2009-01 , 475.063, 16 day avg , na, 16 day avg
2008-12 , na, 22 day avg , na, 22 day avg
2008-11 , 633.368, 19 day avg , 0.105, 19 day avg
2008-10 , 608.913, 23 day avg , na, 23 day avg
2008-09 , 365.476, 21 day avg , 160.524, 21 day avg
2008-08 , 528.000, 21 day avg , 12.048, 21 day avg
2008-07 , 441.000, 23 day avg , 3.043, 23 day avg
2008-06 , 470.048, 21 day avg , 42.095, 21 day avg
2008-05 , 554.588, 17 day avg , na, 17 day avg
2008-04 , 479.762, 21 day avg , na, 21 day avg
2008-03 , 152.300, 20 day avg , 72.450, 20 day avg
2008-02 , na, 20 day avg , na, 20 day avg
2008-01 , na, 20 day avg , na, 20 day avg
2007-12 , na, 0 day avg , na, 0 day avg
2007-11 , na, 0 day avg , na, 0 day avg
2007-10 , na, 0 day avg , na, 0 day avg
2007-09 , na, 0 day avg , na, 0 day avg
2007-08 , na, 0 day avg , na, 0 day avg
2007-07 , na, 0 day avg , na, 0 day avg
2007-06 , na, 0 day avg , na, 0 day avg
2007-05 , na, 0 day avg , na, 0 day avg
2007-04 , 755.000, 5 day avg , na, 5 day avg
2007-03 , 644.364, 22 day avg , 78.455, 22 day avg
2007-02 , 550.400, 20 day avg , na, 20 day avg
2007-01 , 426.476, 21 day avg , na, 21 day avg
2006-12 , 639.560, 20 day avg , 178.855, 20 day avg
2006-11 , 739.124, 21 day avg , na, 21 day avg
2006-10 , 789.323, 22 day avg , na, 22 day avg
2006-09 , 745.665, 20 day avg , 213.766, 20 day avg
2006-08 , 822.483, 23 day avg , na, 23 day avg
2006-07 , 805.263, 19 day avg , na, 19 day avg
2006-06 , 735.477, 22 day avg , 105.980, 22 day avg
2006-05 , 729.909, 22 day avg , na, 22 day avg
2006-04 , 228.000, 19 day avg , na, 19 day avg
2006-03 , 630.296, 23 day avg , 169.296, 23 day avg
2006-02 , 695.358, 19 day avg , 107.037, 19 day avg
2006-01 , 685.180, 20 day avg , 167.465, 20 day avg
2005-12 , 568.695, 21 day avg , 198.681, 21 day avg
2005-11 , 624.357, 21 day avg , na, 21 day avg
2005-10 , 623.229, 21 day avg , na, 21 day avg
2005-09 , 534.138, 21 day avg , 248.695, 21 day avg
2005-08 , 660.170, 23 day avg , 27.557, 23 day avg
2005-07 , 660.435, 20 day avg , na, 20 day avg
2005-06 , 653.288, 22 day avg , 174.086, 22 day avg
2005-05 , 594.429, 21 day avg , na, 21 day avg
2005-04 , 559.810, 21 day avg , na, 21 day avg
2005-03 , 600.091, 22 day avg , 157.727, 22 day avg
2005-02 , 618.842, 19 day avg , na, 19 day avg
2005-01 , 574.400, 20 day avg , na, 20 day avg
2004-12 , 525.000, 22 day avg , 90.091, 22 day avg
2004-11 , 871.333, 21 day avg , na, 21 day avg
2004-10 , 668.429, 21 day avg , na, 21 day avg
2004-09 , na, 21 day avg , na, 21 day avg
2004-08 , 31.773, 22 day avg , na, 22 day avg
2004-07 , 434.286, 21 day avg , na, 21 day avg
2004-06 , 485.409, 22 day avg , 75.545, 22 day avg
2004-05 , 558.250, 20 day avg , na, 20 day avg
2004-04 , 637.048, 21 day avg , na, 21 day avg
2004-03 , 453.087, 23 day avg , 120.696, 23 day avg
2004-02 , 698.737, 19 day avg , na, 19 day avg
2004-01 , 684.400, 20 day avg , na, 20 day avg
2003-12 , 603.409, 22 day avg , 129.273, 22 day avg
2003-11 , 776.632, 19 day avg , 0.684, 19 day avg
2003-10 , 979.524, 21 day avg , 0.095, 21 day avg
2003-09 , 1060.813, 16 day avg , 179.875, 16 day avg
2003-08 , 1254.938, 16 day avg , na, 16 day avg
2003-07 , 1251.267, 15 day avg , na, 15 day avg
2003-06 , 1088.125, 16 day avg , 199.188, 16 day avg
2003-05 , 1223.250, 16 day avg , na, 16 day avg
2003-04 , 1217.000, 11 day avg , na, 11 day avg
2003-03 , na, 0 day avg , na, 0 day avg
2003-02 , na, 0 day avg , na, 0 day avg
2003-01 , na, 0 day avg , na, 0 day avg
2002-12 , na, 9 day avg , na, 9 day avg
2002-11 , na, 0 day avg , na, 0 day avg
2002-10 , na, 0 day avg , na, 0 day avg
2002-09 , na, 0 day avg , na, 0 day avg
2002-08 , na, 0 day avg , na, 0 day avg
2002-07 , na, 0 day avg , na, 0 day avg
2002-06 , na, 0 day avg , na, 0 day avg
2002-05 , na, 0 day avg , na, 0 day avg
2002-04 , na, 0 day avg , na, 0 day avg
2002-03 , na, 0 day avg , na, 0 day avg
2002-02 , na, 0 day avg , na, 0 day avg
2002-01 , na, 0 day avg , na, 0 day avg
2001-12 , na, 0 day avg , na, 0 day avg
2001-11 , na, 1 day avg , na, 1 day avg
2001-10 , na, 0 day avg , na, 0 day avg
2001-09 , na, 0 day avg , na, 0 day avg
2001-08 , na, 0 day avg , na, 0 day avg
2001-07 , na, 0 day avg , na, 0 day avg
2001-06 , na, 0 day avg , na, 0 day avg
2001-05 , na, 0 day avg , na, 0 day avg
2001-04 , na, 0 day avg , na, 0 day avg
2001-03 , na, 0 day avg , na, 0 day avg
2001-02 , na, 0 day avg , na, 0 day avg
2001-01 , 651.671, 21 day avg , na, 0 day avg
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