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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 :
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Other Derivatives |
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RUSSELL 1000.
Column ( 1) RUSSELL 1000 maturity 1.
Nearest maturity
. Number of observations : 48
Column ( 2) RUSSELL 1000 maturity 2.
2nd maturity
. Number of observations : 48
Column ( 3) RUSSELL 1000 maturity 3.
3rd maturity
. Number of observations : 13
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am |
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RUSSELL 1000 . Futures . Average Open Interest
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, RUSSELL 1000 ,, RUSSELL 1000 ,, RUSSELL 1000 ,
, RUSSELL 10001st ,, RUSSELL 10002nd ,, RUSSELL 10003rd ,
, RUSSELL 1000; Nearest ,, 2nd nearest expn ,, Third nearest expn ,
, expiration ,, ,, ,
, Apr.2003 to Apr.9.2007,, Apr.2003 to Apr.9.2007,, Jun.2003 to Mar.16.2007,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2007-04 , 2696.200, 5 day avg , 293.200, 5 day avg , na, 0 day avg
2007-03 , 1577.714, 21 day avg , 1255.238, 21 day avg , na, 1 day avg
2007-02 , 750.000, 16 day avg , 1561.500, 16 day avg , na, 0 day avg
2007-01 , 768.846, 13 day avg , 27.692, 13 day avg , na, 0 day avg
2006-12 , 2417.389, 18 day avg , 209.778, 18 day avg , na, 1 day avg
2006-11 , 3551.611, 18 day avg , na, 18 day avg , na, 0 day avg
2006-10 , 3515.700, 20 day avg , na, 20 day avg , na, 0 day avg
2006-09 , 4681.750, 16 day avg , 1750.188, 16 day avg , na, 1 day avg
2006-08 , 5836.909, 22 day avg , 2809.000, 22 day avg , na, 0 day avg
2006-07 , 5812.053, 19 day avg , 2217.632, 19 day avg , na, 0 day avg
2006-06 , 3355.905, 21 day avg , 3058.572, 21 day avg , na, 1 day avg
2006-05 , 1117.182, 22 day avg , na, 22 day avg , na, 0 day avg
2006-04 , 1052.167, 6 day avg , na, 6 day avg , na, 0 day avg
2006-03 , 1217.313, 16 day avg , 136.438, 16 day avg , na, 1 day avg
2006-02 , 1716.000, 16 day avg , 21.000, 16 day avg , na, 0 day avg
2006-01 , 1569.125, 16 day avg , 13.125, 16 day avg , na, 0 day avg
2005-12 , 2020.842, 19 day avg , 202.316, 19 day avg , na, 1 day avg
2005-11 , 3068.684, 19 day avg , na, 19 day avg , na, 0 day avg
2005-10 , 2587.167, 18 day avg , na, 18 day avg , na, 0 day avg
2005-09 , 2689.471, 17 day avg , 687.412, 17 day avg , na, 1 day avg
2005-08 , 3476.278, 18 day avg , na, 18 day avg , na, 0 day avg
2005-07 , 3057.647, 17 day avg , na, 17 day avg , na, 0 day avg
2005-06 , 2605.938, 16 day avg , 298.188, 16 day avg , na, 0 day avg
2005-05 , 2710.063, 16 day avg , na, 16 day avg , na, 0 day avg
2005-04 , 2547.118, 17 day avg , na, 17 day avg , na, 0 day avg
2005-03 , 2523.714, 21 day avg , 322.762, 21 day avg , na, 1 day avg
2005-02 , 2184.250, 16 day avg , na, 16 day avg , na, 0 day avg
2005-01 , 1943.625, 16 day avg , na, 16 day avg , na, 0 day avg
2004-12 , 1064.273, 11 day avg , 437.000, 11 day avg , na, 1 day avg
2004-11 , 438.154, 13 day avg , na, 13 day avg , na, 0 day avg
2004-10 , 723.100, 10 day avg , na, 10 day avg , na, 0 day avg
2004-09 , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-08 , 647.000, 1 day avg , na, 1 day avg , na, 0 day avg
2004-07 , 638.308, 13 day avg , na, 13 day avg , na, 0 day avg
2004-06 , 1145.706, 17 day avg , 17.941, 17 day avg , na, 0 day avg
2004-05 , 1421.286, 14 day avg , na, 14 day avg , na, 0 day avg
2004-04 , 845.059, 17 day avg , na, 17 day avg , na, 0 day avg
2004-03 , 1180.429, 14 day avg , 69.714, 14 day avg , na, 1 day avg
2004-02 , 1744.923, 13 day avg , na, 13 day avg , na, 0 day avg
2004-01 , 1595.231, 13 day avg , na, 13 day avg , na, 0 day avg
2003-12 , 1605.786, 14 day avg , 212.571, 14 day avg , na, 1 day avg
2003-11 , 1676.692, 13 day avg , na, 13 day avg , na, 0 day avg
2003-10 , 1596.556, 18 day avg , na, 18 day avg , na, 0 day avg
2003-09 , 1982.313, 16 day avg , 148.563, 16 day avg , na, 1 day avg
2003-08 , 2203.563, 16 day avg , na, 16 day avg , na, 0 day avg
2003-07 , 1923.400, 15 day avg , na, 15 day avg , na, 0 day avg
2003-06 , 978.125, 16 day avg , 671.125, 16 day avg , na, 1 day avg
2003-05 , 473.875, 16 day avg , na, 16 day avg , na, 0 day avg
2003-04 , 172.000, 2 day avg , na, 2 day avg , na, 0 day avg
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