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CME Equity Indices
  (sp) S&P 500 Index . 44601 (eg) E-Mini S&P Index AON . 2268 (md) S&P Midcap 400 Index . 21910 (su) S&P BARRA Value Inde . 7383
(sg) S&P BARRA Growth Ind . 7334 (nk) Nikkei 225 Index . 21373 (bc) Major Market Index . 9314 (rl) Russell 2000 Index . 12152
(rs1) RUSSELL 1000 . 1771 (fe) Fortune e-50 Index . 434 (fj) Fortune e-50 Index A . 290 (nd) NASDAQ 100 . 18075
(mx) Mexican IPC . 710 (gi) GSCI - Goldman Sachs . 15488 (fin) S&P Financial . 2164 (mlt) Long-Short Technolog . 447
(lst) Long-Short Technolog . 669 (nq) E-MINI NASDAQ-100 . 13653 (nv) E-MINI NASDAQ-100 AO . 2254
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price Volume Open Interest
Derivatives Class :
Futures Options Other Derivatives

S&P 500 Index.
Column ( 1) S&P 500 Index maturity 1. Nearest maturity . Number of observations : 34
Column ( 2) S&P 500 Index maturity 2. 2nd maturity . Number of observations : 34
Column ( 3) S&P 500 Index maturity 3. 3rd maturity . Number of observations : 34
Column ( 4) S&P 500 Index maturity 4. 4th maturity . Number of observations : 34
Column ( 5) S&P 500 Index maturity 5. 5th maturity . Number of observations : 34
Column ( 6) S&P 500 Index maturity 6. 6th maturity . Number of observations : 34
Column ( 7) S&P 500 Index maturity 7. 7th maturity . Number of observations : 34
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am

S&P 500 Index . Futures . Average Open Interest
                    , 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 ,
2009.2              , 414707.844,  28 day avg ,  10162.929,  28 day avg ,   1301.714,  28 day avg ,    692.393,  28 day avg ,      1.929,  28 day avg ,         na,  28 day avg ,         na,  28 day avg 
2009.1              , 494067.688,  62 day avg ,  52373.918,  62 day avg ,   1060.710,  62 day avg ,    228.887,  62 day avg ,      0.258,  62 day avg ,      0.452,  62 day avg ,         na,  62 day avg 
2008.4              , 571450.125,  64 day avg ,  44998.438,  64 day avg ,   5298.500,  64 day avg ,    724.063,  64 day avg ,      6.406,  64 day avg ,         na,  64 day avg ,         na,  64 day avg 
2008.3              , 499658.406,  65 day avg ,  61655.125,  65 day avg ,   1115.585,  65 day avg ,    818.985,  65 day avg ,    163.231,  65 day avg ,      4.077,  65 day avg ,         na,  65 day avg 
2008.2              , 491592.156,  64 day avg ,  60036.141,  64 day avg ,   8478.547,  64 day avg ,      7.219,  64 day avg ,     68.969,  64 day avg ,     21.609,  64 day avg ,         na,  64 day avg 
2008.1              , 514187.281,  61 day avg ,  71865.523,  61 day avg ,    976.639,  61 day avg ,   4289.000,  61 day avg ,      3.902,  61 day avg ,      6.066,  61 day avg ,      2.443,  61 day avg 
2007.4              , 530360.125,  64 day avg ,  77475.078,  64 day avg ,   3399.891,  64 day avg ,    395.422,  64 day avg ,   2897.969,  64 day avg ,      1.469,  64 day avg ,      4.078,  64 day avg 
2007.3              , 537392.125,  63 day avg ,  90638.063,  63 day avg ,   6345.540,  63 day avg ,    206.175,  63 day avg ,    311.190,  63 day avg ,   1126.476,  63 day avg ,      1.222,  63 day avg 
2007.2              , 571262.875,  64 day avg ,  70908.984,  64 day avg ,   3692.219,  64 day avg ,   4497.594,  64 day avg ,    109.484,  64 day avg ,      2.234,  64 day avg ,      4.078,  64 day avg 
2007.1              , 542011.813,  63 day avg ,  79424.492,  63 day avg ,   9013.096,  63 day avg ,   2091.587,  63 day avg ,    304.921,  63 day avg ,     49.984,  63 day avg ,      0.175,  63 day avg 
2006.4              , 550338.188,  63 day avg ,  81196.000,  63 day avg ,   6730.063,  63 day avg ,   2664.810,  63 day avg ,    325.714,  63 day avg ,    245.016,  63 day avg ,     96.295,  63 day avg 
2006.3              , 560523.063,  63 day avg ,  67525.367,  63 day avg ,   1244.413,  63 day avg ,   2314.778,  63 day avg ,    192.349,  63 day avg ,     46.778,  63 day avg ,    279.303,  63 day avg 
2006.2              , 570879.688,  63 day avg ,  89838.742,  63 day avg ,   2426.159,  63 day avg ,    123.429,  63 day avg ,     47.587,  63 day avg ,      3.063,  63 day avg ,     45.968,  63 day avg 
2006.1              , 580295.250,  62 day avg ,  83354.164,  62 day avg ,   5112.839,  62 day avg ,    342.516,  62 day avg ,     46.694,  62 day avg ,     48.203,  62 day avg ,      1.161,  62 day avg 
2005.4              , 578530.625,  63 day avg ,  78626.289,  63 day avg ,   2765.572,  63 day avg ,    500.667,  63 day avg ,     24.349,  63 day avg ,    202.776,  63 day avg ,   1104.589,  63 day avg 
2005.3              , 577767.500,  64 day avg ,  78912.078,  64 day avg ,   2884.000,  64 day avg ,    487.156,  64 day avg ,     41.672,  64 day avg ,      9.547,  64 day avg ,    204.133,  64 day avg 
2005.2              , 593080.875,  64 day avg ,  91688.609,  64 day avg ,   6863.469,  64 day avg ,   1776.000,  64 day avg ,     78.203,  64 day avg ,     95.102,  64 day avg ,     38.991,  64 day avg 
2005.1              , 593862.813,  61 day avg ,  91948.773,  61 day avg ,   4533.229,  61 day avg ,   3868.967,  61 day avg ,   1506.869,  61 day avg ,     58.721,  61 day avg ,     11.902,  61 day avg 
2004.4              , 576373.438,  64 day avg ,  98098.516,  64 day avg ,   3461.047,  64 day avg ,    779.406,  64 day avg ,     57.734,  64 day avg ,     42.469,  64 day avg ,     34.859,  64 day avg 
2004.3              , 525978.125,  64 day avg ,  76218.016,  64 day avg ,   2149.297,  64 day avg ,    292.781,  64 day avg ,     20.672,  64 day avg ,     19.516,  64 day avg ,     13.281,  64 day avg 
2004.2              , 517168.438,  63 day avg ,  66743.492,  63 day avg ,   2347.000,  63 day avg ,    182.381,  63 day avg ,    140.444,  63 day avg ,      8.413,  63 day avg ,     12.476,  63 day avg 
2004.1              , 530579.438,  62 day avg ,  82486.484,  62 day avg ,   4487.709,  62 day avg ,    213.387,  62 day avg ,     51.742,  62 day avg ,    121.065,  62 day avg ,         na,  62 day avg 
2003.4              , 510931.688,  64 day avg ,  87476.266,  64 day avg ,   2941.156,  64 day avg ,    450.859,  64 day avg ,     35.828,  64 day avg ,     24.828,  64 day avg ,     18.344,  64 day avg 
2003.3              , 523630.063,  64 day avg ,  91976.922,  64 day avg ,   2603.313,  64 day avg ,    241.844,  64 day avg ,    127.594,  64 day avg ,      6.281,  64 day avg ,      4.188,  64 day avg 
2003.2              , 565689.438,  63 day avg ,  82570.906,  63 day avg ,   3393.381,  63 day avg ,    430.270,  63 day avg ,    153.683,  63 day avg ,      3.905,  63 day avg ,         na,  63 day avg 
2003.1              , 531869.625,  61 day avg ,  87554.539,  61 day avg ,   4058.312,  61 day avg ,    957.803,  61 day avg ,     92.016,  61 day avg ,     39.262,  61 day avg ,      0.180,  61 day avg 
2002.4              , 510769.438,  64 day avg , 109769.453,  64 day avg ,   4806.938,  64 day avg ,    329.750,  64 day avg ,     49.563,  64 day avg ,         na,  64 day avg ,         na,  64 day avg 
2002.3              , 523259.500,  64 day avg ,  78002.672,  64 day avg ,  15374.500,  64 day avg ,    288.859,  64 day avg ,     36.219,  64 day avg ,     10.391,  64 day avg ,         na,  64 day avg 
2002.2              , 446213.625,  64 day avg ,  90800.359,  64 day avg ,   6286.328,  64 day avg ,     91.547,  64 day avg ,    104.938,  64 day avg ,     14.000,  64 day avg ,      9.813,  64 day avg 
2002.1              , 429922.938,  60 day avg ,  66653.148,  60 day avg ,   9707.610,  60 day avg ,    495.110,  60 day avg ,     85.577,  60 day avg ,     97.727,  60 day avg ,     26.631,  59 day avg 
2001.4              , 451764.656,  64 day avg ,  83483.625,  64 day avg ,   4236.906,  64 day avg ,    544.359,  64 day avg ,    235.266,  64 day avg ,     44.969,  64 day avg ,     79.875,  64 day avg 
2001.3              , 426216.000,  57 day avg ,  70125.438,  57 day avg ,   1926.807,  57 day avg ,    532.912,  57 day avg ,    212.825,  57 day avg ,    139.246,  57 day avg ,     32.263,  57 day avg 
2001.2              , 392508.531,  62 day avg ,  82034.289,  62 day avg ,   2162.774,  62 day avg ,    673.403,  62 day avg ,    593.532,  62 day avg ,     35.613,  62 day avg ,     59.645,  62 day avg 
2001.1              , 409387.938,  62 day avg ,  77423.633,  62 day avg ,   1427.903,  62 day avg ,    621.435,  62 day avg ,    345.210,  62 day avg ,    187.516,  62 day avg ,     15.065,  62 day avg