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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 : 26
Column ( 2) S&P BARRA Value Index maturity 2.
2nd maturity
. Number of observations : 25
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 ,
2009.2 , na, 27 day avg , na, 27 day avg
2009.1 , 174.431, 58 day avg , na, 58 day avg
2008.4 , 406.859, 64 day avg , 0.031, 64 day avg
2008.3 , 444.708, 65 day avg , 56.831, 65 day avg
2008.2 , 497.864, 59 day avg , 14.983, 59 day avg
2008.1 , 50.767, 60 day avg , 24.150, 60 day avg
2007.4 , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg
2007.2 , 755.000, 5 day avg , na, 5 day avg
2007.1 , 541.905, 63 day avg , 27.397, 63 day avg
2006.4 , 725.046, 63 day avg , 56.779, 63 day avg
2006.3 , 792.426, 62 day avg , 68.957, 62 day avg
2006.2 , 580.484, 63 day avg , 37.009, 63 day avg
2006.1 , 667.939, 62 day avg , 149.626, 62 day avg
2005.4 , 605.427, 63 day avg , 66.227, 63 day avg
2005.3 , 618.898, 64 day avg , 91.506, 64 day avg
2005.2 , 603.302, 64 day avg , 59.842, 64 day avg
2005.1 , 597.508, 61 day avg , 56.885, 61 day avg
2004.4 , 685.703, 64 day avg , 30.969, 64 day avg
2004.3 , 153.422, 64 day avg , na, 64 day avg
2004.2 , 559.079, 63 day avg , 26.381, 63 day avg
2004.1 , 602.984, 62 day avg , 44.774, 62 day avg
2003.4 , 783.887, 62 day avg , 46.113, 62 day avg
2003.3 , 1187.681, 47 day avg , 61.234, 47 day avg
2003.2 , 1171.372, 43 day avg , 74.116, 43 day avg
2003.1 , na, 0 day avg , na, 0 day avg
2002.4 , na, 9 day avg , na, 9 day avg
2002.3 , na, 0 day avg , na, 0 day avg
2002.2 , na, 0 day avg , na, 0 day avg
2002.1 , na, 0 day avg , na, 0 day avg
2001.4 , na, 1 day avg , na, 1 day avg
2001.3 , na, 0 day avg , na, 0 day avg
2001.2 , na, 0 day avg , na, 0 day avg
2001.1 , 651.671, 21 day avg , na, 0 day avg
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