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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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RUSSELL 1000.
Column ( 1) RUSSELL 1000 maturity 1.
Nearest maturity
. Number of observations : 17
Column ( 2) RUSSELL 1000 maturity 2.
2nd maturity
. Number of observations : 17
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 ,
2007.2 , 2696.200, 5 day avg , 293.200, 5 day avg , na, 0 day avg
2007.1 , 1102.540, 50 day avg , 1034.080, 50 day avg , na, 1 day avg
2006.4 , 3174.214, 56 day avg , 67.429, 56 day avg , na, 1 day avg
2006.3 , 5504.369, 57 day avg , 2314.667, 57 day avg , na, 1 day avg
2006.2 , 2068.674, 49 day avg , 1310.816, 49 day avg , na, 1 day avg
2006.1 , 1500.813, 48 day avg , 56.854, 48 day avg , na, 1 day avg
2005.4 , 2558.393, 56 day avg , 68.643, 56 day avg , na, 1 day avg
2005.3 , 3082.192, 52 day avg , 224.731, 52 day avg , na, 1 day avg
2005.2 , 2619.531, 49 day avg , 97.367, 49 day avg , na, 0 day avg
2005.1 , 2246.113, 53 day avg , 127.887, 53 day avg , na, 1 day avg
2004.4 , 724.529, 34 day avg , 141.382, 34 day avg , na, 1 day avg
2004.3 , 638.929, 14 day avg , na, 14 day avg , na, 0 day avg
2004.2 , 1119.604, 48 day avg , 6.354, 48 day avg , na, 0 day avg
2004.1 , 1498.700, 40 day avg , 24.400, 40 day avg , na, 1 day avg
2003.4 , 1622.578, 45 day avg , 66.133, 45 day avg , na, 1 day avg
2003.3 , 2038.830, 47 day avg , 50.574, 47 day avg , na, 1 day avg
2003.2 , 693.412, 34 day avg , 315.824, 34 day avg , na, 1 day avg
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