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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 : 9
Column ( 2) S&P BARRA Value Index maturity 2.
2nd maturity
. Number of observations : 9
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 Volume
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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 Volume ,, Avg daily Volume ,
2009 , 0.118, 85 day avg , na, 85 day avg
2008 , 9.347, 248 day avg , 7.835, 248 day avg
2007 , 14.000, 68 day avg , 10.882, 68 day avg
2006 , 20.564, 250 day avg , 15.293, 250 day avg
2005 , 13.952, 252 day avg , 11.929, 252 day avg
2004 , 10.617, 253 day avg , 7.597, 253 day avg
2003 , 32.066, 152 day avg , 17.230, 152 day avg
2002 , na, 9 day avg , na, 9 day avg
2001 , na, 22 day avg , na, 1 day avg
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