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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 : 5
Column ( 2) RUSSELL 1000 maturity 2.
2nd maturity
. Number of observations : 5
Column ( 3) RUSSELL 1000 maturity 3.
3rd maturity
. Number of observations : 5
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 Volume
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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 Volume ,, Avg daily Volume ,, Avg daily Volume ,
2007 , 18.745, 55 day avg , 11.382, 55 day avg , na, 1 day avg
2006 , 93.410, 210 day avg , 24.576, 210 day avg , na, 4 day avg
2005 , 1785.929, 210 day avg , 259.957, 210 day avg , na, 3 day avg
2004 , 129.846, 136 day avg , 42.890, 136 day avg , na, 2 day avg
2003 , 55.714, 126 day avg , 16.357, 126 day avg , na, 3 day avg
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