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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 500 Index.
Column ( 1) S&P 500 Index maturity 1.
Nearest maturity
. Number of observations : 101
Column ( 2) S&P 500 Index maturity 2.
2nd maturity
. Number of observations : 101
Column ( 3) S&P 500 Index maturity 3.
3rd maturity
. Number of observations : 101
Column ( 4) S&P 500 Index maturity 4.
4th maturity
. Number of observations : 101
Column ( 5) S&P 500 Index maturity 5.
5th maturity
. Number of observations : 101
Column ( 6) S&P 500 Index maturity 6.
6th maturity
. Number of observations : 101
Column ( 7) S&P 500 Index maturity 7.
7th maturity
. Number of observations : 101
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 500 Index . Futures . Average Volume
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, 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 Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2009-05 , 26255.334, 6 day avg , 1405.000, 6 day avg , 439.167, 6 day avg , 397.500, 6 day avg , na, 6 day avg , na, 6 day avg , na, 6 day avg
2009-04 , 24277.955, 22 day avg , 963.045, 22 day avg , 84.636, 22 day avg , 52.818, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2009-03 , 57075.547, 22 day avg , 33357.863, 22 day avg , 116.273, 22 day avg , 37.318, 22 day avg , na, 22 day avg , 0.091, 22 day avg , na, 22 day avg
2009-02 , 34465.199, 20 day avg , 2342.550, 20 day avg , 34.250, 20 day avg , 15.350, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2009-01 , 32022.400, 20 day avg , 607.800, 20 day avg , 26.500, 20 day avg , 2.050, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2008-12 , 58466.547, 22 day avg , 35523.090, 22 day avg , 161.864, 22 day avg , 3.318, 22 day avg , 0.909, 22 day avg , na, 22 day avg , na, 22 day avg
2008-11 , 48113.633, 19 day avg , 1577.842, 19 day avg , 942.895, 19 day avg , 8.579, 19 day avg , 0.421, 19 day avg , na, 19 day avg , na, 19 day avg
2008-10 , 70057.695, 23 day avg , 464.957, 23 day avg , 143.565, 23 day avg , 71.304, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg
2008-09 , 72489.383, 21 day avg , 40460.762, 21 day avg , 225.619, 21 day avg , 123.857, 21 day avg , 66.381, 21 day avg , na, 21 day avg , na, 21 day avg
2008-08 , 31694.000, 21 day avg , 2578.428, 21 day avg , 209.714, 21 day avg , 101.429, 21 day avg , 0.048, 21 day avg , na, 21 day avg , na, 21 day avg
2008-07 , 39727.219, 23 day avg , 284.783, 23 day avg , 12.826, 23 day avg , 12.391, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg
2008-06 , 57744.332, 21 day avg , 34406.191, 21 day avg , 504.619, 21 day avg , na, 21 day avg , 0.190, 21 day avg , 2.000, 21 day avg , na, 21 day avg
2008-05 , 33702.906, 21 day avg , 3044.952, 21 day avg , 448.238, 21 day avg , 0.286, 21 day avg , na, 21 day avg , 0.286, 21 day avg , na, 21 day avg
2008-04 , 33053.000, 22 day avg , 682.636, 22 day avg , 523.864, 22 day avg , 13.318, 22 day avg , 0.091, 22 day avg , na, 22 day avg , na, 22 day avg
2008-03 , 71535.047, 20 day avg , 49572.148, 20 day avg , 48.450, 20 day avg , 34.950, 20 day avg , 1.000, 20 day avg , 1.200, 20 day avg , 0.350, 20 day avg
2008-02 , 41071.352, 20 day avg , 3110.000, 20 day avg , 5.750, 20 day avg , 105.250, 20 day avg , 0.250, 20 day avg , na, 20 day avg , 0.400, 20 day avg
2008-01 , 53580.047, 21 day avg , 681.952, 21 day avg , 17.619, 21 day avg , 136.381, 21 day avg , 0.333, 21 day avg , na, 21 day avg , 0.524, 21 day avg
2007-12 , 59435.852, 20 day avg , 38664.199, 20 day avg , 392.950, 20 day avg , 27.850, 20 day avg , 26.300, 20 day avg , na, 20 day avg , na, 20 day avg
2007-11 , 46768.191, 21 day avg , 4957.190, 21 day avg , 736.810, 21 day avg , 2.048, 21 day avg , 191.857, 21 day avg , na, 21 day avg , 0.143, 21 day avg
2007-10 , 35730.262, 23 day avg , 830.043, 23 day avg , 201.957, 23 day avg , 0.652, 23 day avg , 21.826, 23 day avg , na, 23 day avg , na, 23 day avg
2007-09 , 62940.211, 19 day avg , 37411.367, 19 day avg , 68.053, 19 day avg , 10.211, 19 day avg , 0.053, 19 day avg , 55.579, 19 day avg , na, 19 day avg
2007-08 , 60452.262, 23 day avg , 6981.913, 23 day avg , 68.217, 23 day avg , na, 23 day avg , 0.217, 23 day avg , 92.391, 23 day avg , 0.130, 23 day avg
2007-07 , 37119.191, 21 day avg , 220.381, 21 day avg , 73.143, 21 day avg , 0.762, 21 day avg , na, 21 day avg , na, 21 day avg , 0.143, 21 day avg
2007-06 , 64337.285, 21 day avg , 41223.238, 21 day avg , 117.190, 21 day avg , 3.381, 21 day avg , na, 21 day avg , 0.048, 21 day avg , 0.667, 21 day avg
2007-05 , 36127.637, 22 day avg , 4307.455, 22 day avg , 85.545, 22 day avg , 4.909, 22 day avg , 8.318, 22 day avg , na, 22 day avg , 0.545, 22 day avg
2007-04 , 29384.809, 21 day avg , 378.952, 21 day avg , 38.333, 21 day avg , 90.286, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2007-03 , 65810.547, 22 day avg , 42859.590, 22 day avg , 42.682, 22 day avg , 115.045, 22 day avg , 46.818, 22 day avg , 0.091, 22 day avg , na, 22 day avg
2007-02 , 31546.551, 20 day avg , 3301.300, 20 day avg , 238.750, 20 day avg , 27.100, 20 day avg , 0.300, 20 day avg , 1.200, 20 day avg , na, 20 day avg
2007-01 , 30005.477, 21 day avg , 1736.476, 21 day avg , 371.857, 21 day avg , 7.429, 21 day avg , 0.238, 21 day avg , 0.143, 21 day avg , na, 21 day avg
2006-12 , 57487.250, 20 day avg , 44056.949, 20 day avg , 1187.000, 20 day avg , 328.905, 20 day avg , 47.900, 20 day avg , 369.955, 20 day avg , 2.700, 20 day avg
2006-11 , 35966.047, 21 day avg , 5746.238, 21 day avg , 435.829, 21 day avg , 584.157, 21 day avg , 651.062, 21 day avg , 69.348, 21 day avg , 69.567, 21 day avg
2006-10 , 30019.000, 22 day avg , 594.409, 22 day avg , 224.300, 22 day avg , 176.795, 22 day avg , 64.950, 22 day avg , 322.286, 22 day avg , na, 22 day avg
2006-09 , 56390.551, 20 day avg , 39013.699, 20 day avg , 153.885, 20 day avg , 267.405, 20 day avg , 405.290, 20 day avg , 202.760, 20 day avg , 66.695, 20 day avg
2006-08 , 33015.086, 23 day avg , 4162.957, 23 day avg , 234.504, 23 day avg , 477.330, 23 day avg , 56.843, 23 day avg , 0.304, 23 day avg , na, 23 day avg
2006-07 , 37056.898, 20 day avg , 185.100, 20 day avg , 12.200, 20 day avg , 57.650, 20 day avg , na, 20 day avg , na, 20 day avg , 0.100, 20 day avg
2006-06 , 63941.137, 22 day avg , 43346.363, 22 day avg , 437.591, 22 day avg , 323.250, 22 day avg , 289.423, 22 day avg , 59.745, 22 day avg , 57.800, 22 day avg
2006-05 , 42713.727, 22 day avg , 5520.227, 22 day avg , 139.409, 22 day avg , 6.136, 22 day avg , 1.227, 22 day avg , 0.455, 22 day avg , na, 22 day avg
2006-04 , 31738.525, 19 day avg , 523.842, 19 day avg , 71.947, 19 day avg , 5.579, 19 day avg , 0.526, 19 day avg , na, 19 day avg , na, 19 day avg
2006-03 , 57796.219, 23 day avg , 41073.523, 23 day avg , 219.304, 23 day avg , 255.365, 23 day avg , 117.196, 23 day avg , 174.622, 23 day avg , 230.691, 23 day avg
2006-02 , 33100.895, 19 day avg , 3001.158, 19 day avg , 52.053, 19 day avg , 1.158, 19 day avg , 69.668, 19 day avg , 68.584, 19 day avg , na, 19 day avg
2006-01 , 34590.148, 20 day avg , 224.950, 20 day avg , 331.200, 20 day avg , 102.865, 20 day avg , 67.540, 20 day avg , 67.630, 20 day avg , na, 20 day avg
2005-12 , 57162.617, 21 day avg , 42307.953, 21 day avg , 519.810, 21 day avg , 156.119, 21 day avg , 63.767, 21 day avg , 63.033, 21 day avg , na, 21 day avg
2005-11 , 35247.145, 21 day avg , 4470.381, 21 day avg , 489.967, 21 day avg , 89.067, 21 day avg , 2.000, 21 day avg , na, 21 day avg , 62.671, 21 day avg
2005-10 , 41930.570, 21 day avg , 271.810, 21 day avg , 91.476, 21 day avg , 107.448, 21 day avg , 176.290, 21 day avg , 59.267, 21 day avg , na, 21 day avg
2005-09 , 61973.809, 21 day avg , 40842.953, 21 day avg , 133.333, 21 day avg , 190.252, 21 day avg , 61.929, 21 day avg , 120.152, 21 day avg , 238.329, 21 day avg
2005-08 , 34027.695, 23 day avg , 4758.522, 23 day avg , 287.465, 23 day avg , 175.270, 23 day avg , 1.478, 23 day avg , 0.217, 23 day avg , 55.348, 23 day avg
2005-07 , 31380.500, 20 day avg , 101.100, 20 day avg , 123.520, 20 day avg , 104.805, 20 day avg , 123.420, 20 day avg , 61.445, 20 day avg , na, 20 day avg
2005-06 , 56039.316, 22 day avg , 39626.090, 22 day avg , 298.768, 22 day avg , 147.014, 22 day avg , 0.909, 22 day avg , 56.614, 22 day avg , 0.455, 22 day avg
2005-05 , 37920.809, 21 day avg , 3900.333, 21 day avg , 283.762, 21 day avg , 12.333, 21 day avg , 1.190, 21 day avg , na, 21 day avg , na, 21 day avg
2005-04 , 42084.953, 21 day avg , 768.095, 21 day avg , 105.000, 21 day avg , 18.857, 21 day avg , 1.238, 21 day avg , na, 21 day avg , na, 21 day avg
2005-03 , 63139.953, 22 day avg , 44905.273, 22 day avg , 371.545, 22 day avg , 9.773, 22 day avg , na, 22 day avg , 3.636, 22 day avg , 3.636, 22 day avg
2005-02 , 38603.578, 19 day avg , 3977.210, 19 day avg , 183.474, 19 day avg , 252.105, 19 day avg , 117.895, 19 day avg , na, 19 day avg , na, 19 day avg
2005-01 , 36586.449, 20 day avg , 257.450, 20 day avg , 173.900, 20 day avg , 174.300, 20 day avg , 251.450, 20 day avg , na, 20 day avg , na, 20 day avg
2004-12 , 57673.727, 22 day avg , 40791.227, 22 day avg , 581.182, 22 day avg , 124.955, 22 day avg , 5.500, 22 day avg , 4.636, 22 day avg , 2.364, 22 day avg
2004-11 , 43970.094, 21 day avg , 5355.143, 21 day avg , 154.238, 21 day avg , 100.286, 21 day avg , 3.619, 21 day avg , 0.286, 21 day avg , 1.476, 21 day avg
2004-10 , 40619.523, 21 day avg , 742.952, 21 day avg , 137.238, 21 day avg , 2.762, 21 day avg , 1.667, 21 day avg , 1.667, 21 day avg , 0.095, 21 day avg
2004-09 , 60332.762, 21 day avg , 40113.094, 21 day avg , 523.571, 21 day avg , 16.476, 21 day avg , 2.000, 21 day avg , 1.095, 21 day avg , 1.190, 21 day avg
2004-08 , 38656.410, 22 day avg , 2951.909, 22 day avg , 79.636, 22 day avg , 4.545, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2004-07 , 39089.430, 21 day avg , 788.381, 21 day avg , 22.667, 21 day avg , 5.667, 21 day avg , 1.048, 21 day avg , 0.095, 21 day avg , 0.571, 21 day avg
2004-06 , 56352.500, 22 day avg , 35820.773, 22 day avg , 315.591, 22 day avg , 4.682, 22 day avg , 2.227, 22 day avg , 0.364, 22 day avg , 0.636, 22 day avg
2004-05 , 46408.551, 20 day avg , 1382.650, 20 day avg , 53.400, 20 day avg , 12.800, 20 day avg , 4.050, 20 day avg , 0.400, 20 day avg , 1.600, 20 day avg
2004-04 , 41226.383, 21 day avg , 263.000, 21 day avg , 87.857, 21 day avg , 13.714, 21 day avg , 2.238, 21 day avg , 0.571, 21 day avg , 2.000, 21 day avg
2004-03 , 65160.305, 23 day avg , 42384.176, 23 day avg , 580.652, 23 day avg , 29.652, 23 day avg , 12.957, 23 day avg , na, 23 day avg , na, 23 day avg
2004-02 , 42210.684, 19 day avg , 1827.842, 19 day avg , 37.526, 19 day avg , 25.211, 19 day avg , 0.053, 19 day avg , na, 19 day avg , na, 19 day avg
2004-01 , 45735.398, 20 day avg , 909.450, 20 day avg , 259.350, 20 day avg , 4.650, 20 day avg , 0.250, 20 day avg , 8.100, 20 day avg , na, 20 day avg
2003-12 , 59082.773, 22 day avg , 43173.090, 22 day avg , 637.500, 22 day avg , 105.227, 22 day avg , 4.409, 22 day avg , 0.909, 22 day avg , 0.727, 22 day avg
2003-11 , 46484.527, 19 day avg , 2845.895, 19 day avg , 266.053, 19 day avg , 29.053, 19 day avg , 2.789, 19 day avg , 2.105, 19 day avg , 2.105, 19 day avg
2003-10 , 49395.566, 23 day avg , 578.913, 23 day avg , 46.739, 23 day avg , 1.826, 23 day avg , 1.652, 23 day avg , 0.174, 23 day avg , 0.174, 23 day avg
2003-09 , 69573.766, 21 day avg , 42439.430, 21 day avg , 587.571, 21 day avg , 5.571, 21 day avg , 3.333, 21 day avg , 3.381, 21 day avg , 0.381, 21 day avg
2003-08 , 49722.238, 21 day avg , 3852.095, 21 day avg , 83.143, 21 day avg , 4.143, 21 day avg , 0.238, 21 day avg , 0.190, 21 day avg , 0.952, 21 day avg
2003-07 , 53571.363, 22 day avg , 1321.364, 22 day avg , 40.318, 22 day avg , 9.091, 22 day avg , 9.091, 22 day avg , 2.455, 22 day avg , 2.455, 22 day avg
2003-06 , 81007.617, 21 day avg , 51591.430, 21 day avg , 502.286, 21 day avg , 59.190, 21 day avg , 0.905, 21 day avg , 2.524, 21 day avg , na, 21 day avg
2003-05 , 64522.617, 21 day avg , 3194.000, 21 day avg , 135.333, 21 day avg , 2.762, 21 day avg , 6.905, 21 day avg , 0.238, 21 day avg , na, 21 day avg
2003-04 , 58917.668, 21 day avg , 266.952, 21 day avg , 42.048, 21 day avg , 1.571, 21 day avg , 9.524, 21 day avg , 0.095, 21 day avg , na, 21 day avg
2003-03 , 82520.094, 21 day avg , 55456.145, 21 day avg , 148.000, 21 day avg , 108.810, 21 day avg , 1.143, 21 day avg , 0.095, 21 day avg , 0.095, 21 day avg
2003-02 , 68217.789, 19 day avg , 2478.053, 19 day avg , 165.000, 19 day avg , 8.211, 19 day avg , 18.368, 19 day avg , 4.737, 19 day avg , na, 19 day avg
2003-01 , 65512.855, 21 day avg , 974.762, 21 day avg , 201.190, 21 day avg , 22.429, 21 day avg , na, 21 day avg , 0.095, 21 day avg , 0.095, 21 day avg
2002-12 , 70183.047, 21 day avg , 45698.191, 21 day avg , 626.143, 21 day avg , 93.000, 21 day avg , 43.476, 21 day avg , na, 21 day avg , na, 21 day avg
2002-11 , 67658.203, 20 day avg , 3099.250, 20 day avg , 148.500, 20 day avg , 21.900, 20 day avg , 0.550, 20 day avg , na, 20 day avg , na, 20 day avg
2002-10 , 84174.086, 23 day avg , 1326.913, 23 day avg , 198.783, 23 day avg , 1.609, 23 day avg , 0.261, 23 day avg , na, 23 day avg , na, 23 day avg
2002-09 , 89411.453, 20 day avg , 54763.398, 20 day avg , 184.600, 20 day avg , 4.550, 20 day avg , 0.450, 20 day avg , 0.800, 20 day avg , na, 20 day avg
2002-08 , 72255.094, 22 day avg , 2346.909, 22 day avg , 126.091, 22 day avg , 10.773, 22 day avg , 0.273, 22 day avg , na, 22 day avg , na, 22 day avg
2002-07 , 96580.453, 22 day avg , 1605.000, 22 day avg , 1227.545, 22 day avg , 23.500, 22 day avg , 1.364, 22 day avg , 0.545, 22 day avg , na, 22 day avg
2002-06 , 88655.102, 20 day avg , 46150.602, 20 day avg , 705.000, 20 day avg , 11.000, 20 day avg , 1.750, 20 day avg , 0.150, 20 day avg , 0.050, 20 day avg
2002-05 , 66562.000, 22 day avg , 4253.364, 22 day avg , 329.364, 22 day avg , 1.182, 22 day avg , 2.364, 22 day avg , 0.364, 22 day avg , 0.636, 22 day avg
2002-04 , 63084.816, 22 day avg , 2249.864, 22 day avg , 150.773, 22 day avg , 1.091, 22 day avg , 0.500, 22 day avg , 0.591, 22 day avg , 0.545, 22 day avg
2002-03 , 73461.047, 20 day avg , 40443.301, 20 day avg , 376.850, 20 day avg , 32.100, 20 day avg , 1.650, 20 day avg , 2.500, 20 day avg , 1.600, 20 day avg
2002-02 , 78508.000, 19 day avg , 7158.790, 19 day avg , 357.263, 19 day avg , 21.947, 19 day avg , 1.158, 19 day avg , 0.211, 19 day avg , 0.632, 19 day avg
2002-01 , 63099.250, 21 day avg , 1650.476, 21 day avg , 671.124, 21 day avg , 288.605, 21 day avg , 331.338, 21 day avg , 108.871, 21 day avg , 114.580, 20 day avg
2001-12 , 66240.547, 20 day avg , 40042.301, 20 day avg , 538.950, 20 day avg , 78.900, 20 day avg , 3.300, 20 day avg , 1.200, 20 day avg , 3.000, 20 day avg
2001-11 , 72269.570, 21 day avg , 7503.190, 21 day avg , 517.381, 21 day avg , 38.429, 21 day avg , 9.952, 21 day avg , 0.381, 21 day avg , 0.190, 21 day avg
2001-10 , 75978.563, 23 day avg , 874.261, 23 day avg , 113.913, 23 day avg , 3.652, 23 day avg , 0.174, 23 day avg , 0.087, 23 day avg , na, 23 day avg
2001-09 , 103937.203, 15 day avg , 45184.934, 15 day avg , 839.067, 15 day avg , 9.600, 15 day avg , 5.733, 15 day avg , 5.333, 15 day avg , 6.333, 15 day avg
2001-08 , 63159.816, 22 day avg , 5630.045, 22 day avg , 44.909, 22 day avg , 8.182, 22 day avg , 0.818, 22 day avg , 0.273, 22 day avg , na, 22 day avg
2001-07 , 62036.352, 20 day avg , 1605.150, 20 day avg , 42.750, 20 day avg , 16.450, 20 day avg , 15.100, 20 day avg , 15.150, 20 day avg , 3.750, 20 day avg
2001-06 , 69097.094, 21 day avg , 33897.145, 21 day avg , 73.476, 21 day avg , 40.667, 21 day avg , 50.714, 21 day avg , 27.952, 21 day avg , 2.857, 21 day avg
2001-05 , 67703.500, 22 day avg , 5320.455, 22 day avg , 108.000, 22 day avg , 30.864, 22 day avg , 13.455, 22 day avg , na, 22 day avg , na, 22 day avg
2001-04 , 73093.844, 19 day avg , 1541.368, 19 day avg , 128.526, 19 day avg , 27.579, 19 day avg , 8.105, 19 day avg , na, 19 day avg , na, 19 day avg
2001-03 , 82182.547, 22 day avg , 40255.000, 22 day avg , 200.318, 22 day avg , 57.136, 22 day avg , 19.500, 22 day avg , 21.091, 22 day avg , 0.455, 22 day avg
2001-02 , 74985.266, 19 day avg , 6877.526, 19 day avg , 95.368, 19 day avg , 53.789, 19 day avg , 17.737, 19 day avg , 22.526, 19 day avg , na, 19 day avg
2001-01 , 70733.289, 21 day avg , 1752.429, 21 day avg , 88.667, 21 day avg , 43.571, 21 day avg , 40.143, 21 day avg , 21.429, 21 day avg , na, 21 day avg
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