|
|
CME Groups
| CME_equity_indices
- Chicago Mercantile Exchange - Equity Indices
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
NASDAQ 100.
Column ( 1) NASDAQ 100 maturity 1.
Nearest maturity
. Number of observations : 101
Column ( 2) NASDAQ 100 maturity 2.
2nd maturity
. Number of observations : 101
Column ( 3) NASDAQ 100 maturity 3.
3rd maturity
. Number of observations : 80
Column ( 4) NASDAQ 100 maturity 4.
4th maturity
. Number of observations : 39
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am |
|
| NASDAQ 100 . Futures . Average Volume
|
|
, NASDAQ 100 ,, NASDAQ 100 ,, NASDAQ 100 ,, NASDAQ 100 ,
, NASDAQ 1001st ,, NASDAQ 1002nd ,, NASDAQ 1003rd ,, NASDAQ 1004th ,
, NASDAQ 100; Nearest ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,
, expiration ,, ,, ,, ,
, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Dec.2002 to May.8.2009,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2009-05 , 2068.833, 6 day avg , 0.167, 6 day avg , 0.333, 6 day avg , na, 6 day avg
2009-04 , 2137.273, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2009-03 , 3874.500, 22 day avg , 1512.818, 22 day avg , na, 22 day avg , na, 22 day avg
2009-02 , 3060.700, 20 day avg , 17.750, 20 day avg , na, 20 day avg , na, 20 day avg
2009-01 , 3000.550, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2008-12 , 3127.182, 22 day avg , 1386.500, 22 day avg , 0.045, 22 day avg , na, 22 day avg
2008-11 , 3150.421, 19 day avg , 5.632, 19 day avg , na, 19 day avg , na, 19 day avg
2008-10 , 5641.435, 23 day avg , 2.739, 23 day avg , na, 23 day avg , na, 23 day avg
2008-09 , 5618.571, 21 day avg , 2265.476, 21 day avg , 9.238, 21 day avg , na, 21 day avg
2008-08 , 4032.905, 21 day avg , 14.476, 21 day avg , 5.476, 21 day avg , 0.476, 21 day avg
2008-07 , 4457.522, 23 day avg , 7.826, 23 day avg , 0.435, 23 day avg , na, 23 day avg
2008-06 , 6298.381, 21 day avg , 2776.952, 21 day avg , 0.143, 21 day avg , na, 21 day avg
2008-05 , 3799.810, 21 day avg , 12.476, 21 day avg , 0.333, 21 day avg , na, 21 day avg
2008-04 , 3291.455, 22 day avg , 10.682, 22 day avg , na, 22 day avg , na, 22 day avg
2008-03 , 6385.000, 20 day avg , 3075.800, 20 day avg , 0.200, 20 day avg , na, 20 day avg
2008-02 , 4634.950, 20 day avg , 8.300, 20 day avg , na, 20 day avg , na, 20 day avg
2008-01 , 6345.095, 21 day avg , 6.571, 21 day avg , na, 21 day avg , na, 21 day avg
2007-12 , 4982.700, 20 day avg , 2949.150, 20 day avg , 1.200, 20 day avg , na, 20 day avg
2007-11 , 5895.619, 21 day avg , 5.000, 21 day avg , 0.476, 21 day avg , na, 21 day avg
2007-10 , 4802.087, 23 day avg , 0.043, 23 day avg , na, 23 day avg , na, 23 day avg
2007-09 , 5614.210, 19 day avg , 2947.053, 19 day avg , 0.053, 19 day avg , na, 19 day avg
2007-08 , 5498.652, 23 day avg , 6.565, 23 day avg , na, 23 day avg , na, 23 day avg
2007-07 , 4418.000, 21 day avg , 0.048, 21 day avg , na, 21 day avg , na, 21 day avg
2007-06 , 6757.762, 21 day avg , 4101.810, 21 day avg , na, 7 day avg , na, 6 day avg
2007-05 , 4390.682, 22 day avg , 7.682, 22 day avg , na, 0 day avg , na, 0 day avg
2007-04 , 3543.952, 21 day avg , 1.429, 21 day avg , na, 5 day avg , na, 0 day avg
2007-03 , 7650.455, 22 day avg , 4094.227, 22 day avg , 1.409, 22 day avg , na, 1 day avg
2007-02 , 5282.300, 20 day avg , 87.550, 20 day avg , 1.850, 20 day avg , na, 0 day avg
2007-01 , 5685.238, 21 day avg , 0.381, 21 day avg , na, 21 day avg , na, 0 day avg
2006-12 , 7147.850, 20 day avg , 4909.875, 20 day avg , 272.337, 20 day avg , na, 1 day avg
2006-11 , 6570.286, 21 day avg , 18.905, 21 day avg , 516.524, 21 day avg , na, 0 day avg
2006-10 , 6189.273, 22 day avg , 628.045, 22 day avg , 550.136, 22 day avg , na, 0 day avg
2006-09 , 8021.200, 20 day avg , 5086.892, 20 day avg , 328.117, 20 day avg , na, 1 day avg
2006-08 , 6447.130, 23 day avg , 19.565, 23 day avg , na, 23 day avg , na, 0 day avg
2006-07 , 6778.000, 20 day avg , 2.900, 20 day avg , na, 19 day avg , na, 0 day avg
2006-06 , 8665.182, 22 day avg , 5537.234, 22 day avg , 504.950, 22 day avg , na, 1 day avg
2006-05 , 7595.500, 22 day avg , 9.182, 22 day avg , 0.682, 22 day avg , na, 0 day avg
2006-04 , 5936.474, 19 day avg , 1.684, 19 day avg , na, 19 day avg , na, 0 day avg
2006-03 , 8532.869, 23 day avg , 4855.761, 23 day avg , 293.348, 23 day avg , na, 1 day avg
2006-02 , 8016.421, 19 day avg , 340.000, 19 day avg , 177.342, 19 day avg , na, 0 day avg
2006-01 , 9173.950, 20 day avg , 1.300, 20 day avg , 86.500, 20 day avg , na, 0 day avg
2005-12 , 7853.762, 21 day avg , 4612.190, 21 day avg , 1.143, 21 day avg , na, 1 day avg
2005-11 , 7156.381, 21 day avg , 175.500, 21 day avg , 0.048, 21 day avg , na, 0 day avg
2005-10 , 9655.286, 21 day avg , 76.143, 21 day avg , 76.905, 21 day avg , na, 0 day avg
2005-09 , 9084.000, 21 day avg , 5139.167, 21 day avg , 77.381, 21 day avg , na, 1 day avg
2005-08 , 6650.000, 23 day avg , 97.174, 23 day avg , 0.087, 23 day avg , na, 0 day avg
2005-07 , 6321.000, 20 day avg , 0.300, 20 day avg , na, 20 day avg , na, 0 day avg
2005-06 , 8342.454, 22 day avg , 4542.341, 22 day avg , 141.750, 22 day avg , na, 1 day avg
2005-05 , 8378.477, 21 day avg , 99.333, 21 day avg , 0.048, 21 day avg , na, 0 day avg
2005-04 , 10081.143, 21 day avg , 0.619, 21 day avg , na, 21 day avg , na, 0 day avg
2005-03 , 11186.228, 22 day avg , 6017.864, 22 day avg , 0.182, 22 day avg , na, 1 day avg
2005-02 , 10329.474, 19 day avg , 255.842, 19 day avg , na, 19 day avg , na, 0 day avg
2005-01 , 12365.100, 20 day avg , 1.200, 20 day avg , na, 20 day avg , na, 0 day avg
2004-12 , 10529.046, 22 day avg , 5808.136, 22 day avg , 0.273, 22 day avg , na, 1 day avg
2004-11 , 10939.523, 21 day avg , 74.714, 21 day avg , na, 21 day avg , na, 0 day avg
2004-10 , 13651.857, 21 day avg , 1.714, 21 day avg , na, 21 day avg , na, 0 day avg
2004-09 , 13450.619, 21 day avg , 7045.952, 21 day avg , 0.095, 21 day avg , na, 1 day avg
2004-08 , 11058.182, 22 day avg , 37.182, 22 day avg , na, 22 day avg , na, 0 day avg
2004-07 , 13519.000, 21 day avg , 170.714, 21 day avg , 0.143, 21 day avg , na, 0 day avg
2004-06 , 13388.818, 22 day avg , 5327.409, 22 day avg , 7.455, 22 day avg , na, 1 day avg
2004-05 , 15299.750, 20 day avg , 121.800, 20 day avg , 0.150, 20 day avg , na, 0 day avg
2004-04 , 14949.619, 21 day avg , 0.190, 21 day avg , na, 21 day avg , na, 0 day avg
2004-03 , 17579.043, 23 day avg , 8383.695, 23 day avg , 0.217, 23 day avg , na, 1 day avg
2004-02 , 13612.789, 19 day avg , 140.526, 19 day avg , 3.316, 19 day avg , na, 0 day avg
2004-01 , 13296.800, 20 day avg , 1.200, 20 day avg , na, 20 day avg , na, 0 day avg
2003-12 , 12523.000, 22 day avg , 7774.500, 22 day avg , na, 22 day avg , na, 1 day avg
2003-11 , 13679.105, 19 day avg , 160.421, 19 day avg , na, 19 day avg , na, 0 day avg
2003-10 , 14387.479, 23 day avg , 0.435, 23 day avg , 2.238, 21 day avg , na, 0 day avg
2003-09 , 14809.048, 21 day avg , 7239.333, 21 day avg , 5.313, 16 day avg , na, 0 day avg
2003-08 , 12284.143, 21 day avg , 46.619, 21 day avg , na, 16 day avg , na, 0 day avg
2003-07 , 15703.591, 22 day avg , 27.773, 22 day avg , na, 15 day avg , na, 0 day avg
2003-06 , 17054.381, 21 day avg , 7796.333, 21 day avg , 8.000, 16 day avg , na, 0 day avg
2003-05 , 15565.096, 21 day avg , 8.190, 21 day avg , 0.188, 16 day avg , na, 0 day avg
2003-04 , 14674.810, 21 day avg , 2.667, 21 day avg , 0.091, 11 day avg , na, 0 day avg
2003-03 , 14416.952, 21 day avg , 8668.952, 21 day avg , 48.000, 1 day avg , na, 0 day avg
2003-02 , 16113.105, 19 day avg , 63.632, 19 day avg , na, 0 day avg , na, 0 day avg
2003-01 , 16342.333, 21 day avg , 77.476, 21 day avg , na, 0 day avg , na, 0 day avg
2002-12 , 13117.477, 21 day avg , 7318.905, 21 day avg , 2.333, 9 day avg , na, 5 day avg
2002-11 , 15976.850, 20 day avg , 97.800, 20 day avg , na, 0 day avg , na, 0 day avg
2002-10 , 16019.739, 23 day avg , 102.043, 23 day avg , na, 0 day avg , na, 0 day avg
2002-09 , 14898.900, 20 day avg , 7917.050, 20 day avg , 9.000, 1 day avg , na, 0 day avg
2002-08 , 15295.409, 22 day avg , 151.773, 22 day avg , na, 0 day avg , na, 0 day avg
2002-07 , 20822.908, 22 day avg , 0.318, 22 day avg , na, 0 day avg , na, 0 day avg
2002-06 , 17822.600, 20 day avg , 8447.850, 20 day avg , 2.000, 1 day avg , na, 0 day avg
2002-05 , 20298.818, 22 day avg , 10.500, 22 day avg , na, 0 day avg , na, 0 day avg
2002-04 , 16725.182, 22 day avg , 0.227, 22 day avg , na, 0 day avg , na, 0 day avg
2002-03 , 15492.850, 20 day avg , 6554.500, 20 day avg , na, 0 day avg , na, 0 day avg
2002-02 , 19220.369, 19 day avg , 7.368, 19 day avg , na, 0 day avg , na, 0 day avg
2002-01 , 17726.850, 20 day avg , 0.200, 20 day avg , na, 0 day avg , na, 0 day avg
2001-12 , 15147.700, 20 day avg , 6629.300, 20 day avg , na, 0 day avg , na, 0 day avg
2001-11 , 20132.809, 21 day avg , 128.714, 21 day avg , na, 1 day avg , na, 0 day avg
2001-10 , 21868.869, 23 day avg , 0.652, 23 day avg , na, 0 day avg , na, 0 day avg
2001-09 , 21903.334, 15 day avg , 6233.067, 15 day avg , na, 0 day avg , na, 0 day avg
2001-08 , 16144.046, 22 day avg , 76.136, 22 day avg , na, 0 day avg , na, 0 day avg
2001-07 , 17698.900, 20 day avg , 0.050, 20 day avg , na, 0 day avg , na, 0 day avg
2001-06 , 17588.809, 21 day avg , 8454.333, 21 day avg , na, 1 day avg , na, 0 day avg
2001-05 , 22105.955, 22 day avg , 65.773, 22 day avg , na, 0 day avg , na, 0 day avg
2001-04 , 22447.316, 19 day avg , 50.105, 19 day avg , na, 0 day avg , na, 0 day avg
2001-03 , 20637.592, 22 day avg , 8130.714, 21 day avg , na, 0 day avg , na, 0 day avg
2001-02 , 21461.842, 19 day avg , 69.632, 19 day avg , na, 0 day avg , na, 0 day avg
2001-01 , 19742.477, 21 day avg , 499.524, 21 day avg , 644.833, 21 day avg , na, 0 day avg
|