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CME Equity Indices
  (sp) S&P 500 Index . 44601 (eg) E-Mini S&P Index AON . 2268 (md) S&P Midcap 400 Index . 21910 (su) S&P BARRA Value Inde . 7383
(sg) S&P BARRA Growth Ind . 7334 (nk) Nikkei 225 Index . 21373 (bc) Major Market Index . 9314 (rl) Russell 2000 Index . 12152
(rs1) RUSSELL 1000 . 1771 (fe) Fortune e-50 Index . 434 (fj) Fortune e-50 Index A . 290 (nd) NASDAQ 100 . 18075
(mx) Mexican IPC . 710 (gi) GSCI - Goldman Sachs . 15488 (fin) S&P Financial . 2164 (mlt) Long-Short Technolog . 447
(lst) Long-Short Technolog . 669 (nq) E-MINI NASDAQ-100 . 13653 (nv) E-MINI NASDAQ-100 AO . 2254
Frequency :
Day End of ... week mon qtr year
PVO
Settlement Price Volume Open Interest
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