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CME_equity_indices - Chicago Mercantile Exchange - Equity Indices
     
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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

E-MINI NASDAQ-100.
Column ( 1) E-MINI NASDAQ-100 maturity 1. Nearest maturity . Number of observations : 101
Column ( 2) E-MINI NASDAQ-100 maturity 2. 2nd maturity . Number of observations : 81
Column ( 3) E-MINI NASDAQ-100 maturity 3. 3rd maturity . Number of observations : 46
Column ( 4) E-MINI NASDAQ-100 maturity 4. 4th maturity . Number of observations : 24
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am

E-MINI NASDAQ-100 . Futures . Average Volume
                    , E-MINI NASDAQ-100      ,, E-MINI NASDAQ-100      ,, E-MINI NASDAQ-100      ,, E-MINI NASDAQ-100      ,
                    , E-MINI NASDAQ-1001st   ,, E-MINI NASDAQ-1002nd   ,, E-MINI NASDAQ-1003rd   ,, E-MINI NASDAQ-1004th   ,
                    , E-MINI NASDAQ-100; Nea ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,
                    , rest expiration        ,,                        ,,                        ,,                        ,
             ,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Dec.2002 to May.8.2009,,  Jun.2007 to May.8.2009,
End of       ,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,
2009-05             , 315768.344,   6 day avg ,     61.167,   6 day avg ,      2.167,   6 day avg ,         na,   6 day avg 
2009-04             , 288357.375,  22 day avg ,     78.227,  22 day avg ,      0.591,  22 day avg ,         na,  22 day avg 
2009-03             , 319330.031,  22 day avg ,  83107.500,  22 day avg ,      0.273,  22 day avg ,      0.045,  22 day avg 
2009-02             , 334045.094,  20 day avg ,    410.050,  20 day avg ,      1.000,  20 day avg ,         na,  20 day avg 
2009-01             , 276423.156,  20 day avg ,     52.750,  20 day avg ,      0.100,  20 day avg ,      0.050,  20 day avg 
2008-12             , 221194.000,  22 day avg ,  73980.906,  22 day avg ,      0.045,  22 day avg ,      0.318,  22 day avg 
2008-11             , 397953.313,  19 day avg ,    196.316,  19 day avg ,     26.316,  19 day avg ,      0.105,  19 day avg 
2008-10             , 537533.938,  23 day avg ,    155.652,  23 day avg ,     52.261,  23 day avg ,         na,  23 day avg 
2008-09             , 406915.438,  21 day avg , 133040.906,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2008-08             , 365662.063,  21 day avg ,    455.238,  21 day avg ,      0.190,  21 day avg ,         na,  21 day avg 
2008-07             , 437754.781,  23 day avg ,    413.870,  23 day avg ,      0.087,  23 day avg ,         na,  23 day avg 
2008-06             , 366343.063,  21 day avg ,  96770.141,  21 day avg ,      0.524,  21 day avg ,         na,  21 day avg 
2008-05             , 340079.813,  21 day avg ,    603.524,  21 day avg ,      0.095,  21 day avg ,         na,  21 day avg 
2008-04             , 314021.469,  22 day avg ,    615.409,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2008-03             , 344304.906,  20 day avg , 146238.047,  20 day avg ,      0.100,  20 day avg ,         na,  20 day avg 
2008-02             , 410283.938,  20 day avg ,    447.650,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2008-01             , 530820.625,  21 day avg ,    369.381,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2007-12             , 234833.094,  20 day avg , 119573.703,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2007-11             , 526018.688,  21 day avg ,    448.381,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2007-10             , 380428.094,  23 day avg ,     42.478,  23 day avg ,         na,  23 day avg ,         na,  23 day avg 
2007-09             , 255578.797,  19 day avg , 108054.578,  19 day avg ,         na,  19 day avg ,         na,  19 day avg 
2007-08             , 470106.000,  23 day avg ,    264.000,  23 day avg ,         na,  23 day avg ,         na,  23 day avg 
2007-07             , 375313.156,  21 day avg ,     95.143,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2007-06             , 279783.563,  21 day avg ,     25.000,   6 day avg ,         na,   6 day avg ,         na,   6 day avg 
2007-05             , 317918.906,  22 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-04             , 238605.531,  21 day avg ,     10.600,   5 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-03             , 283319.688,  22 day avg ,    598.818,  22 day avg ,         na,   1 day avg ,         na,   0 day avg 
2007-02             , 327024.844,  20 day avg ,    424.400,  20 day avg ,         na,   1 day avg ,         na,   0 day avg 
2007-01             , 327082.656,  21 day avg ,     53.667,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-12             , 193612.703,  20 day avg ,  20204.975,  20 day avg ,         na,   2 day avg ,         na,   0 day avg 
2006-11             , 300907.188,  21 day avg ,    824.679,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-10             , 301455.813,  22 day avg ,    271.420,  22 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-09             , 245359.953,  20 day avg ,  16055.912,  20 day avg ,         na,   2 day avg ,         na,   0 day avg 
2006-08             , 276605.906,  23 day avg ,    309.043,  23 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-07             , 336863.438,  20 day avg ,     53.316,  19 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-06             , 254429.313,  22 day avg ,  23441.387,  22 day avg ,         na,   2 day avg ,         na,   0 day avg 
2006-05             , 332336.875,  22 day avg ,    279.500,  22 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-04             , 284999.938,  19 day avg ,     28.421,  19 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-03             , 247391.484,  23 day avg ,  15980.805,  23 day avg ,         na,   2 day avg ,         na,   0 day avg 
2006-02             , 299716.000,  19 day avg ,    701.395,  19 day avg ,         na,   0 day avg ,         na,   0 day avg 
2006-01             , 321178.344,  20 day avg ,    401.500,  20 day avg ,         na,   0 day avg ,         na,   0 day avg 
2005-12             , 164451.375,  21 day avg ,  13165.214,  21 day avg ,         na,   1 day avg ,         na,   0 day avg 
2005-11             , 254278.328,  21 day avg ,    317.095,  21 day avg ,         na,   1 day avg ,         na,   0 day avg 
2005-10             , 310056.656,  21 day avg ,    301.548,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2005-09             , 201679.000,  21 day avg ,  12787.810,  21 day avg ,         na,   1 day avg ,         na,   0 day avg 
2005-08             , 220618.172,  23 day avg ,    628.522,  23 day avg ,         na,   1 day avg ,         na,   0 day avg 
2005-07             , 247177.844,  20 day avg ,    261.675,  20 day avg ,         na,   0 day avg ,         na,   0 day avg 
2005-06             , 206707.813,  22 day avg ,  12513.500,  22 day avg ,         na,   2 day avg ,         na,   0 day avg 
2005-05             , 280448.813,  21 day avg ,    124.286,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2005-04             , 340241.156,  21 day avg ,      8.524,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2005-03             , 245228.094,  22 day avg ,  13795.454,  22 day avg ,         na,   2 day avg ,         na,   0 day avg 
2005-02             , 317412.531,  19 day avg ,    373.684,  19 day avg ,         na,   0 day avg ,         na,   0 day avg 
2005-01             , 348090.250,  20 day avg ,     18.300,  20 day avg ,         na,   0 day avg ,         na,   0 day avg 
2004-12             , 182524.641,  22 day avg ,  12408.363,  22 day avg ,         na,   2 day avg ,         na,   0 day avg 
2004-11             , 278236.938,  21 day avg ,    152.048,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2004-10             , 346635.906,  21 day avg ,     68.571,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2004-09             , 220657.766,  21 day avg ,  10835.333,  21 day avg ,         na,   1 day avg ,         na,   0 day avg 
2004-08             , 279593.688,  22 day avg ,      4.091,  22 day avg ,         na,   0 day avg ,         na,   0 day avg 
2004-07             , 340258.000,  21 day avg ,    311.905,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2004-06             , 206229.188,  22 day avg ,  12100.228,  22 day avg ,         na,   1 day avg ,         na,   0 day avg 
2004-05             , 349522.813,  20 day avg ,    180.300,  20 day avg ,         na,   1 day avg ,         na,   0 day avg 
2004-04             , 297470.844,  21 day avg ,     47.571,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2004-03             , 257281.297,  23 day avg ,  17138.000,  23 day avg ,         na,   1 day avg ,         na,   0 day avg 
2004-02             , 292939.844,  19 day avg ,    100.895,  19 day avg ,         na,   1 day avg ,         na,   0 day avg 
2004-01             , 299991.406,  20 day avg ,     70.600,  20 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-12             , 167872.141,  22 day avg ,  12839.637,  22 day avg ,         na,   1 day avg ,         na,   0 day avg 
2003-11             , 283456.688,  19 day avg ,    164.263,  19 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-10             , 296898.031,  23 day avg ,     92.810,  21 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-09             , 236005.188,  21 day avg ,  21493.500,  16 day avg ,         na,   1 day avg ,         na,   0 day avg 
2003-08             , 236861.375,  21 day avg ,    349.188,  16 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-07             , 285869.469,  22 day avg ,    117.133,  15 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-06             , 223509.813,  21 day avg ,  19909.188,  16 day avg ,         na,   1 day avg ,         na,   0 day avg 
2003-05             , 240702.141,  21 day avg ,     78.125,  16 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-04             , 246700.328,  21 day avg ,     52.636,  11 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-03             , 173763.578,  21 day avg , 326545.000,   1 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-02             , 246550.313,  19 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-01             , 239977.766,  21 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-12             , 148783.000,  21 day avg ,  35413.777,   9 day avg ,         na,   5 day avg ,         na,   0 day avg 
2002-11             , 250416.750,  20 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-10             , 270119.125,  23 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-09             , 147825.406,  20 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-08             , 196384.313,  22 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-07             , 261651.094,  22 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-06             , 171347.844,  20 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-05             , 212196.813,  22 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-04             , 186890.953,  22 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-03             , 131632.203,  20 day avg , 171837.000,   1 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-02             , 190868.578,  19 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-01             , 172217.953,  20 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-12             ,  79375.352,  20 day avg , 163045.000,   1 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-11             , 162428.188,  21 day avg ,         na,   1 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-10             , 169367.875,  23 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-09             ,  99451.234,  17 day avg , 165780.000,   1 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-08             , 112784.953,  22 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-07             , 121142.047,  20 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-06             , 102100.336,  21 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-05             , 131967.000,  22 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-04             , 125773.789,  19 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-03             ,  86708.094,  21 day avg ,  99969.000,   1 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-02             ,  99747.945,  19 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2001-01             ,  86611.906,  21 day avg ,         na,  21 day avg ,         na,   0 day avg ,         na,   0 day avg