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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 Midcap 400 Index.
Column ( 1) S&P Midcap 400 Index maturity 1.
Nearest maturity
. Number of observations : 101
Column ( 2) S&P Midcap 400 Index maturity 2.
2nd maturity
. Number of observations : 101
Column ( 3) S&P Midcap 400 Index maturity 3.
3rd maturity
. Number of observations : 101
Column ( 4) S&P Midcap 400 Index maturity 4.
4th maturity
. Number of observations : 77
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 Midcap 400 Index . Futures . Average Volume
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, S&P Midcap 400 Index ,, S&P Midcap 400 Index ,, S&P Midcap 400 Index ,, S&P Midcap 400 Index ,
, S&P Midcap 400 Index1s ,, S&P Midcap 400 Index2n ,, S&P Midcap 400 Index3r ,, S&P Midcap 400 Index4t ,
, t ,, d ,, d ,, h ,
, S&P Midcap 400 Index; ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,
, Nearest expiration ,, ,, ,, ,
, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Jan.2001 to May.8.2009,, Nov.2001 to May.8.2009,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2009-05 , 155.000, 6 day avg , na, 6 day avg , na, 6 day avg , na, 6 day avg
2009-04 , 197.091, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2009-03 , 308.727, 22 day avg , 217.545, 22 day avg , na, 22 day avg , na, 22 day avg
2009-02 , 205.800, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2009-01 , 129.350, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2008-12 , 374.364, 22 day avg , 231.000, 22 day avg , na, 22 day avg , na, 22 day avg
2008-11 , 218.474, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg
2008-10 , 285.565, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg
2008-09 , 531.429, 21 day avg , 348.810, 21 day avg , na, 21 day avg , na, 21 day avg
2008-08 , 164.857, 21 day avg , 1.619, 21 day avg , na, 21 day avg , na, 21 day avg
2008-07 , 198.870, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg
2008-06 , 433.143, 21 day avg , 328.095, 21 day avg , na, 21 day avg , na, 21 day avg
2008-05 , 139.524, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2008-04 , 144.455, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2008-03 , 439.700, 20 day avg , 283.300, 20 day avg , na, 20 day avg , na, 20 day avg
2008-02 , 170.100, 20 day avg , 0.100, 20 day avg , na, 20 day avg , na, 20 day avg
2008-01 , 268.714, 21 day avg , 0.048, 21 day avg , na, 21 day avg , 0.095, 21 day avg
2007-12 , 446.750, 20 day avg , 265.500, 20 day avg , na, 20 day avg , na, 20 day avg
2007-11 , 503.190, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2007-10 , 165.000, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg
2007-09 , 547.684, 19 day avg , 386.158, 19 day avg , na, 19 day avg , na, 19 day avg
2007-08 , 154.087, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg
2007-07 , 189.381, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2007-06 , 569.810, 21 day avg , 435.381, 21 day avg , na, 21 day avg , na, 6 day avg
2007-05 , 171.455, 22 day avg , 1.727, 22 day avg , na, 22 day avg , na, 0 day avg
2007-04 , 201.429, 21 day avg , na, 21 day avg , na, 21 day avg , na, 5 day avg
2007-03 , 696.273, 22 day avg , 514.818, 22 day avg , na, 22 day avg , na, 22 day avg
2007-02 , 146.550, 20 day avg , 10.600, 20 day avg , na, 20 day avg , na, 20 day avg
2007-01 , 131.905, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2006-12 , 842.800, 20 day avg , 639.250, 20 day avg , 81.645, 20 day avg , na, 20 day avg
2006-11 , 306.381, 21 day avg , 39.495, 21 day avg , na, 21 day avg , na, 21 day avg
2006-10 , 180.318, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2006-09 , 636.850, 20 day avg , 531.850, 20 day avg , na, 20 day avg , na, 20 day avg
2006-08 , 139.391, 23 day avg , 356.770, 23 day avg , na, 23 day avg , na, 23 day avg
2006-07 , 139.800, 20 day avg , na, 20 day avg , na, 20 day avg , na, 19 day avg
2006-06 , 852.682, 22 day avg , 825.841, 22 day avg , 33.959, 22 day avg , na, 22 day avg
2006-05 , 238.182, 22 day avg , 0.091, 22 day avg , na, 22 day avg , na, 22 day avg
2006-04 , 175.526, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg
2006-03 , 832.870, 23 day avg , 707.909, 23 day avg , na, 23 day avg , na, 23 day avg
2006-02 , 214.105, 19 day avg , 81.958, 19 day avg , na, 19 day avg , na, 19 day avg
2006-01 , 271.950, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2005-12 , 1102.905, 21 day avg , 763.286, 21 day avg , 71.729, 21 day avg , na, 21 day avg
2005-11 , 237.095, 21 day avg , 0.095, 21 day avg , na, 21 day avg , na, 21 day avg
2005-10 , 267.238, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2005-09 , 1133.333, 21 day avg , 948.005, 21 day avg , na, 21 day avg , na, 21 day avg
2005-08 , 309.522, 23 day avg , 36.957, 23 day avg , na, 23 day avg , na, 23 day avg
2005-07 , 219.050, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2005-06 , 1112.818, 22 day avg , 701.677, 22 day avg , na, 22 day avg , na, 22 day avg
2005-05 , 298.381, 21 day avg , 72.762, 21 day avg , na, 21 day avg , na, 21 day avg
2005-04 , 239.571, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2005-03 , 947.545, 22 day avg , 733.636, 22 day avg , 0.091, 22 day avg , na, 22 day avg
2005-02 , 293.737, 19 day avg , 35.066, 19 day avg , na, 19 day avg , na, 19 day avg
2005-01 , 338.750, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2004-12 , 963.000, 22 day avg , 729.500, 22 day avg , na, 22 day avg , na, 22 day avg
2004-11 , 436.667, 21 day avg , 1.667, 21 day avg , na, 21 day avg , na, 21 day avg
2004-10 , 388.333, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-09 , 1035.857, 21 day avg , 705.619, 21 day avg , 0.048, 21 day avg , na, 21 day avg
2004-08 , 611.682, 22 day avg , 10.818, 22 day avg , na, 22 day avg , na, 22 day avg
2004-07 , 623.286, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-06 , 1141.545, 22 day avg , 738.091, 22 day avg , na, 22 day avg , na, 22 day avg
2004-05 , 704.150, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2004-04 , 629.667, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-03 , 1142.435, 23 day avg , 856.826, 23 day avg , na, 23 day avg , na, 23 day avg
2004-02 , 563.368, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg
2004-01 , 682.750, 20 day avg , 0.200, 20 day avg , na, 20 day avg , na, 20 day avg
2003-12 , 1330.182, 22 day avg , 990.091, 22 day avg , na, 22 day avg , 8.727, 22 day avg
2003-11 , 725.842, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg
2003-10 , 679.783, 23 day avg , na, 23 day avg , na, 23 day avg , na, 21 day avg
2003-09 , 1228.952, 21 day avg , 782.429, 21 day avg , na, 21 day avg , 0.063, 16 day avg
2003-08 , 592.000, 21 day avg , na, 21 day avg , na, 21 day avg , na, 16 day avg
2003-07 , 698.318, 22 day avg , na, 22 day avg , na, 22 day avg , na, 15 day avg
2003-06 , 1118.143, 21 day avg , 809.952, 21 day avg , na, 21 day avg , 24.000, 16 day avg
2003-05 , 728.619, 21 day avg , na, 21 day avg , na, 21 day avg , na, 16 day avg
2003-04 , 766.000, 21 day avg , na, 21 day avg , na, 21 day avg , na, 11 day avg
2003-03 , 1253.190, 21 day avg , 841.952, 21 day avg , na, 21 day avg , na, 1 day avg
2003-02 , 977.632, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2003-01 , 892.810, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2002-12 , 1372.524, 21 day avg , 909.190, 21 day avg , na, 21 day avg , na, 9 day avg
2002-11 , 1068.550, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2002-10 , 1130.174, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2002-09 , 1486.100, 20 day avg , 1051.250, 20 day avg , na, 20 day avg , na, 1 day avg
2002-08 , 1064.909, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-07 , 1395.455, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-06 , 1603.600, 20 day avg , 928.600, 20 day avg , na, 20 day avg , na, 0 day avg
2002-05 , 1029.955, 22 day avg , 0.182, 22 day avg , na, 22 day avg , na, 0 day avg
2002-04 , 1008.636, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-03 , 1372.200, 20 day avg , 783.400, 20 day avg , na, 20 day avg , na, 0 day avg
2002-02 , 1106.632, 19 day avg , 57.421, 19 day avg , na, 19 day avg , na, 0 day avg
2002-01 , 1150.200, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2001-12 , 1482.350, 20 day avg , 981.100, 20 day avg , na, 20 day avg , na, 0 day avg
2001-11 , 922.667, 21 day avg , na, 21 day avg , na, 21 day avg , na, 1 day avg
2001-10 , 1026.652, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2001-09 , 2099.200, 15 day avg , 1028.200, 15 day avg , na, 15 day avg , na, 0 day avg
2001-08 , 1039.727, 22 day avg , 42.545, 22 day avg , na, 22 day avg , na, 0 day avg
2001-07 , 995.800, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2001-06 , 1529.524, 21 day avg , 887.429, 21 day avg , na, 21 day avg , na, 0 day avg
2001-05 , 770.591, 22 day avg , 1.818, 22 day avg , na, 22 day avg , na, 0 day avg
2001-04 , 862.158, 19 day avg , 2.632, 19 day avg , na, 18 day avg , na, 0 day avg
2001-03 , 1618.227, 22 day avg , 955.636, 22 day avg , na, 22 day avg , na, 0 day avg
2001-02 , 1001.632, 19 day avg , 2.474, 19 day avg , na, 19 day avg , na, 0 day avg
2001-01 , 1032.762, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
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