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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 BARRA Value Index.
Column ( 1) S&P BARRA Value Index maturity 1.
Nearest maturity
. Number of observations : 69
Column ( 2) S&P BARRA Value Index maturity 2.
2nd maturity
. Number of observations : 68
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 BARRA Value Index . Futures . Average Volume
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, S&P BARRA Value Index ,, S&P BARRA Value Index ,
, S&P BARRA Value Index1 ,, S&P BARRA Value Index2 ,
, st ,, nd ,
, S&P BARRA Value Index; ,, 2nd nearest expn ,
, Nearest expiration ,, ,
, Jan.2001 to May.7.2009,, Nov.2001 to May.7.2009,
End of , Avg daily Volume ,, Avg daily Volume ,
2009-05 , na, 5 day avg , na, 5 day avg
2009-04 , na, 22 day avg , na, 22 day avg
2009-03 , na, 22 day avg , na, 22 day avg
2009-02 , 0.200, 20 day avg , na, 20 day avg
2009-01 , 0.375, 16 day avg , na, 16 day avg
2008-12 , na, 22 day avg , na, 22 day avg
2008-11 , 4.053, 19 day avg , 0.053, 19 day avg
2008-10 , 6.087, 23 day avg , na, 23 day avg
2008-09 , 36.000, 21 day avg , 31.429, 21 day avg
2008-08 , na, 21 day avg , 0.714, 21 day avg
2008-07 , 2.739, 23 day avg , na, 23 day avg
2008-06 , 32.667, 21 day avg , 32.429, 21 day avg
2008-05 , 0.412, 17 day avg , na, 17 day avg
2008-04 , 0.952, 21 day avg , na, 21 day avg
2008-03 , 28.450, 20 day avg , 29.300, 20 day avg
2008-02 , na, 20 day avg , na, 20 day avg
2008-01 , na, 20 day avg , na, 20 day avg
2007-12 , na, 0 day avg , na, 0 day avg
2007-11 , na, 0 day avg , na, 0 day avg
2007-10 , na, 0 day avg , na, 0 day avg
2007-09 , na, 0 day avg , na, 0 day avg
2007-08 , na, 0 day avg , na, 0 day avg
2007-07 , na, 0 day avg , na, 0 day avg
2007-06 , na, 0 day avg , na, 0 day avg
2007-05 , na, 0 day avg , na, 0 day avg
2007-04 , 0.600, 5 day avg , na, 5 day avg
2007-03 , 27.955, 22 day avg , 33.636, 22 day avg
2007-02 , 0.300, 20 day avg , na, 20 day avg
2007-01 , 15.619, 21 day avg , na, 21 day avg
2006-12 , 65.890, 20 day avg , 63.370, 20 day avg
2006-11 , 37.195, 21 day avg , na, 21 day avg
2006-10 , 1.500, 22 day avg , na, 22 day avg
2006-09 , 69.610, 20 day avg , 65.445, 20 day avg
2006-08 , 1.609, 23 day avg , na, 23 day avg
2006-07 , 1.053, 19 day avg , na, 19 day avg
2006-06 , 33.273, 22 day avg , 28.636, 22 day avg
2006-05 , 6.318, 22 day avg , na, 22 day avg
2006-04 , 0.105, 19 day avg , na, 19 day avg
2006-03 , 25.478, 23 day avg , 26.739, 23 day avg
2006-02 , 2.000, 19 day avg , na, 19 day avg
2006-01 , 3.150, 20 day avg , 0.100, 20 day avg
2005-12 , 42.381, 21 day avg , 42.238, 21 day avg
2005-11 , 0.286, 21 day avg , na, 21 day avg
2005-10 , 0.857, 21 day avg , na, 21 day avg
2005-09 , 33.762, 21 day avg , 34.190, 21 day avg
2005-08 , 0.304, 23 day avg , 0.130, 23 day avg
2005-07 , 3.400, 20 day avg , na, 20 day avg
2005-06 , 27.636, 22 day avg , 26.182, 22 day avg
2005-05 , 3.714, 21 day avg , na, 21 day avg
2005-04 , 1.857, 21 day avg , na, 21 day avg
2005-03 , 39.591, 22 day avg , 37.364, 22 day avg
2005-02 , 3.684, 19 day avg , na, 19 day avg
2005-01 , 7.600, 20 day avg , na, 20 day avg
2004-12 , 33.500, 22 day avg , 29.636, 22 day avg
2004-11 , 2.619, 21 day avg , na, 21 day avg
2004-10 , 5.952, 21 day avg , na, 21 day avg
2004-09 , na, 21 day avg , na, 21 day avg
2004-08 , na, 22 day avg , na, 22 day avg
2004-07 , 0.952, 21 day avg , na, 21 day avg
2004-06 , 34.000, 22 day avg , 31.909, 22 day avg
2004-05 , 3.700, 20 day avg , na, 20 day avg
2004-04 , 2.381, 21 day avg , na, 21 day avg
2004-03 , 29.870, 23 day avg , 24.696, 23 day avg
2004-02 , 2.000, 19 day avg , na, 19 day avg
2004-01 , 7.600, 20 day avg , na, 20 day avg
2003-12 , 37.000, 22 day avg , 27.682, 22 day avg
2003-11 , 14.053, 19 day avg , na, 19 day avg
2003-10 , 13.619, 21 day avg , 0.238, 21 day avg
2003-09 , 65.375, 16 day avg , 49.688, 16 day avg
2003-08 , 16.125, 16 day avg , na, 16 day avg
2003-07 , 15.467, 15 day avg , na, 15 day avg
2003-06 , 91.375, 16 day avg , 75.625, 16 day avg
2003-05 , 16.188, 16 day avg , na, 16 day avg
2003-04 , 22.727, 11 day avg , na, 11 day avg
2003-03 , na, 0 day avg , na, 0 day avg
2003-02 , na, 0 day avg , na, 0 day avg
2003-01 , na, 0 day avg , na, 0 day avg
2002-12 , na, 9 day avg , na, 9 day avg
2002-11 , na, 0 day avg , na, 0 day avg
2002-10 , na, 0 day avg , na, 0 day avg
2002-09 , na, 0 day avg , na, 0 day avg
2002-08 , na, 0 day avg , na, 0 day avg
2002-07 , na, 0 day avg , na, 0 day avg
2002-06 , na, 0 day avg , na, 0 day avg
2002-05 , na, 0 day avg , na, 0 day avg
2002-04 , na, 0 day avg , na, 0 day avg
2002-03 , na, 0 day avg , na, 0 day avg
2002-02 , na, 0 day avg , na, 0 day avg
2002-01 , na, 0 day avg , na, 0 day avg
2001-12 , na, 0 day avg , na, 0 day avg
2001-11 , na, 1 day avg , na, 1 day avg
2001-10 , na, 0 day avg , na, 0 day avg
2001-09 , na, 0 day avg , na, 0 day avg
2001-08 , na, 0 day avg , na, 0 day avg
2001-07 , na, 0 day avg , na, 0 day avg
2001-06 , na, 0 day avg , na, 0 day avg
2001-05 , na, 0 day avg , na, 0 day avg
2001-04 , na, 0 day avg , na, 0 day avg
2001-03 , na, 0 day avg , na, 0 day avg
2001-02 , na, 0 day avg , na, 0 day avg
2001-01 , na, 21 day avg , na, 0 day avg
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