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CME_equity_indices - Chicago Mercantile Exchange - Equity Indices
     
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 CME Equity Indices 

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

Major Market Index.
Column ( 1) Major Market Index maturity 1. Nearest maturity . Number of observations : 60
Column ( 2) Major Market Index maturity 2. 2nd maturity . Number of observations : 60
Column ( 3) Major Market Index maturity 3. 3rd maturity . Number of observations : 60
Column ( 4) Major Market Index maturity 4. 4th maturity . Number of observations : 60
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am

Major Market Index . Futures . Average Volume
                    , Major Market Index     ,, Major Market Index     ,, Major Market Index     ,, Major Market Index     ,
                    , Major Market Index1st  ,, Major Market Index2nd  ,, Major Market Index3rd  ,, Major Market Index4th  ,
                    , Major Market Index;    ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,
                    , Nearest expiration     ,,                        ,,                        ,,                        ,
             ,  Dec.2002 to May.7.2009,,  Dec.2002 to May.7.2009,,  Dec.2002 to May.7.2009,,  Dec.2002 to May.7.2009,
End of       ,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,
2009-05             ,         na,   5 day avg ,         na,   5 day avg ,         na,   5 day avg ,         na,   5 day avg 
2009-04             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2009-03             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2009-02             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2009-01             ,         na,  16 day avg ,         na,  16 day avg ,         na,  16 day avg ,         na,  15 day avg 
2008-12             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2008-11             ,         na,  19 day avg ,         na,  19 day avg ,         na,  19 day avg ,         na,  19 day avg 
2008-10             ,         na,  23 day avg ,         na,  23 day avg ,         na,  23 day avg ,         na,  23 day avg 
2008-09             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2008-08             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2008-07             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2008-06             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2008-05             ,         na,   6 day avg ,         na,   6 day avg ,         na,   6 day avg ,         na,   6 day avg 
2008-04             ,         na,  13 day avg ,         na,  13 day avg ,         na,  13 day avg ,         na,  13 day avg 
2008-03             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2008-02             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2008-01             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2007-12             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-11             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-10             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-09             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-08             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-07             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-06             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-05             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-04             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2007-03             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2007-02             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2007-01             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2006-12             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2006-11             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2006-10             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2006-09             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  13 day avg 
2006-08             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  11 day avg 
2006-07             ,         na,   2 day avg ,         na,   2 day avg ,         na,   2 day avg ,         na,   2 day avg 
2006-06             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  20 day avg 
2006-05             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2006-04             ,         na,  19 day avg ,         na,  19 day avg ,         na,  19 day avg ,         na,  19 day avg 
2006-03             ,         na,  23 day avg ,         na,  23 day avg ,         na,  23 day avg ,         na,  23 day avg 
2006-02             ,         na,  18 day avg ,         na,  18 day avg ,         na,  18 day avg ,         na,  18 day avg 
2006-01             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2005-12             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2005-11             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2005-10             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2005-09             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2005-08             ,         na,  23 day avg ,         na,  23 day avg ,         na,  23 day avg ,         na,  23 day avg 
2005-07             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2005-06             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2005-05             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2005-04             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2005-03             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2005-02             ,         na,  19 day avg ,         na,  19 day avg ,         na,  19 day avg ,         na,  19 day avg 
2005-01             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2004-12             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2004-11             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2004-10             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2004-09             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2004-08             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2004-07             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2004-06             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2004-05             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2004-04             ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg ,         na,  21 day avg 
2004-03             ,         na,  23 day avg ,         na,  23 day avg ,         na,  23 day avg ,         na,  23 day avg 
2004-02             ,         na,  19 day avg ,         na,  19 day avg ,         na,  19 day avg ,         na,  19 day avg 
2004-01             ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg ,         na,  20 day avg 
2003-12             ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg ,         na,  22 day avg 
2003-11             ,         na,  18 day avg ,         na,  18 day avg ,         na,  18 day avg ,         na,  18 day avg 
2003-10             ,         na,  14 day avg ,         na,  14 day avg ,         na,  14 day avg ,         na,  14 day avg 
2003-09             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-08             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-07             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-06             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-05             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-04             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-03             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-02             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2003-01             ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg ,         na,   0 day avg 
2002-12             ,         na,   9 day avg ,         na,   9 day avg ,         na,   9 day avg ,         na,   9 day avg