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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 :
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Other Derivatives |
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RUSSELL 1000.
Column ( 1) RUSSELL 1000 maturity 1.
Nearest maturity
. Number of observations : 48
Column ( 2) RUSSELL 1000 maturity 2.
2nd maturity
. Number of observations : 48
Column ( 3) RUSSELL 1000 maturity 3.
3rd maturity
. Number of observations : 13
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am |
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RUSSELL 1000 . Futures . Average Volume
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, RUSSELL 1000 ,, RUSSELL 1000 ,, RUSSELL 1000 ,
, RUSSELL 10001st ,, RUSSELL 10002nd ,, RUSSELL 10003rd ,
, RUSSELL 1000; Nearest ,, 2nd nearest expn ,, Third nearest expn ,
, expiration ,, ,, ,
, Apr.2003 to Apr.9.2007,, Apr.2003 to Apr.9.2007,, Jun.2003 to Mar.16.2007,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2007-04 , 14.000, 5 day avg , na, 5 day avg , na, 0 day avg
2007-03 , 30.524, 21 day avg , 29.810, 21 day avg , na, 1 day avg
2007-02 , 3.188, 16 day avg , na, 16 day avg , na, 0 day avg
2007-01 , 20.692, 13 day avg , na, 13 day avg , na, 0 day avg
2006-12 , 118.389, 18 day avg , 68.444, 18 day avg , na, 1 day avg
2006-11 , 7.000, 18 day avg , na, 18 day avg , na, 0 day avg
2006-10 , 6.150, 20 day avg , na, 20 day avg , na, 0 day avg
2006-09 , 63.500, 16 day avg , 58.250, 16 day avg , na, 1 day avg
2006-08 , 19.409, 22 day avg , na, 22 day avg , na, 0 day avg
2006-07 , 17.368, 19 day avg , na, 19 day avg , na, 0 day avg
2006-06 , 105.143, 21 day avg , 100.857, 21 day avg , na, 1 day avg
2006-05 , 56.864, 22 day avg , 9.091, 22 day avg , na, 0 day avg
2006-04 , 48.667, 6 day avg , na, 6 day avg , na, 0 day avg
2006-03 , 108.125, 16 day avg , 41.063, 16 day avg , na, 1 day avg
2006-02 , 200.563, 16 day avg , na, 16 day avg , na, 0 day avg
2006-01 , 423.313, 16 day avg , 1.375, 16 day avg , na, 0 day avg
2005-12 , 330.632, 19 day avg , 275.211, 19 day avg , na, 1 day avg
2005-11 , 563.895, 19 day avg , na, 19 day avg , na, 0 day avg
2005-10 , 881.222, 18 day avg , na, 18 day avg , na, 0 day avg
2005-09 , 919.353, 17 day avg , 629.588, 17 day avg , na, 1 day avg
2005-08 , 2416.833, 18 day avg , na, 18 day avg , na, 0 day avg
2005-07 , 2558.000, 17 day avg , na, 17 day avg , na, 0 day avg
2005-06 , 2386.000, 16 day avg , 1006.688, 16 day avg , na, 0 day avg
2005-05 , 3009.250, 16 day avg , na, 16 day avg , na, 0 day avg
2005-04 , 3691.059, 17 day avg , na, 17 day avg , na, 0 day avg
2005-03 , 2020.714, 21 day avg , 1073.905, 21 day avg , na, 1 day avg
2005-02 , 1953.875, 16 day avg , na, 16 day avg , na, 0 day avg
2005-01 , 1050.000, 16 day avg , na, 16 day avg , na, 0 day avg
2004-12 , 353.545, 11 day avg , 462.364, 11 day avg , na, 1 day avg
2004-11 , 413.308, 13 day avg , na, 13 day avg , na, 0 day avg
2004-10 , 325.500, 10 day avg , 0.400, 10 day avg , na, 0 day avg
2004-09 , na, 0 day avg , na, 0 day avg , na, 0 day avg
2004-08 , 181.000, 1 day avg , na, 1 day avg , na, 0 day avg
2004-07 , 187.538, 13 day avg , na, 13 day avg , na, 0 day avg
2004-06 , 59.118, 17 day avg , 21.824, 17 day avg , na, 0 day avg
2004-05 , 33.000, 14 day avg , na, 14 day avg , na, 0 day avg
2004-04 , 23.529, 17 day avg , na, 17 day avg , na, 0 day avg
2004-03 , 40.357, 14 day avg , 26.571, 14 day avg , na, 1 day avg
2004-02 , na, 13 day avg , na, 13 day avg , na, 0 day avg
2004-01 , 7.000, 13 day avg , na, 13 day avg , na, 0 day avg
2003-12 , 52.071, 14 day avg , 62.357, 14 day avg , na, 1 day avg
2003-11 , 30.077, 13 day avg , na, 13 day avg , na, 0 day avg
2003-10 , 19.389, 18 day avg , na, 18 day avg , na, 0 day avg
2003-09 , 75.563, 16 day avg , 60.750, 16 day avg , na, 1 day avg
2003-08 , 20.688, 16 day avg , na, 16 day avg , na, 0 day avg
2003-07 , 12.467, 15 day avg , na, 15 day avg , na, 0 day avg
2003-06 , 47.500, 16 day avg , 13.500, 16 day avg , na, 1 day avg
2003-05 , 169.000, 16 day avg , na, 16 day avg , na, 0 day avg
2003-04 , 180.000, 2 day avg , na, 2 day avg , na, 0 day avg
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