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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

S&P 500 Index.
Column ( 1) S&P 500 Index maturity 1. Nearest maturity . Number of observations : 34
Column ( 2) S&P 500 Index maturity 2. 2nd maturity . Number of observations : 34
Column ( 3) S&P 500 Index maturity 3. 3rd maturity . Number of observations : 34
Column ( 4) S&P 500 Index maturity 4. 4th maturity . Number of observations : 34
Column ( 5) S&P 500 Index maturity 5. 5th maturity . Number of observations : 34
Column ( 6) S&P 500 Index maturity 6. 6th maturity . Number of observations : 34
Column ( 7) S&P 500 Index maturity 7. 7th maturity . Number of observations : 34
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am

S&P 500 Index . Futures . Average Volume 
                    , S&P 500 Index          ,, S&P 500 Index          ,, S&P 500 Index          ,, S&P 500 Index          ,, S&P 500 Index          ,, S&P 500 Index          ,, S&P 500 Index          ,
                    , S&P 500 Index1st       ,, S&P 500 Index2nd       ,, S&P 500 Index3rd       ,, S&P 500 Index4th       ,, S&P 500 Index5th       ,, S&P 500 Index6th       ,, S&P 500 Index7th       ,
                    , S&P 500 Index; Nearest ,, 2nd nearest expn       ,, Third nearest expn     ,, Fourth nearest expn    ,, Fifth nearest expn     ,, Sixth nearest expn     ,, Seventh nearest expn   ,
                    , expiration             ,,                        ,,                        ,,                        ,,                        ,,                        ,,                        ,
             ,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,,  Jan.2001 to May.8.2009,
End of       ,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,,       Avg daily Volume ,
2009.2              ,  24701.678,  28 day avg ,   1057.750,  28 day avg ,    160.607,  28 day avg ,    126.679,  28 day avg ,         na,  28 day avg ,         na,  28 day avg ,         na,  28 day avg 
2009.1              ,  41700.227,  62 day avg ,  12788.387,  62 day avg ,     60.855,  62 day avg ,     18.855,  62 day avg ,         na,  62 day avg ,      0.032,  62 day avg ,         na,  62 day avg 
2008.4              ,  59558.594,  64 day avg ,  12846.578,  64 day avg ,    387.156,  64 day avg ,     29.313,  64 day avg ,      0.438,  64 day avg ,         na,  64 day avg ,         na,  64 day avg 
2008.3              ,  47716.570,  65 day avg ,  14005.738,  65 day avg ,    145.185,  65 day avg ,     77.169,  65 day avg ,     21.462,  65 day avg ,         na,  65 day avg ,         na,  65 day avg 
2008.2              ,  41368.094,  64 day avg ,  12523.313,  64 day avg ,    492.734,  64 day avg ,      4.672,  64 day avg ,      0.094,  64 day avg ,      0.750,  64 day avg ,         na,  64 day avg 
2008.1              ,  55365.723,  61 day avg ,  17507.607,  61 day avg ,     23.836,  61 day avg ,     92.918,  61 day avg ,      0.525,  61 day avg ,      0.393,  61 day avg ,      0.426,  61 day avg 
2007.4              ,  46760.078,  64 day avg ,  14007.438,  64 day avg ,    437.141,  64 day avg ,      9.609,  64 day avg ,     79.016,  64 day avg ,         na,  64 day avg ,      0.047,  64 day avg 
2007.3              ,  53424.906,  63 day avg ,  13905.206,  63 day avg ,     69.810,  63 day avg ,      3.333,  63 day avg ,      0.095,  63 day avg ,     50.492,  63 day avg ,      0.095,  63 day avg 
2007.2              ,  43171.438,  64 day avg ,  15131.406,  64 day avg ,     80.438,  64 day avg ,     32.422,  64 day avg ,      2.859,  64 day avg ,      0.016,  64 day avg ,      0.406,  64 day avg 
2007.1              ,  42998.063,  63 day avg ,  16593.699,  63 day avg ,    214.651,  63 day avg ,     51.254,  63 day avg ,     16.524,  63 day avg ,      0.460,  63 day avg ,         na,  63 day avg 
2006.4              ,  40721.430,  63 day avg ,  16109.317,  63 day avg ,    600.429,  63 day avg ,    360.871,  63 day avg ,    254.908,  63 day avg ,    253.106,  63 day avg ,     24.046,  63 day avg 
2006.3              ,  41718.984,  63 day avg ,  13963.873,  63 day avg ,    138.338,  63 day avg ,    277.456,  63 day avg ,    149.416,  63 day avg ,     64.479,  63 day avg ,     21.205,  63 day avg 
2006.2              ,  46816.492,  63 day avg ,  17222.508,  63 day avg ,    223.190,  63 day avg ,    116.706,  63 day avg ,    101.656,  63 day avg ,     21.022,  63 day avg ,     20.184,  63 day avg 
2006.1              ,  42742.469,  62 day avg ,  16229.226,  62 day avg ,    204.145,  62 day avg ,    128.269,  62 day avg ,     86.613,  62 day avg ,    107.613,  62 day avg ,     85.579,  62 day avg 
2005.4              ,  44780.109,  63 day avg ,  15683.381,  63 day avg ,    367.084,  63 day avg ,    117.544,  63 day avg ,     80.686,  63 day avg ,     40.767,  63 day avg ,     20.890,  63 day avg 
2005.3              ,  42370.266,  64 day avg ,  15143.281,  64 day avg ,    185.658,  64 day avg ,    158.166,  64 day avg ,     59.420,  64 day avg ,     58.705,  64 day avg ,     98.092,  64 day avg 
2005.2              ,  45515.406,  64 day avg ,  15153.297,  64 day avg ,    230.264,  64 day avg ,     60.770,  64 day avg ,      1.109,  64 day avg ,     19.461,  64 day avg ,      0.156,  64 day avg 
2005.1              ,  46791.410,  61 day avg ,  17518.557,  61 day avg ,    248.164,  61 day avg ,    139.197,  61 day avg ,    119.164,  61 day avg ,      1.311,  61 day avg ,      1.311,  61 day avg 
2004.4              ,  47581.313,  64 day avg ,  16022.922,  64 day avg ,    295.422,  64 day avg ,     76.766,  64 day avg ,      3.625,  64 day avg ,      2.234,  64 day avg ,      1.328,  64 day avg 
2004.3              ,  45911.047,  64 day avg ,  14435.516,  64 day avg ,    206.609,  64 day avg ,      8.828,  64 day avg ,      1.000,  64 day avg ,      0.391,  64 day avg ,      0.578,  64 day avg 
2004.2              ,  48153.652,  63 day avg ,  13035.444,  63 day avg ,    156.444,  63 day avg ,     10.270,  63 day avg ,      2.810,  63 day avg ,      0.444,  63 day avg ,      1.397,  63 day avg 
2004.1              ,  51861.258,  62 day avg ,  16576.678,  62 day avg ,    310.565,  62 day avg ,     20.226,  62 day avg ,      4.903,  62 day avg ,      2.613,  62 day avg ,         na,  62 day avg 
2003.4              ,  51861.328,  64 day avg ,  15893.672,  64 day avg ,    314.922,  64 day avg ,     45.453,  64 day avg ,      2.938,  64 day avg ,      1.000,  64 day avg ,      0.938,  64 day avg 
2003.3              ,  57559.156,  64 day avg ,  15643.625,  64 day avg ,    233.938,  64 day avg ,      6.313,  64 day avg ,      4.297,  64 day avg ,      2.016,  64 day avg ,      1.281,  64 day avg 
2003.2              ,  68149.305,  63 day avg ,  18350.793,  63 day avg ,    226.556,  63 day avg ,     21.175,  63 day avg ,      5.778,  63 day avg ,      0.952,  63 day avg ,         na,  63 day avg 
2003.1              ,  72210.328,  61 day avg ,  20198.885,  61 day avg ,    171.607,  61 day avg ,     47.738,  61 day avg ,      6.115,  61 day avg ,      1.541,  61 day avg ,      0.066,  61 day avg 
2002.4              ,  74422.063,  64 day avg ,  16440.094,  64 day avg ,    323.297,  64 day avg ,     37.938,  64 day avg ,     14.531,  64 day avg ,         na,  64 day avg ,         na,  64 day avg 
2002.3              ,  85978.297,  64 day avg ,  18472.031,  64 day avg ,    523.000,  64 day avg ,     13.203,  64 day avg ,      0.703,  64 day avg ,      0.438,  64 day avg ,         na,  64 day avg 
2002.2              ,  72270.813,  64 day avg ,  16657.547,  64 day avg ,    385.359,  64 day avg ,      4.219,  64 day avg ,      1.531,  64 day avg ,      0.375,  64 day avg ,      0.422,  64 day avg 
2002.1              ,  71432.617,  60 day avg ,  16325.717,  60 day avg ,    473.643,  60 day avg ,    118.662,  60 day avg ,    116.885,  60 day avg ,     39.005,  60 day avg ,     39.586,  59 day avg 
2001.4              ,  71718.422,  64 day avg ,  15289.391,  64 day avg ,    379.125,  64 day avg ,     38.578,  64 day avg ,      4.359,  64 day avg ,      0.531,  64 day avg ,      1.000,  64 day avg 
2001.3              ,  73496.508,  57 day avg ,  14626.982,  57 day avg ,    253.140,  57 day avg ,     11.456,  57 day avg ,      7.123,  57 day avg ,      6.825,  57 day avg ,      2.982,  57 day avg 
2001.2              ,  69827.406,  62 day avg ,  13841.549,  62 day avg ,    102.597,  62 day avg ,     33.177,  62 day avg ,     24.435,  62 day avg ,      9.468,  62 day avg ,      0.968,  62 day avg 
2001.1              ,  76098.953,  62 day avg ,  16985.227,  62 day avg ,    130.339,  62 day avg ,     51.516,  62 day avg ,     25.952,  62 day avg ,     21.645,  62 day avg ,      0.161,  62 day avg