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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 : 26
Column ( 2) S&P BARRA Value Index maturity 2.
2nd maturity
. Number of observations : 25
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 ,
2009.2 , na, 27 day avg , na, 27 day avg
2009.1 , 0.172, 58 day avg , na, 58 day avg
2008.4 , 3.391, 64 day avg , 0.016, 64 day avg
2008.3 , 12.600, 65 day avg , 10.385, 65 day avg
2008.2 , 12.085, 59 day avg , 11.542, 59 day avg
2008.1 , 9.483, 60 day avg , 9.767, 60 day avg
2007.4 , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg
2007.2 , 0.600, 5 day avg , na, 5 day avg
2007.1 , 15.063, 63 day avg , 11.746, 63 day avg
2006.4 , 33.840, 63 day avg , 20.117, 63 day avg
2006.3 , 23.374, 62 day avg , 21.111, 62 day avg
2006.2 , 13.857, 63 day avg , 10.000, 63 day avg
2006.1 , 11.081, 62 day avg , 9.952, 62 day avg
2005.4 , 14.508, 63 day avg , 14.079, 63 day avg
2005.3 , 12.250, 64 day avg , 11.266, 64 day avg
2005.2 , 11.328, 64 day avg , 9.000, 64 day avg
2005.1 , 17.918, 61 day avg , 13.475, 61 day avg
2004.4 , 14.328, 64 day avg , 10.188, 64 day avg
2004.3 , 0.313, 64 day avg , na, 64 day avg
2004.2 , 13.841, 63 day avg , 11.143, 63 day avg
2004.1 , 14.145, 62 day avg , 9.161, 62 day avg
2003.4 , 22.048, 62 day avg , 9.903, 62 day avg
2003.3 , 32.681, 47 day avg , 16.915, 47 day avg
2003.2 , 45.837, 43 day avg , 28.140, 43 day avg
2003.1 , na, 0 day avg , na, 0 day avg
2002.4 , na, 9 day avg , na, 9 day avg
2002.3 , na, 0 day avg , na, 0 day avg
2002.2 , na, 0 day avg , na, 0 day avg
2002.1 , na, 0 day avg , na, 0 day avg
2001.4 , na, 1 day avg , na, 1 day avg
2001.3 , na, 0 day avg , na, 0 day avg
2001.2 , na, 0 day avg , na, 0 day avg
2001.1 , na, 21 day avg , na, 0 day avg
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