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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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RUSSELL 1000.
Column ( 1) RUSSELL 1000 maturity 1.
Nearest maturity
. Number of observations : 17
Column ( 2) RUSSELL 1000 maturity 2.
2nd maturity
. Number of observations : 17
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 ,
2007.2 , 14.000, 5 day avg , na, 5 day avg , na, 0 day avg
2007.1 , 19.220, 50 day avg , 12.520, 50 day avg , na, 1 day avg
2006.4 , 42.500, 56 day avg , 22.000, 56 day avg , na, 1 day avg
2006.3 , 31.105, 57 day avg , 16.351, 57 day avg , na, 1 day avg
2006.2 , 76.551, 49 day avg , 47.306, 49 day avg , na, 1 day avg
2006.1 , 244.000, 48 day avg , 14.146, 48 day avg , na, 1 day avg
2005.4 , 586.750, 56 day avg , 93.375, 56 day avg , na, 1 day avg
2005.3 , 1973.423, 52 day avg , 205.827, 52 day avg , na, 1 day avg
2005.2 , 3042.286, 49 day avg , 328.714, 49 day avg , na, 0 day avg
2005.1 , 1707.491, 53 day avg , 425.509, 53 day avg , na, 1 day avg
2004.4 , 368.147, 34 day avg , 149.706, 34 day avg , na, 1 day avg
2004.3 , 187.071, 14 day avg , na, 14 day avg , na, 0 day avg
2004.2 , 38.896, 48 day avg , 7.729, 48 day avg , na, 0 day avg
2004.1 , 16.400, 40 day avg , 9.300, 40 day avg , na, 1 day avg
2003.4 , 32.644, 45 day avg , 19.400, 45 day avg , na, 1 day avg
2003.3 , 36.745, 47 day avg , 20.681, 47 day avg , na, 1 day avg
2003.2 , 112.471, 34 day avg , 6.353, 34 day avg , na, 1 day avg
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