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| NYBOT ice
- New York Board of Trade - part of I.C.E.
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Frequency :
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PVO
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Derivatives Class :
Futures |
Options |
Other Derivatives |
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Reuters Jefferies CRB Index (CR). Reuters CRB contract specifications -> Contract Size: $500 X Index. Minimum Fluctuation: (tick size) .05 (5 basis pts.)= $25.00, e.g., 240.05, 240.10, 240.15 (e.g., futures at 240.00 are valued at $120,000, that is $500 X 240.00). Last Trading Day: Second Friday of the expiration month. Trading Hours: 10:00 am to 2:30 pm. (Specifications are as of Dec 10, 2004).
Grp: 15. Reuters Jefferies CRB Index (CR)
Column ( 1) Reuters Jefferies CRB Index (CR) maturity 1.
Nearest maturity
. Var:122. Obs for freq: 8. LeastFreq: daily
Column ( 2) Reuters Jefferies CRB Index (CR) maturity 2.
2nd maturity
. Var:123. Obs for freq: 8. LeastFreq: daily
Column ( 3) Reuters Jefferies CRB Index (CR) maturity 3.
3rd maturity
. Var:124. Obs for freq: 8. LeastFreq: daily
Column ( 4) Reuters Jefferies CRB Index (CR) maturity 4.
4th maturity
. Var:125. Obs for freq: 8. LeastFreq: daily
Column ( 5) Reuters Jefferies CRB Index (CR) maturity 5.
5th maturity
. Var:126. Obs for freq: 6. LeastFreq: daily
EconStats does not guarantee the accuracy of this data. Copyright 2013 by EconStats.
2013 apr 14, 1:20 am |
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| Reuters Jefferies CRB Index (CR) . Futures . Average Open Interest
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, Reuters Jefferies CRB ,, Reuters Jefferies CRB ,, Reuters Jefferies CRB ,, Reuters Jefferies CRB ,, Reuters Jefferies CRB ,
, Index (CR) ,, Index (CR) ,, Index (CR) ,, Index (CR) ,, Index (CR) ,
, CR1st ,, CR2nd ,, CR3rd ,, CR4th ,, CR5th ,
, Reuters Jefferies CRB ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,
, Index (CR); Nearest ,, ,, ,, ,, ,
, expiration ,, ,, ,, ,, ,
, Jan.2005 to Sep.25.2012,, Jan.2005 to Sep.25.2012,, Jan.2005 to Sep.25.2012,, Jan.2005 to Sep.25.2012,, Feb.2005 to Sep.17.2012,
, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2012 , na, 182 day avg , na, 185 day avg , na, 185 day avg , na, 185 day avg , na, 3 day avg
2011 , na, 248 day avg , na, 252 day avg , 0, 252 day avg , na, 252 day avg , na, 4 day avg
2010 , 6, 248 day avg , 1, 252 day avg , 0, 252 day avg , 0, 252 day avg , na, 4 day avg
2009 , 34, 249 day avg , 28, 252 day avg , 29, 252 day avg , 3, 252 day avg , na, 3 day avg
2008 , 0, 232 day avg , 0, 232 day avg , na, 232 day avg , na, 232 day avg , na, 0 day avg
2007 , na, 207 day avg , na, 207 day avg , na, 207 day avg , na, 207 day avg , na, 0 day avg
2006 , 4, 246 day avg , 0, 249 day avg , 0, 249 day avg , na, 249 day avg , na, 3 day avg
2005 , 104, 209 day avg , 114, 214 day avg , 59, 214 day avg , 11, 214 day avg , 1, 5 day avg