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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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Continuous Commodity Index (CI). (Specifications are as of Dec 10, 2004).
Grp: 13. Continuous Commodity Index (CI)
Column ( 1) Continuous Commodity Index (CI) maturity 1.
Nearest maturity
. Var:112. Obs for freq: 95. LeastFreq: daily
Column ( 2) Continuous Commodity Index (CI) maturity 2.
2nd maturity
. Var:113. Obs for freq: 95. LeastFreq: daily
Column ( 3) Continuous Commodity Index (CI) maturity 3.
3rd maturity
. Var:114. Obs for freq: 92. LeastFreq: daily
Column ( 4) Continuous Commodity Index (CI) maturity 4.
4th maturity
. Var:115. Obs for freq: 90. LeastFreq: daily
Column ( 5) Continuous Commodity Index (CI) maturity 5.
5th maturity
. Var:116. Obs for freq: 28. 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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| Continuous Commodity Index (CI) . Futures . Average Open Interest
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, Continuous Commodity ,, Continuous Commodity ,, Continuous Commodity ,, Continuous Commodity ,, Continuous Commodity ,
, Index (CI) ,, Index (CI) ,, Index (CI) ,, Index (CI) ,, Index (CI) ,
, CI1st ,, CI2nd ,, CI3rd ,, CI4th ,, CI5th ,
, Continuous Commodity ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,
, Index (CI); Nearest ,, ,, ,, ,, ,
, expiration ,, ,, ,, ,, ,
, Jun.2005 to Apr.12.2013,, Jun.2005 to Apr.12.2013,, Jun.2005 to Jan.14.2013,, Jun.2005 to Nov.12.2012,, Aug.2005 to Aug.13.2012,
, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2013-04 , na, 10 day avg , 24, 10 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2013-03 , 21, 18 day avg , 28, 6 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2013-02 , 19, 17 day avg , 28, 7 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2013-01 , 4, 20 day avg , 16, 21 day avg , 27, 9 day avg , na, 0 day avg , na, 0 day avg
2012-12 , 7, 20 day avg , 1, 20 day avg , 27, 20 day avg , na, 0 day avg , na, 0 day avg
2012-11 , 15, 20 day avg , 4, 21 day avg , 18, 21 day avg , 23, 8 day avg , na, 0 day avg
2012-10 , 35, 23 day avg , 6, 23 day avg , 8, 23 day avg , 18, 23 day avg , na, 0 day avg
2012-09 , 36, 19 day avg , 11, 19 day avg , 6, 19 day avg , 1, 19 day avg , na, 0 day avg
2012-08 , 41, 22 day avg , 14, 23 day avg , 2, 23 day avg , 0, 23 day avg , na, 1 day avg
2012-07 , 78, 21 day avg , 3, 21 day avg , 1, 21 day avg , 0, 21 day avg , na, 0 day avg
2012-06 , 55, 20 day avg , 11, 21 day avg , 1, 21 day avg , na, 21 day avg , na, 1 day avg
2012-05 , 62, 22 day avg , 0, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2012-04 , 44, 19 day avg , 19, 20 day avg , na, 20 day avg , na, 20 day avg , na, 1 day avg
2012-03 , 51, 22 day avg , 15, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2012-02 , 35, 19 day avg , 23, 20 day avg , 0, 20 day avg , na, 20 day avg , na, 1 day avg
2012-01 , 118, 19 day avg , 24, 20 day avg , 3, 20 day avg , 0, 20 day avg , na, 1 day avg
2011-12 , 246, 21 day avg , 19, 21 day avg , 4, 21 day avg , 0, 21 day avg , na, 0 day avg
2011-11 , 140, 20 day avg , 123, 21 day avg , 11, 21 day avg , 0, 21 day avg , na, 1 day avg
2011-10 , 16, 21 day avg , 234, 21 day avg , 19, 21 day avg , 2, 21 day avg , na, 0 day avg
2011-09 , 27, 21 day avg , 242, 21 day avg , 22, 21 day avg , 2, 21 day avg , na, 0 day avg
2011-08 , 32, 22 day avg , 200, 23 day avg , 206, 23 day avg , 11, 23 day avg , na, 1 day avg
2011-07 , 79, 20 day avg , 19, 20 day avg , 389, 20 day avg , 11, 20 day avg , na, 0 day avg
2011-06 , 202, 21 day avg , 33, 22 day avg , 229, 22 day avg , 35, 22 day avg , na, 1 day avg
2011-05 , 473, 21 day avg , 40, 21 day avg , 1, 21 day avg , na, 21 day avg , na, 0 day avg
2011-04 , 330, 19 day avg , 204, 20 day avg , 20, 20 day avg , na, 20 day avg , na, 1 day avg
2011-03 , 19, 23 day avg , 528, 23 day avg , 47, 23 day avg , 2, 23 day avg , na, 0 day avg
2011-02 , 19, 18 day avg , 270, 19 day avg , 313, 19 day avg , 18, 19 day avg , na, 1 day avg
2011-01 , 36, 19 day avg , 12, 20 day avg , 263, 20 day avg , 331, 20 day avg , 5, 1 day avg
2010-12 , 322, 22 day avg , 3, 22 day avg , 83, 22 day avg , 483, 22 day avg , na, 0 day avg
2010-11 , 509, 20 day avg , 390, 21 day avg , 197, 21 day avg , 136, 21 day avg , 38, 1 day avg
2010-10 , 434, 21 day avg , 724, 21 day avg , 17, 21 day avg , 28, 21 day avg , na, 0 day avg
2010-09 , 432, 21 day avg , 720, 21 day avg , 18, 21 day avg , 26, 21 day avg , na, 0 day avg
2010-08 , 235, 21 day avg , 568, 22 day avg , 370, 22 day avg , 21, 22 day avg , 3, 1 day avg
2010-07 , 562, 21 day avg , 402, 21 day avg , 479, 21 day avg , 20, 21 day avg , na, 0 day avg
2010-06 , 418, 21 day avg , 545, 22 day avg , 401, 22 day avg , 181, 22 day avg , na, 1 day avg
2010-05 , 292, 20 day avg , 713, 20 day avg , 402, 20 day avg , 120, 20 day avg , na, 0 day avg
2010-04 , 312, 20 day avg , 613, 21 day avg , 505, 21 day avg , 134, 21 day avg , na, 1 day avg
2010-03 , 381, 23 day avg , 406, 23 day avg , 674, 23 day avg , 90, 23 day avg , na, 0 day avg
2010-02 , 219, 18 day avg , 645, 19 day avg , 509, 19 day avg , 58, 19 day avg , na, 1 day avg
2010-01 , 25, 18 day avg , 585, 19 day avg , 540, 19 day avg , 156, 19 day avg , 1, 1 day avg
2009-12 , 212, 22 day avg , 37, 22 day avg , 824, 22 day avg , 250, 22 day avg , na, 0 day avg
2009-11 , 233, 19 day avg , 259, 20 day avg , 379, 20 day avg , 459, 20 day avg , na, 1 day avg
2009-10 , 538, 22 day avg , 423, 22 day avg , 15, 22 day avg , 444, 22 day avg , na, 0 day avg
2009-09 , 800, 21 day avg , 422, 21 day avg , 19, 21 day avg , 8, 21 day avg , na, 0 day avg
2009-08 , 462, 20 day avg , 615, 21 day avg , 216, 21 day avg , 10, 21 day avg , na, 1 day avg
2009-07 , 435, 22 day avg , 771, 22 day avg , 34, 22 day avg , 5, 22 day avg , na, 0 day avg
2009-06 , 434, 21 day avg , 598, 22 day avg , 268, 22 day avg , 6, 22 day avg , na, 1 day avg
2009-05 , 951, 20 day avg , 417, 20 day avg , 32, 20 day avg , 10, 20 day avg , na, 0 day avg
2009-04 , 983, 20 day avg , 551, 21 day avg , 142, 21 day avg , 3, 21 day avg , na, 1 day avg
2009-03 , 1050, 22 day avg , 401, 22 day avg , 98, 22 day avg , 1, 22 day avg , na, 0 day avg
2009-02 , 499, 19 day avg , 735, 19 day avg , 213, 19 day avg , 1, 19 day avg , na, 0 day avg
2009-01 , 221, 20 day avg , 678, 20 day avg , 446, 20 day avg , 121, 20 day avg , na, 0 day avg
2008-12 , 854, 22 day avg , 7, 22 day avg , 403, 22 day avg , 127, 22 day avg , na, 0 day avg
2008-11 , 821, 19 day avg , 316, 19 day avg , 192, 19 day avg , 210, 19 day avg , na, 0 day avg
2008-10 , 862, 23 day avg , 387, 23 day avg , 5, 23 day avg , 382, 23 day avg , na, 0 day avg
2008-09 , 983, 21 day avg , 403, 21 day avg , 10, 21 day avg , 38, 21 day avg , na, 0 day avg
2008-08 , 670, 21 day avg , 522, 21 day avg , 104, 21 day avg , 3, 21 day avg , na, 0 day avg
2008-07 , 505, 22 day avg , 611, 22 day avg , 206, 22 day avg , 6, 22 day avg , na, 0 day avg
2008-06 , 431, 21 day avg , 578, 21 day avg , 200, 21 day avg , 8, 21 day avg , na, 0 day avg
2008-05 , 326, 21 day avg , 694, 21 day avg , 139, 21 day avg , 8, 21 day avg , na, 0 day avg
2008-04 , 342, 22 day avg , 595, 22 day avg , 213, 22 day avg , 4, 22 day avg , na, 0 day avg
2008-03 , 539, 20 day avg , 415, 20 day avg , 298, 20 day avg , 5, 20 day avg , na, 0 day avg
2008-02 , 676, 20 day avg , 524, 20 day avg , 149, 20 day avg , 5, 20 day avg , na, 0 day avg
2008-01 , 245, 21 day avg , 715, 21 day avg , 383, 21 day avg , 4, 21 day avg , na, 0 day avg
2007-12 , 287, 19 day avg , 397, 19 day avg , 717, 19 day avg , 3, 19 day avg , na, 0 day avg
2007-11 , 825, 20 day avg , 572, 20 day avg , 305, 20 day avg , 67, 20 day avg , na, 0 day avg
2007-10 , 711, 23 day avg , 575, 23 day avg , 270, 23 day avg , 44, 23 day avg , na, 0 day avg
2007-09 , 750, 19 day avg , 414, 19 day avg , 222, 19 day avg , 28, 19 day avg , na, 0 day avg
2007-08 , 629, 23 day avg , 506, 23 day avg , 276, 23 day avg , 82, 23 day avg , na, 0 day avg
2007-07 , 264, 21 day avg , 813, 21 day avg , 254, 21 day avg , 75, 21 day avg , na, 0 day avg
2007-06 , 593, 21 day avg , 729, 21 day avg , 176, 21 day avg , 1, 21 day avg , na, 0 day avg
2007-05 , 907, 22 day avg , 413, 22 day avg , 202, 22 day avg , 2, 22 day avg , na, 0 day avg
2007-04 , 550, 20 day avg , 524, 20 day avg , 175, 20 day avg , na, 20 day avg , na, 0 day avg
2007-03 , 309, 22 day avg , 506, 22 day avg , 179, 22 day avg , na, 22 day avg , na, 0 day avg
2007-02 , 350, 19 day avg , 435, 19 day avg , 127, 19 day avg , na, 19 day avg , na, 0 day avg
2007-01 , 65, 17 day avg , 296, 17 day avg , 418, 17 day avg , 151, 17 day avg , na, 0 day avg
2006-12 , 486, 20 day avg , 6, 20 day avg , 415, 20 day avg , 50, 20 day avg , na, 0 day avg
2006-11 , 365, 20 day avg , 197, 20 day avg , 249, 20 day avg , 144, 20 day avg , na, 0 day avg
2006-10 , 311, 22 day avg , 424, 22 day avg , 8, 22 day avg , 202, 22 day avg , na, 0 day avg
2006-09 , 454, 20 day avg , 407, 20 day avg , 13, 20 day avg , 62, 20 day avg , na, 0 day avg
2006-08 , 321, 22 day avg , 434, 23 day avg , 169, 23 day avg , 6, 23 day avg , na, 1 day avg
2006-07 , 420, 19 day avg , 417, 19 day avg , 94, 19 day avg , 7, 19 day avg , na, 0 day avg
2006-06 , 405, 21 day avg , 440, 22 day avg , 132, 22 day avg , 1, 22 day avg , na, 1 day avg
2006-05 , 400, 22 day avg , 441, 22 day avg , 200, 22 day avg , na, 22 day avg , na, 0 day avg
2006-04 , 387, 18 day avg , 478, 19 day avg , 214, 19 day avg , 0, 19 day avg , na, 1 day avg
2006-03 , 342, 23 day avg , 456, 23 day avg , 202, 23 day avg , na, 23 day avg , na, 0 day avg
2006-02 , 231, 18 day avg , 404, 19 day avg , 303, 19 day avg , 96, 19 day avg , na, 1 day avg
2006-01 , 121, 19 day avg , 255, 20 day avg , 456, 20 day avg , 216, 20 day avg , na, 1 day avg
2005-12 , 548, 21 day avg , 63, 21 day avg , 420, 21 day avg , 6, 21 day avg , na, 0 day avg
2005-11 , 352, 19 day avg , 271, 20 day avg , 209, 20 day avg , 198, 20 day avg , na, 1 day avg
2005-10 , 354, 20 day avg , 415, 20 day avg , 5, 20 day avg , 197, 20 day avg , na, 0 day avg
2005-09 , 387, 21 day avg , 417, 21 day avg , 6, 21 day avg , 203, 21 day avg , na, 0 day avg
2005-08 , 318, 22 day avg , 463, 23 day avg , 169, 23 day avg , 83, 23 day avg , 40, 1 day avg
2005-07 , 395, 20 day avg , 332, 20 day avg , 141, 20 day avg , 8, 20 day avg , na, 0 day avg
2005-06 , 375, 9 day avg , 204, 9 day avg , 54, 9 day avg , 34, 9 day avg , na, 0 day avg