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CME Groups
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- Chicago Mercantile Exchange - Commmodities Interest Rates
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Frequency :
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PVO
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Derivatives Class :
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Other Derivatives |
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Random-Length Lumber.
Column ( 1) Random-Length Lumber maturity 1.
Nearest maturity
. Number of observations : 101
Column ( 2) Random-Length Lumber maturity 2.
2nd maturity
. Number of observations : 101
Column ( 3) Random-Length Lumber maturity 3.
3rd maturity
. Number of observations : 101
Column ( 4) Random-Length Lumber maturity 4.
4th maturity
. Number of observations : 100
Column ( 5) Random-Length Lumber maturity 5.
5th maturity
. Number of observations : 91
Column ( 6) Random-Length Lumber maturity 6.
6th maturity
. Number of observations : 55
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 29, 9:01 am |
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Random-Length Lumber . Futures . Average Volume
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, Random-Length Lumber ,, Random-Length Lumber ,, Random-Length Lumber ,, Random-Length Lumber ,, Random-Length Lumber ,, Random-Length Lumber ,
, Random-Length Lumber1s ,, Random-Length Lumber2n ,, Random-Length Lumber3r ,, Random-Length Lumber4t ,, Random-Length Lumber5t ,, Random-Length Lumber6t ,
, t ,, d ,, d ,, h ,, h ,, h ,
, Random-Length Lumber; ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,, Sixth nearest expn ,
, Nearest 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,
End of , Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2009-05 , 330.000, 6 day avg , 664.500, 6 day avg , 205.333, 6 day avg , 11.000, 6 day avg , 11.000, 6 day avg , 1.833, 6 day avg
2009-04 , 583.773, 22 day avg , 467.364, 22 day avg , 123.318, 22 day avg , 13.773, 22 day avg , 2.136, 22 day avg , 0.182, 22 day avg
2009-03 , 472.364, 22 day avg , 353.500, 22 day avg , 128.727, 22 day avg , 28.409, 22 day avg , 2.045, 22 day avg , 0.455, 22 day avg
2009-02 , 686.050, 20 day avg , 595.150, 20 day avg , 152.400, 20 day avg , 47.150, 20 day avg , 6.750, 20 day avg , 1.150, 20 day avg
2009-01 , 378.550, 20 day avg , 359.850, 20 day avg , 111.250, 20 day avg , 24.700, 20 day avg , 3.500, 20 day avg , 1.100, 20 day avg
2008-12 , 547.182, 22 day avg , 566.864, 22 day avg , 127.182, 22 day avg , 46.182, 22 day avg , 3.591, 22 day avg , 1.545, 22 day avg
2008-11 , 463.211, 19 day avg , 416.684, 19 day avg , 86.842, 19 day avg , 25.684, 19 day avg , 6.895, 19 day avg , 1.526, 19 day avg
2008-10 , 733.826, 23 day avg , 754.609, 23 day avg , 157.130, 23 day avg , 38.348, 23 day avg , 6.957, 23 day avg , 4.087, 23 day avg
2008-09 , 602.667, 21 day avg , 618.238, 21 day avg , 141.571, 21 day avg , 37.286, 21 day avg , 3.238, 21 day avg , 2.286, 21 day avg
2008-08 , 1042.762, 21 day avg , 953.190, 21 day avg , 177.714, 21 day avg , 29.476, 21 day avg , 6.571, 21 day avg , 0.286, 21 day avg
2008-07 , 687.304, 23 day avg , 673.000, 23 day avg , 184.957, 23 day avg , 44.870, 23 day avg , 4.957, 23 day avg , 0.348, 23 day avg
2008-06 , 997.429, 21 day avg , 826.524, 21 day avg , 145.571, 21 day avg , 44.476, 21 day avg , 4.381, 21 day avg , 3.524, 21 day avg
2008-05 , 668.810, 21 day avg , 727.857, 21 day avg , 151.476, 21 day avg , 40.667, 21 day avg , 14.762, 21 day avg , 1.381, 21 day avg
2008-04 , 1032.091, 22 day avg , 1104.091, 22 day avg , 228.000, 22 day avg , 38.682, 22 day avg , 14.273, 22 day avg , 3.818, 22 day avg
2008-03 , 742.400, 20 day avg , 742.950, 20 day avg , 162.950, 20 day avg , 40.450, 20 day avg , 22.400, 20 day avg , 3.650, 20 day avg
2008-02 , 1058.750, 20 day avg , 1032.750, 20 day avg , 157.700, 20 day avg , 45.900, 20 day avg , 59.550, 20 day avg , 4.850, 20 day avg
2008-01 , 611.952, 21 day avg , 491.381, 21 day avg , 86.667, 21 day avg , 34.762, 21 day avg , 8.905, 21 day avg , 1.429, 21 day avg
2007-12 , 828.450, 20 day avg , 707.050, 20 day avg , 54.350, 20 day avg , 8.300, 20 day avg , 3.100, 20 day avg , 1.300, 20 day avg
2007-11 , 494.381, 21 day avg , 616.524, 21 day avg , 89.238, 21 day avg , 20.048, 21 day avg , 3.000, 21 day avg , 2.238, 21 day avg
2007-10 , 718.000, 23 day avg , 775.261, 23 day avg , 115.217, 23 day avg , 19.609, 23 day avg , 0.478, 23 day avg , 0.348, 23 day avg
2007-09 , 559.105, 19 day avg , 463.421, 19 day avg , 70.263, 19 day avg , 12.737, 19 day avg , 1.421, 19 day avg , na, 19 day avg
2007-08 , 701.565, 23 day avg , 574.130, 23 day avg , 42.870, 23 day avg , 9.826, 23 day avg , 0.913, 23 day avg , 1.000, 2 day avg
2007-07 , 538.143, 21 day avg , 395.190, 21 day avg , 54.333, 21 day avg , 3.190, 21 day avg , 0.467, 15 day avg , 0.143, 7 day avg
2007-06 , 749.381, 21 day avg , 601.286, 21 day avg , 130.476, 21 day avg , 14.095, 21 day avg , 0.667, 21 day avg , 1.000, 6 day avg
2007-05 , 713.136, 22 day avg , 490.909, 22 day avg , 91.773, 22 day avg , 31.136, 22 day avg , 1.864, 22 day avg , 1.643, 14 day avg
2007-04 , 774.143, 21 day avg , 673.048, 21 day avg , 41.333, 21 day avg , 12.333, 21 day avg , 2.238, 21 day avg , 1.048, 21 day avg
2007-03 , 388.364, 22 day avg , 420.636, 22 day avg , 89.318, 22 day avg , 10.136, 22 day avg , 5.045, 22 day avg , 0.364, 22 day avg
2007-02 , 877.850, 20 day avg , 668.150, 20 day avg , 57.400, 20 day avg , 8.950, 20 day avg , 0.800, 20 day avg , 0.700, 20 day avg
2007-01 , 504.857, 21 day avg , 426.381, 21 day avg , 62.238, 21 day avg , 20.000, 21 day avg , 3.857, 21 day avg , 0.476, 21 day avg
2006-12 , 717.050, 20 day avg , 635.850, 20 day avg , 63.000, 20 day avg , 7.600, 20 day avg , 20.045, 20 day avg , 109.435, 17 day avg
2006-11 , 394.667, 21 day avg , 388.952, 21 day avg , 63.667, 21 day avg , 6.857, 21 day avg , 140.386, 21 day avg , 152.433, 6 day avg
2006-10 , 704.591, 22 day avg , 539.682, 22 day avg , 57.045, 22 day avg , 6.045, 22 day avg , 143.123, 22 day avg , na, 1 day avg
2006-09 , 428.850, 20 day avg , 388.400, 20 day avg , 93.600, 20 day avg , 25.225, 20 day avg , 70.515, 20 day avg , 100.073, 15 day avg
2006-08 , 609.609, 23 day avg , 609.217, 23 day avg , 40.783, 23 day avg , 32.674, 23 day avg , 53.513, 23 day avg , 2.200, 5 day avg
2006-07 , 328.900, 20 day avg , 396.200, 20 day avg , 73.650, 20 day avg , 11.400, 20 day avg , 1.158, 19 day avg , 0.375, 8 day avg
2006-06 , 666.364, 22 day avg , 568.227, 22 day avg , 47.955, 22 day avg , 73.332, 22 day avg , 70.827, 22 day avg , 14.350, 22 day avg
2006-05 , 353.864, 22 day avg , 379.500, 22 day avg , 57.136, 22 day avg , 9.455, 22 day avg , 1.091, 11 day avg , 0.182, 11 day avg
2006-04 , 609.211, 19 day avg , 471.368, 19 day avg , 89.684, 19 day avg , 2.263, 19 day avg , na, 1 day avg , na, 1 day avg
2006-03 , 377.957, 23 day avg , 293.826, 23 day avg , 44.217, 23 day avg , 66.722, 23 day avg , 193.281, 21 day avg , na, 0 day avg
2006-02 , 683.842, 19 day avg , 395.895, 19 day avg , 28.789, 19 day avg , 17.316, 19 day avg , 107.916, 19 day avg , na, 0 day avg
2006-01 , 560.900, 20 day avg , 490.700, 20 day avg , 139.700, 20 day avg , 30.100, 20 day avg , 113.585, 20 day avg , 132.385, 13 day avg
2005-12 , 488.571, 21 day avg , 371.429, 21 day avg , 39.714, 21 day avg , 25.095, 21 day avg , 36.776, 21 day avg , na, 0 day avg
2005-11 , 451.524, 21 day avg , 452.619, 21 day avg , 86.095, 21 day avg , 48.786, 21 day avg , 53.929, 21 day avg , 116.605, 21 day avg
2005-10 , 534.714, 21 day avg , 256.190, 21 day avg , 34.238, 21 day avg , 5.619, 21 day avg , 30.543, 21 day avg , 44.305, 21 day avg
2005-09 , 509.524, 21 day avg , 430.524, 21 day avg , 76.000, 21 day avg , 17.381, 21 day avg , 67.171, 21 day avg , 64.171, 21 day avg
2005-08 , 478.565, 23 day avg , 340.957, 23 day avg , 36.304, 23 day avg , 17.048, 23 day avg , 13.630, 23 day avg , 1.000, 2 day avg
2005-07 , 422.100, 20 day avg , 303.850, 20 day avg , 35.350, 20 day avg , 50.685, 20 day avg , 50.175, 20 day avg , 68.753, 19 day avg
2005-06 , 527.045, 22 day avg , 242.636, 22 day avg , 44.682, 22 day avg , 33.582, 22 day avg , 0.941, 17 day avg , 0.313, 16 day avg
2005-05 , 412.048, 21 day avg , 320.524, 21 day avg , 44.381, 21 day avg , 5.857, 21 day avg , na, 10 day avg , na, 0 day avg
2005-04 , 659.667, 21 day avg , 284.571, 21 day avg , 35.905, 21 day avg , 10.476, 21 day avg , 0.238, 21 day avg , na, 0 day avg
2005-03 , 539.636, 22 day avg , 446.500, 22 day avg , 105.500, 22 day avg , 12.591, 22 day avg , 4.000, 15 day avg , na, 0 day avg
2005-02 , 650.579, 19 day avg , 305.684, 19 day avg , 78.737, 19 day avg , 12.842, 19 day avg , 78.289, 19 day avg , na, 2 day avg
2005-01 , 565.900, 20 day avg , 415.800, 20 day avg , 55.250, 20 day avg , 7.800, 20 day avg , 2.056, 18 day avg , na, 0 day avg
2004-12 , 595.045, 22 day avg , 257.091, 22 day avg , 59.773, 22 day avg , 6.273, 22 day avg , 0.444, 18 day avg , na, 0 day avg
2004-11 , 447.857, 21 day avg , 332.952, 21 day avg , 37.857, 21 day avg , 3.810, 21 day avg , 0.909, 11 day avg , na, 0 day avg
2004-10 , 545.143, 21 day avg , 226.857, 21 day avg , 25.619, 21 day avg , 5.381, 21 day avg , 0.952, 21 day avg , na, 0 day avg
2004-09 , 643.810, 21 day avg , 465.714, 21 day avg , 57.381, 21 day avg , 7.476, 21 day avg , na, 11 day avg , na, 0 day avg
2004-08 , 572.773, 22 day avg , 284.818, 22 day avg , 58.091, 22 day avg , 5.682, 22 day avg , na, 6 day avg , na, 0 day avg
2004-07 , 538.381, 21 day avg , 438.095, 21 day avg , 98.952, 21 day avg , 12.333, 21 day avg , 3.100, 10 day avg , na, 0 day avg
2004-06 , 505.818, 22 day avg , 212.545, 22 day avg , 45.500, 22 day avg , 8.955, 22 day avg , 0.273, 22 day avg , na, 0 day avg
2004-05 , 548.450, 20 day avg , 394.200, 20 day avg , 74.400, 20 day avg , 21.950, 20 day avg , 1.357, 14 day avg , na, 0 day avg
2004-04 , 658.524, 21 day avg , 419.333, 21 day avg , 74.381, 21 day avg , 18.619, 21 day avg , 1.095, 21 day avg , na, 0 day avg
2004-03 , 534.435, 23 day avg , 383.435, 23 day avg , 52.565, 23 day avg , 10.304, 23 day avg , 0.333, 15 day avg , na, 0 day avg
2004-02 , 538.632, 19 day avg , 295.789, 19 day avg , 50.947, 19 day avg , 17.895, 19 day avg , 1.158, 19 day avg , na, 0 day avg
2004-01 , 424.000, 20 day avg , 394.650, 20 day avg , 60.400, 20 day avg , 13.150, 20 day avg , 1.375, 16 day avg , na, 0 day avg
2003-12 , 365.682, 22 day avg , 190.000, 22 day avg , 21.273, 22 day avg , 4.864, 22 day avg , 0.474, 19 day avg , na, 0 day avg
2003-11 , 349.737, 19 day avg , 283.421, 19 day avg , 34.263, 19 day avg , 4.316, 19 day avg , 0.700, 10 day avg , na, 0 day avg
2003-10 , 595.870, 23 day avg , 241.913, 23 day avg , 18.478, 23 day avg , 1.522, 23 day avg , 0.143, 21 day avg , na, 0 day avg
2003-09 , 578.000, 21 day avg , 419.190, 21 day avg , 76.762, 21 day avg , 5.350, 20 day avg , 0.714, 14 day avg , na, 0 day avg
2003-08 , 721.048, 21 day avg , 278.381, 21 day avg , 40.524, 21 day avg , 3.095, 21 day avg , 1.375, 16 day avg , na, 0 day avg
2003-07 , 545.636, 22 day avg , 336.864, 22 day avg , 38.045, 22 day avg , 3.909, 22 day avg , 0.500, 18 day avg , 0.800, 5 day avg
2003-06 , 710.381, 21 day avg , 298.952, 21 day avg , 46.286, 21 day avg , 5.905, 21 day avg , 1.286, 14 day avg , na, 0 day avg
2003-05 , 549.476, 21 day avg , 356.667, 21 day avg , 34.238, 21 day avg , 6.571, 21 day avg , 1.063, 16 day avg , na, 0 day avg
2003-04 , 372.238, 21 day avg , 132.048, 21 day avg , 16.286, 21 day avg , 3.762, 21 day avg , 0.500, 12 day avg , na, 0 day avg
2003-03 , 472.476, 21 day avg , 350.714, 21 day avg , 40.524, 21 day avg , 7.857, 21 day avg , 1.000, 5 day avg , na, 2 day avg
2003-02 , 613.947, 19 day avg , 254.895, 19 day avg , 35.211, 19 day avg , 10.947, 19 day avg , na, 1 day avg , na, 0 day avg
2003-01 , 545.238, 21 day avg , 485.333, 21 day avg , 66.714, 21 day avg , 14.095, 21 day avg , na, 0 day avg , na, 0 day avg
2002-12 , 416.381, 21 day avg , 220.333, 21 day avg , 46.286, 21 day avg , 5.524, 21 day avg , na, 9 day avg , na, 0 day avg
2002-11 , 407.900, 20 day avg , 337.200, 20 day avg , 49.850, 20 day avg , 16.850, 20 day avg , 8.636, 11 day avg , na, 0 day avg
2002-10 , 372.087, 23 day avg , 169.826, 23 day avg , 24.174, 23 day avg , 5.000, 23 day avg , 1.000, 6 day avg , na, 0 day avg
2002-09 , 368.900, 20 day avg , 249.300, 20 day avg , 32.850, 20 day avg , 6.200, 20 day avg , 1.769, 13 day avg , na, 0 day avg
2002-08 , 301.864, 22 day avg , 140.545, 22 day avg , 15.273, 22 day avg , 3.818, 22 day avg , 1.045, 22 day avg , na, 2 day avg
2002-07 , 323.591, 22 day avg , 193.364, 22 day avg , 17.136, 22 day avg , 4.682, 22 day avg , 1.409, 22 day avg , 0.667, 3 day avg
2002-06 , 415.400, 20 day avg , 156.600, 20 day avg , 21.750, 20 day avg , 4.100, 20 day avg , 0.400, 20 day avg , na, 1 day avg
2002-05 , 270.682, 22 day avg , 250.682, 22 day avg , 38.182, 22 day avg , 3.909, 22 day avg , 0.867, 15 day avg , 0.500, 4 day avg
2002-04 , 366.955, 22 day avg , 212.364, 22 day avg , 34.318, 22 day avg , 2.333, 3 day avg , na, 0 day avg , na, 0 day avg
2002-03 , 406.950, 20 day avg , 346.700, 20 day avg , 60.800, 20 day avg , 15.545, 11 day avg , na, 0 day avg , na, 0 day avg
2002-02 , 393.737, 19 day avg , 204.632, 19 day avg , 30.316, 19 day avg , 7.526, 19 day avg , na, 0 day avg , na, 0 day avg
2002-01 , 422.850, 20 day avg , 280.300, 20 day avg , 42.400, 20 day avg , 3.800, 20 day avg , 0.333, 9 day avg , na, 0 day avg
2001-12 , 378.950, 20 day avg , 192.850, 20 day avg , 30.700, 20 day avg , 1.700, 20 day avg , 0.100, 20 day avg , na, 0 day avg
2001-11 , 307.524, 21 day avg , 226.714, 21 day avg , 42.000, 21 day avg , 6.381, 21 day avg , 0.286, 21 day avg , 0.091, 11 day avg
2001-10 , 296.261, 23 day avg , 172.130, 23 day avg , 19.957, 23 day avg , 10.083, 12 day avg , 1.000, 12 day avg , 0.667, 6 day avg
2001-09 , 402.353, 17 day avg , 238.706, 17 day avg , 35.176, 17 day avg , 1.667, 3 day avg , na, 0 day avg , na, 0 day avg
2001-08 , 438.500, 22 day avg , 214.636, 22 day avg , 74.455, 22 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-07 , 337.750, 20 day avg , 279.800, 20 day avg , 84.450, 20 day avg , 6.375, 8 day avg , na, 0 day avg , na, 0 day avg
2001-06 , 518.952, 21 day avg , 273.571, 21 day avg , 92.952, 21 day avg , 7.810, 21 day avg , na, 0 day avg , na, 0 day avg
2001-05 , 522.955, 22 day avg , 442.364, 22 day avg , 102.364, 22 day avg , 9.143, 14 day avg , na, 0 day avg , na, 0 day avg
2001-04 , 566.842, 19 day avg , 296.579, 19 day avg , 34.158, 19 day avg , 9.263, 19 day avg , na, 0 day avg , na, 0 day avg
2001-03 , 567.000, 22 day avg , 432.364, 22 day avg , 88.409, 22 day avg , 15.500, 22 day avg , 5.273, 11 day avg , na, 0 day avg
2001-02 , 482.737, 19 day avg , 244.842, 19 day avg , 55.474, 19 day avg , 6.211, 19 day avg , 2.632, 19 day avg , na, 0 day avg
2001-01 , 496.381, 21 day avg , 359.190, 21 day avg , 85.762, 21 day avg , 16.619, 21 day avg , 60.200, 21 day avg , 58.514, 21 day avg
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