|
|
|
|
| NYBOT ice
- New York Board of Trade - part of I.C.E.
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
| Futures |
Options |
Other Derivatives |
|
|
Russell 1000 (R). Russell 1000 Regular specifications -> $50 x Russell 1000 Index® (e.g., $50 X 675.00 = $33,750). Contract Months: March, June, September, December. Minimum Fluctuation: 0.05 (5 basis points) - e.g., 705.05, 705.10, 705.15. Last Trading Day: The Thursday preceding the third Friday of the month. (Specifications are as of Dec 10, 2004).
Grp: 14. Russell 1000 (R)
Column ( 1) Russell 1000 (R) maturity 1.
Nearest maturity
. Var:117. Obs for freq: 118. LeastFreq: daily
Column ( 2) Russell 1000 (R) maturity 2.
2nd maturity
. Var:118. Obs for freq: 115. LeastFreq: daily
Column ( 3) Russell 1000 (R) maturity 3.
3rd maturity
. Var:119. Obs for freq: 115. LeastFreq: daily
Column ( 4) Russell 1000 (R) maturity 4.
4th maturity
. Var:120. Obs for freq: 115. LeastFreq: daily
Column ( 5) Russell 1000 (R) maturity 5.
5th maturity
. Var:121. Obs for freq: 8. LeastFreq: daily
EconStats does not guarantee the accuracy of this data. Copyright 2013 by EconStats.
2013 apr 14, 1:20 am |
| |
|
Russell 1000 (R) . Futures . Average Open Interest
|
|
, Russell 1000 (R) ,, Russell 1000 (R) ,, Russell 1000 (R) ,, Russell 1000 (R) ,, Russell 1000 (R) ,
, R1st ,, R2nd ,, R3rd ,, R4th ,, R5th ,
, Russell 1000 (R); Near ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,, Fifth nearest expn ,
, est expiration ,, ,, ,, ,, ,
, Mar.1999 to Dec.19.2008,, Mar.1999 to Sep.30.2008,, Mar.1999 to Sep.30.2008,, Mar.1999 to Sep.30.2008,, Jun.2006 to Mar.24.2008,
, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008-12 , 949, 15 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-11 , 2564, 20 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-10 , 5479, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-09 , 5058, 22 day avg , 1501, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2008-08 , 6461, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2008-07 , 6469, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2008-06 , 5363, 21 day avg , 1641, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2008-05 , 6704, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2008-04 , 6776, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2008-03 , 5650, 20 day avg , 2459, 20 day avg , na, 20 day avg , na, 20 day avg , na, 2 day avg
2008-02 , 7949, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2008-01 , 7945, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2007-12 , 5846, 20 day avg , 3072, 20 day avg , na, 20 day avg , na, 20 day avg , na, 2 day avg
2007-11 , 7410, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2007-10 , 7676, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2007-09 , 4808, 20 day avg , 2701, 20 day avg , na, 20 day avg , na, 20 day avg , na, 2 day avg
2007-08 , 7069, 23 day avg , 68, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2007-07 , 7137, 21 day avg , 0, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2007-06 , 5225, 21 day avg , 2154, 21 day avg , na, 21 day avg , na, 21 day avg , na, 2 day avg
2007-05 , 6335, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2007-04 , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2007-03 , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 2 day avg
2007-02 , na, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2007-01 , na, 17 day avg , na, 17 day avg , na, 17 day avg , na, 17 day avg , na, 0 day avg
2006-12 , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 2 day avg
2006-11 , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2006-10 , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2006-09 , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 1 day avg
2006-08 , na, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2006-07 , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2006-06 , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 1 day avg
2006-05 , 8352, 22 day avg , 0, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2006-04 , 8162, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2006-03 , 5849, 23 day avg , 2677, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2006-02 , 8379, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2006-01 , 8404, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2005-12 , 5855, 21 day avg , 2895, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2005-11 , 8664, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2005-10 , 8567, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2005-09 , 5228, 21 day avg , 2884, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2005-08 , 7366, 23 day avg , 644, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2005-07 , 7761, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2005-06 , 4431, 22 day avg , 3209, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2005-05 , 7180, 21 day avg , 457, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2005-04 , 7742, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2005-03 , 4833, 22 day avg , 3076, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2005-02 , 7250, 19 day avg , 221, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2005-01 , 7368, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2004-12 , 4891, 22 day avg , 3186, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2004-11 , 7644, 21 day avg , 337, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2004-10 , 7914, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2004-09 , 5634, 21 day avg , 2345, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2004-08 , 10517, 22 day avg , 90, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2004-07 , 10632, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2004-06 , 7121, 21 day avg , 4193, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2004-05 , 9048, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2004-04 , 8743, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2004-03 , 6083, 23 day avg , 3113, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2004-02 , 7780, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2004-01 , 6279, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2003-12 , 4320, 22 day avg , 1403, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2003-11 , 5311, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2003-10 , 5205, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2003-09 , 3745, 21 day avg , 1481, 21 day avg , na, 21 day avg , na, 20 day avg , na, 0 day avg
2003-08 , 4822, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2003-07 , 4816, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2003-06 , 5164, 21 day avg , 1313, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2003-05 , 7071, 21 day avg , 11, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2003-04 , 5085, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2003-03 , 3927, 21 day avg , 1135, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2003-02 , 5159, 19 day avg , 42, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2003-01 , 6066, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2002-12 , 4634, 21 day avg , 1493, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2002-11 , 5864, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2002-10 , 5861, 23 day avg , na, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2002-09 , 3619, 20 day avg , 2106, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2002-08 , 5536, 22 day avg , 0, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-07 , 5525, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-06 , 3432, 20 day avg , 2592, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2002-05 , 4830, 23 day avg , 0, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2002-04 , 4564, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2002-03 , 2985, 20 day avg , 1531, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2002-02 , 4254, 19 day avg , 196, 19 day avg , na, 19 day avg , na, 19 day avg , na, 0 day avg
2002-01 , 4454, 20 day avg , 0, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2001-12 , 3474, 20 day avg , 899, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2001-11 , 3549, 21 day avg , 3, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2001-10 , 3484, 22 day avg , 1, 22 day avg , na, 22 day avg , na, 22 day avg , na, 0 day avg
2001-09 , 2644, 15 day avg , 818, 15 day avg , 0, 15 day avg , na, 15 day avg , na, 0 day avg
2001-08 , 2794, 23 day avg , 25, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2001-07 , 2697, 22 day avg , 16, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2001-06 , 2264, 21 day avg , 768, 21 day avg , 0, 21 day avg , na, 21 day avg , na, 0 day avg
2001-05 , 3467, 21 day avg , 64, 21 day avg , na, 21 day avg , na, 21 day avg , na, 0 day avg
2001-04 , 3502, 20 day avg , 1, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2001-03 , 3027, 22 day avg , 958, 22 day avg , 0, 22 day avg , na, 22 day avg , na, 0 day avg
2001-02 , 3176, 20 day avg , 52, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2001-01 , 3022, 23 day avg , 21, 23 day avg , na, 23 day avg , na, 23 day avg , na, 0 day avg
2000-12 , 2235, 20 day avg , 714, 20 day avg , 2, 20 day avg , na, 20 day avg , na, 0 day avg
2000-11 , 2713, 22 day avg , 13, 22 day avg , 1, 22 day avg , na, 22 day avg , na, 0 day avg
2000-10 , 2478, 22 day avg , 8, 22 day avg , 0, 22 day avg , na, 22 day avg , na, 0 day avg
2000-09 , 1771, 21 day avg , 674, 21 day avg , 2, 21 day avg , na, 21 day avg , na, 0 day avg
2000-08 , 1785, 23 day avg , 38, 23 day avg , 6, 23 day avg , na, 23 day avg , na, 0 day avg
2000-07 , 1601, 21 day avg , 7, 21 day avg , 4, 21 day avg , na, 21 day avg , na, 0 day avg
2000-06 , 1303, 22 day avg , 361, 22 day avg , 6, 22 day avg , 2, 22 day avg , na, 0 day avg
2000-05 , 1472, 22 day avg , 234, 22 day avg , 121, 22 day avg , 2, 22 day avg , na, 0 day avg
2000-04 , 1574, 19 day avg , 566, 19 day avg , 257, 19 day avg , na, 19 day avg , na, 0 day avg
2000-03 , 1132, 23 day avg , 721, 23 day avg , 270, 23 day avg , 19, 23 day avg , na, 0 day avg
2000-02 , 1314, 21 day avg , 548, 21 day avg , 252, 21 day avg , 7, 21 day avg , na, 0 day avg
2000-01 , 1162, 21 day avg , 583, 21 day avg , 254, 21 day avg , 4, 21 day avg , na, 0 day avg
1999-12 , 1309, 23 day avg , 736, 23 day avg , 300, 23 day avg , 27, 23 day avg , na, 0 day avg
1999-11 , 865, 22 day avg , 712, 22 day avg , 302, 22 day avg , 5, 22 day avg , na, 0 day avg
1999-10 , 1072, 21 day avg , 832, 21 day avg , 346, 21 day avg , 0, 21 day avg , na, 0 day avg
1999-09 , 1402, 22 day avg , 1070, 22 day avg , 478, 22 day avg , 55, 22 day avg , na, 0 day avg
1999-08 , 1266, 22 day avg , 1030, 22 day avg , 405, 22 day avg , 0, 22 day avg , na, 0 day avg
1999-07 , 748, 22 day avg , 973, 22 day avg , 395, 22 day avg , 10, 22 day avg , na, 0 day avg
1999-06 , 926, 22 day avg , 672, 22 day avg , 525, 22 day avg , 192, 22 day avg , na, 0 day avg
1999-05 , 424, 20 day avg , 772, 20 day avg , 706, 20 day avg , 343, 20 day avg , na, 0 day avg
1999-04 , 1468, 21 day avg , 1181, 21 day avg , 763, 21 day avg , 266, 21 day avg , na, 0 day avg
1999-03 , 1780, 19 day avg , 2414, 19 day avg , 626, 19 day avg , 194, 19 day avg , na, 0 day avg