|
|
|
|
| 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: 40. LeastFreq: daily
Column ( 2) Russell 1000 (R) maturity 2.
2nd maturity
. Var:118. Obs for freq: 39. LeastFreq: daily
Column ( 3) Russell 1000 (R) maturity 3.
3rd maturity
. Var:119. Obs for freq: 39. LeastFreq: daily
Column ( 4) Russell 1000 (R) maturity 4.
4th maturity
. Var:120. Obs for freq: 39. 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 ,
2008.4 , 3302, 58 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008.3 , 5996, 66 day avg , 500, 66 day avg , na, 66 day avg , na, 66 day avg , na, 0 day avg
2008.2 , 6295, 65 day avg , 530, 65 day avg , na, 65 day avg , na, 65 day avg , na, 0 day avg
2008.1 , 7218, 63 day avg , 780, 63 day avg , na, 63 day avg , na, 63 day avg , na, 2 day avg
2007.4 , 7023, 65 day avg , 945, 65 day avg , na, 65 day avg , na, 65 day avg , na, 2 day avg
2007.3 , 6385, 64 day avg , 868, 64 day avg , na, 64 day avg , na, 64 day avg , na, 2 day avg
2007.2 , 3954, 63 day avg , 718, 63 day avg , na, 63 day avg , na, 63 day avg , na, 2 day avg
2007.1 , na, 58 day avg , na, 58 day avg , na, 58 day avg , na, 58 day avg , na, 2 day avg
2006.4 , na, 63 day avg , na, 63 day avg , na, 63 day avg , na, 63 day avg , na, 2 day avg
2006.3 , na, 63 day avg , na, 63 day avg , na, 63 day avg , na, 63 day avg , na, 1 day avg
2006.2 , 5378, 63 day avg , 0, 63 day avg , na, 63 day avg , na, 63 day avg , na, 1 day avg
2006.1 , 7448, 62 day avg , 993, 62 day avg , na, 62 day avg , na, 62 day avg , na, 0 day avg
2005.4 , 7695, 63 day avg , 965, 63 day avg , na, 63 day avg , na, 63 day avg , na, 0 day avg
2005.3 , 6788, 64 day avg , 1178, 64 day avg , na, 64 day avg , na, 64 day avg , na, 0 day avg
2005.2 , 6420, 64 day avg , 1253, 64 day avg , na, 64 day avg , na, 64 day avg , na, 0 day avg
2005.1 , 6417, 61 day avg , 1178, 61 day avg , na, 61 day avg , na, 61 day avg , na, 0 day avg
2004.4 , 6786, 64 day avg , 1205, 64 day avg , na, 64 day avg , na, 64 day avg , na, 0 day avg
2004.3 , 8952, 64 day avg , 800, 64 day avg , na, 64 day avg , na, 64 day avg , na, 0 day avg
2004.2 , 8292, 62 day avg , 1420, 62 day avg , na, 62 day avg , na, 62 day avg , na, 0 day avg
2004.1 , 6666, 62 day avg , 1155, 62 day avg , na, 62 day avg , na, 62 day avg , na, 0 day avg
2003.4 , 4932, 64 day avg , 482, 64 day avg , na, 64 day avg , na, 64 day avg , na, 0 day avg
2003.3 , 4467, 64 day avg , 486, 64 day avg , na, 64 day avg , na, 63 day avg , na, 0 day avg
2003.2 , 5773, 63 day avg , 441, 63 day avg , na, 63 day avg , na, 63 day avg , na, 0 day avg
2003.1 , 5047, 61 day avg , 404, 61 day avg , na, 61 day avg , na, 61 day avg , na, 0 day avg
2002.4 , 5459, 64 day avg , 489, 64 day avg , na, 64 day avg , na, 64 day avg , na, 0 day avg
2002.3 , 4933, 64 day avg , 658, 64 day avg , na, 64 day avg , na, 64 day avg , na, 0 day avg
2002.2 , 4310, 65 day avg , 797, 65 day avg , na, 65 day avg , na, 65 day avg , na, 0 day avg
2002.1 , 3891, 59 day avg , 582, 59 day avg , na, 59 day avg , na, 59 day avg , na, 0 day avg
2001.4 , 3502, 63 day avg , 287, 63 day avg , na, 63 day avg , na, 63 day avg , na, 0 day avg
2001.3 , 2721, 60 day avg , 224, 59 day avg , 0, 59 day avg , na, 59 day avg , na, 0 day avg
2001.2 , 3071, 62 day avg , 282, 62 day avg , 0, 62 day avg , na, 62 day avg , na, 0 day avg
2001.1 , 3071, 65 day avg , 348, 65 day avg , 0, 65 day avg , na, 65 day avg , na, 0 day avg
2000.4 , 2483, 64 day avg , 230, 64 day avg , 1, 64 day avg , na, 64 day avg , na, 0 day avg
2000.3 , 1721, 65 day avg , 234, 65 day avg , 4, 65 day avg , na, 65 day avg , na, 0 day avg
2000.2 , 1444, 63 day avg , 379, 63 day avg , 122, 63 day avg , 1, 63 day avg , na, 0 day avg
2000.1 , 1201, 65 day avg , 621, 65 day avg , 259, 65 day avg , 10, 65 day avg , na, 0 day avg
1999.4 , 1085, 66 day avg , 759, 66 day avg , 315, 66 day avg , 11, 66 day avg , na, 0 day avg
1999.3 , 1139, 66 day avg , 1024, 66 day avg , 426, 66 day avg , 21, 66 day avg , na, 0 day avg
1999.2 , 947, 63 day avg , 874, 63 day avg , 662, 63 day avg , 264, 63 day avg , na, 0 day avg
1999.1 , 1780, 19 day avg , 2414, 19 day avg , 626, 19 day avg , 194, 19 day avg , na, 0 day avg