AVERAGE DAILY VOLUME AND MONTH END OPEN INTEREST ON THE CHICAGO MERCANTILE EXCHANGE
-----------------DAILY AVERAGE VOLUME-------------- ----DEC 2000----
2000 1999 ---MONTH-END OPEN INTEREST--- % CHGE % CHGE
DEC 2000 MTH AGO YR AGO JAN-DEC JAN-DEC DEC 2000 MTH AGO YR AGO MTH AGO YR AGO
MINI S&P FUT 83,644 87,771 43,798 76,236 43,295 37,979 79,101 12,416 - 52.0 + 205.9
S & P 500 FUT 110,710 77,906 105,541 89,158 106,733 474,405 477,950 369,941 - .7 + 28.2
S & P MIDCAP 400 FUT 2,975 1,206 1,912 1,319 1,289 14,826 17,076 13,308 - 13.2 + 11.4
S&P BARRA GROWTH FUT 114 30 84 66 44 853 722 630 + 18.1 + 35.4
S&P BARRA VALUE FUT 277 56 246 123 106 2,215 2,257 2,388 - 1.9 - 7.2
RUSSELL 2000 FUT 3,594 1,863 2,228 2,019 1,435 16,225 15,027 13,852 + 8.0 + 17.1
E-MINI NASD 75,586 68,844 8,772 42,926 5,015 43,289 77,689 6,700 - 44.3 + 546.1
NASDAQ 100 FUT 23,223 19,067 14,428 20,214 9,332 42,077 51,264 23,416 - 17.9 + 79.7 |
