CME® S&P Mid-Cap 400® INDEX
HISTORICAL DATA

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Chicago Mercantile Exchange® (CME®) S&P MidCap 400® Historical Data Specially Priced Data Packages (Scroll Down For Data Example) CME Data | Index Data	Package Price	Add to Cart and Checkout
CME S&P MidCap 400 Jumbo Historical Data Special Includes all Futures, Front Month and Cash data listed below.	$55.00
CME March S&P MidCap 400 Futures Includes the following contracts: 1992-2008 (16 contracts total)	$15.00
CME June S&P MidCap 400 Futures Includes the following contracts: 1992-2008 (16 contracts total)	$15.00
CME September S&P MidCap 400 Futures Includes the following contracts: 1992-2008 (16 contracts total)	$15.00
CME December S&P MidCap 400 Futures Includes the following contracts: 1992-2008 (16 contracts total)	$15.00
CME S&P MidCap 400 Futures Data Special Includes all Futures Contracts listed above	$30.00
CME S&P MidCap 400 Front Month Data, Roll On Expiration 1992-2007 What Is Front Month Data?	$15.00
CME S&P MidCap 400 Front Month Data, Roll On Volume 1992-2007 What Is Front Month Data?	$15.00
CME S&P MidCap 400 Cash Index Prices 1992-2008	$10.00

Data Example:
Feel free to copy the data below for testing.
Vol = Volume for that individual contract
OI = Open Interest on that individual contract
Total Vol = Volume for all Contracts traded in that commodity
Total OI = Open Interest for all Contracts traded in that commodity

Chicago Mercantile Exchange (CME)
S & P 400 MidCap Historical Data
June 2006 Contract - Daily

Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20060403, 200606, 801.00, 803.75, 796.25, 796.70, 439, 11104, 439, 11104
20060404, 200606, 796.30, 801.50, 794.00, 799.60, 232, 11091, 232, 11091
20060405, 200606, 800.80, 806.25, 798.50, 805.60, 83, 11010, 83, 11010
20060406, 200606, 804.50, 808.00, 801.20, 807.50, 51, 10991, 51, 10991
20060407, 200606, 808.00, 809.20, 795.50, 797.60, 153, 11024, 153, 11024
20060410, 200606, 798.00, 799.50, 793.20, 795.90, 172, 10929, 172, 10929
20060411, 200606, 796.50, 796.50, 784.80, 786.80, 192, 10901, 192, 10901
20060412, 200606, 787.75, 790.00, 786.75, 789.40, 73, 10940, 73, 10940
20060413, 200606, 788.50, 791.75, 785.00, 788.70, 37, 10925, 37, 10925
20060417, 200606, 789.00, 792.50, 785.25, 790.80, 171, 10939, 171, 10939
20060418, 200606, 792.75, 807.75, 792.75, 806.90, 110, 11009, 110, 11009
20060419, 200606, 806.50, 813.80, 805.50, 812.80, 226, 11061, 226, 11061
20060420, 200606, 812.50, 817.50, 808.50, 814.20, 113, 11004, 113, 11004
20060421, 200606, 816.80, 818.00, 808.75, 811.90, 248, 10996, 248, 10996
20060424, 200606, 811.00, 811.00, 805.75, 809.00, 164, 10942, 164, 10942
20060425, 200606, 810.50, 810.50, 803.00, 809.00, 207, 11039, 207, 11039
20060426, 200606, 808.00, 811.50, 803.50, 803.60, 125, 11078, 125, 11078
20060427, 200606, 799.50, 809.00, 794.50, 801.70, 107, 11045, 107, 11045
20060428, 200606, 800.00, 810.00, 799.50, 806.60, 768, 10945, 768, 10945

Chicago Mercantile Exchange (CME)
S & P MidCap 400 Historical Data
2005 Cash - Daily

Date, Open, High, Low, Close, Total Vol, Total OI
20050601, 670.05, 677.80, 669.85, 675.50, 508, 12123
20050602, 675.50, 678.50, 673.85, 678.30, 260, 12164
20050603, 678.30, 679.90, 674.30, 674.60, 543, 12330
20050606, 674.60, 677.15, 672.60, 677.15, 632, 12304
20050607, 677.15, 683.75, 677.05, 677.40, 5105, 15651
20050608, 677.40, 679.55, 673.40, 674.35, 3148, 16518
20050609, 674.35, 679.65, 671.65, 679.65, 6582, 17139
20050610, 679.65, 680.85, 677.30, 679.05, 3775, 17437
20050613, 679.05, 682.85, 676.40, 681.75, 5005, 17061
20050614, 681.75, 684.80, 681.00, 684.15, 3970, 16980
20050615, 684.15, 686.50, 680.85, 686.20, 3060, 17104
20050616, 686.20, 692.10, 685.80, 692.10, 3351, 17305
20050617, 692.10, 695.95, 690.75, 693.25, 316, 17259
20050620, 693.25, 693.25, 688.85, 691.10, 161, 11734
20050621, 691.10, 691.95, 687.65, 688.90, 136, 11771
20050622, 688.90, 692.65, 686.35, 689.50, 237, 11867
20050623, 689.50, 691.45, 683.00, 683.30, 330, 11878
20050624, 683.30, 683.50, 675.85, 676.45, 262, 11871
20050627, 676.45, 678.05, 674.65, 677.60, 589, 12040
20050628, 677.60, 686.20, 677.60, 686.00, 422, 12205
20050629, 686.00, 688.60, 686.00, 687.80, 298, 12242
20050630, 687.80, 690.70, 684.95, 684.95, 335, 12386

CME and Chicago Mercantile Exchange are registered trademarks of the CME

Data Notes

All data is in Daily format, day sessions unless otherwise noted. Prices shown are in US dollars.

All data includes at least the Open, High, Low, Close, Volume, Open Interest, Total Volume, Total Open Interest for each trading day unless otherwise noted.

All Futures Contract data goes from the first day of trading to last.

Data is updated through the end of the previous trading week unless otherwise noted.

Excel Instructions (How to open these files in Excel)

Click the button to add that data set to your Shopping Cart.

Click the button to review and complete your transaction.

Data Shipping/Transmission Info | Other Ordering Options

Exchange Contract Specifications

Contract Size: $500 times the Standard & Poor's MidCap 400 Stock Price Index.

Tick Size: 1 point = .01 index points = $5.00.

Price Quote: US Dollars per point.

Active Contract Months: Mar, Jun, Sep, Dec.

Last Trading Day: The business day immediately preceding the day of determination of the Final Settlement Price (normally, the Thursday prior to the 3rd Friday of the contract month).

Trading Hours: 8:30 a.m.-3:15 p.m Central Time.

Daily Price Limit: Price Limits corresponding to a 5.0%, 10.0%, 15.0% and 20.0% decline below the Settlement Price of the preceding RTH session.

Commodity Historical Data, Historical Currency Data, Commodity Historic Data, S&P 500 Index Historical Data, W. D. Gann Data, Historical Futures Data, Chicago Commodity Prices, Historical Commodity Price Data, Historical Currency Rates, Daily Commodity Futures Prices 

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