chained month-to-month price index

Hello all,

I want to calculate a chained month-to-month price index from individual month-to-month indexes.

A small part of the data looks like this:

mtomindex period
1.000 2009m1
1.125 2009m2
1.089 2009m3
1.018 2009m4
0.913 2009m5
1.132 2009m6

The chained mtomindex for period 1 should be equal to 1.000, for period 2 it's (1.000*1.125), for period 3 it's (1.000*1.125*1.089), for period 4 it's (1.000*1.125*1.089*1.018), etc...

Thanks in advance.

Johan