|
|
CME Groups
| CME_equity_indices
- Chicago Mercantile Exchange - Equity Indices
|
Frequency :
|
|
PVO
|
|
Derivatives Class :
Futures |
Options |
Other Derivatives |
|
|
Russell 2000 Index.
Column ( 1) Russell 2000 Index maturity 1.
Nearest maturity
. Number of observations : 8
Column ( 2) Russell 2000 Index maturity 2.
2nd maturity
. Number of observations : 8
Column ( 3) Russell 2000 Index maturity 3.
3rd maturity
. Number of observations : 8
Column ( 4) Russell 2000 Index maturity 4.
4th maturity
. Number of observations : 7
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am |
|
| Russell 2000 Index . Futures . Average Open Interest
|
|
, Russell 2000 Index ,, Russell 2000 Index ,, Russell 2000 Index ,, Russell 2000 Index ,
, Russell 2000 Index1st ,, Russell 2000 Index2nd ,, Russell 2000 Index3rd ,, Russell 2000 Index4th ,
, Russell 2000 Index; ,, 2nd nearest expn ,, Third nearest expn ,, Fourth nearest expn ,
, Nearest expiration ,, ,, ,, ,
, Jan.2001 to Sep.19.2008,, Jan.2001 to Jun.20.2008,, Nov.2001 to Mar.20.2008,, Nov.2001 to Apr.9.2007,
End of , Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,, Avg daily Open Int ,
2008 , 20016.689, 177 day avg , 1416.115, 113 day avg , 1.444, 54 day avg , na, 0 day avg
2007 , 26984.705, 68 day avg , 1726.294, 68 day avg , 14.471, 68 day avg , na, 68 day avg
2006 , 29356.338, 250 day avg , 2227.026, 250 day avg , 184.452, 250 day avg , 22.814, 250 day avg
2005 , 25731.605, 252 day avg , 2352.374, 252 day avg , 79.613, 252 day avg , 3.195, 252 day avg
2004 , 13818.826, 253 day avg , 965.431, 253 day avg , 0.016, 253 day avg , na, 253 day avg
2003 , 19052.994, 152 day avg , 1168.868, 152 day avg , na, 152 day avg , na, 152 day avg
2002 , na, 9 day avg , na, 9 day avg , na, 9 day avg , na, 9 day avg
2001 , 469.391, 22 day avg , 346.117, 3 day avg , na, 1 day avg , na, 1 day avg
|