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CME Groups
| CME_equity_indices
- Chicago Mercantile Exchange - Equity Indices
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Frequency :
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PVO
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Derivatives Class :
| Futures |
Options |
Other Derivatives |
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Russell 2000 Index.
Column ( 1) Russell 2000 Index maturity 1.
Nearest maturity
. Number of observations : 61
Column ( 2) Russell 2000 Index maturity 2.
2nd maturity
. Number of observations : 58
Column ( 3) Russell 2000 Index maturity 3.
3rd maturity
. Number of observations : 54
Column ( 4) Russell 2000 Index maturity 4.
4th maturity
. Number of observations : 51
EconStats does not guarantee the accuracy of this data. Copyright 2009 by EconStats.
2009 may 18, 12:47 am |
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Russell 2000 Index . Futures . Average Open Interest
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, 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 ,
2008-09 , 25709.785, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-08 , 26541.381, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-07 , 25635.436, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-06 , 27328.143, 21 day avg , 6423.667, 15 day avg , na, 0 day avg , na, 0 day avg
2008-05 , 36882.766, 17 day avg , 26.353, 17 day avg , na, 0 day avg , na, 0 day avg
2008-04 , 28427.619, 21 day avg , 21.857, 21 day avg , na, 0 day avg , na, 0 day avg
2008-03 , 11907.750, 20 day avg , 3137.950, 20 day avg , 5.571, 14 day avg , na, 0 day avg
2008-02 , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2008-01 , na, 20 day avg , na, 20 day avg , na, 20 day avg , na, 0 day avg
2007-12 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-11 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-10 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-09 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-08 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-07 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-06 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-05 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007-04 , 32853.801, 5 day avg , 335.800, 5 day avg , na, 5 day avg , na, 5 day avg
2007-03 , 33922.500, 22 day avg , 5240.545, 22 day avg , 16.364, 22 day avg , na, 22 day avg
2007-02 , 27519.500, 20 day avg , 19.600, 20 day avg , 22.400, 20 day avg , na, 20 day avg
2007-01 , 17809.809, 21 day avg , 1.190, 21 day avg , 8.381, 21 day avg , na, 21 day avg
2006-12 , 27565.016, 20 day avg , 4304.120, 20 day avg , 83.670, 20 day avg , 123.095, 20 day avg
2006-11 , 33850.078, 21 day avg , 148.195, 21 day avg , 753.095, 21 day avg , 6.857, 21 day avg
2006-10 , 32575.318, 22 day avg , 98.409, 22 day avg , 497.009, 22 day avg , 4.091, 22 day avg
2006-09 , 26434.760, 20 day avg , 6735.432, 20 day avg , 120.882, 20 day avg , na, 20 day avg
2006-08 , 40524.871, 23 day avg , 102.615, 23 day avg , 63.730, 23 day avg , na, 23 day avg
2006-07 , 35943.316, 19 day avg , 13.684, 19 day avg , na, 19 day avg , na, 19 day avg
2006-06 , 34456.141, 22 day avg , 8398.641, 22 day avg , 129.686, 22 day avg , na, 22 day avg
2006-05 , 39571.047, 22 day avg , 469.864, 22 day avg , 7.773, 22 day avg , na, 22 day avg
2006-04 , 11112.263, 19 day avg , 13.105, 19 day avg , 2.211, 19 day avg , na, 19 day avg
2006-03 , 19392.395, 23 day avg , 4963.222, 23 day avg , 235.300, 23 day avg , 130.767, 23 day avg
2006-02 , 24722.160, 19 day avg , 819.334, 19 day avg , 122.611, 19 day avg , na, 19 day avg
2006-01 , 23055.414, 20 day avg , 149.530, 20 day avg , 149.965, 20 day avg , na, 20 day avg
2005-12 , 27334.596, 21 day avg , 5637.415, 21 day avg , 403.036, 21 day avg , 35.007, 21 day avg
2005-11 , 33453.395, 21 day avg , 144.062, 21 day avg , 552.321, 21 day avg , 3.333, 21 day avg
2005-10 , 29440.729, 21 day avg , 142.174, 21 day avg , na, 21 day avg , na, 21 day avg
2005-09 , 23557.504, 21 day avg , 7341.705, 21 day avg , na, 21 day avg , na, 21 day avg
2005-08 , 25898.967, 23 day avg , 569.698, 23 day avg , na, 23 day avg , na, 23 day avg
2005-07 , 24917.785, 20 day avg , 34.430, 20 day avg , na, 20 day avg , na, 20 day avg
2005-06 , 21345.014, 22 day avg , 4875.193, 22 day avg , na, 22 day avg , na, 22 day avg
2005-05 , 27385.285, 21 day avg , 305.810, 21 day avg , na, 21 day avg , na, 21 day avg
2005-04 , 26174.904, 21 day avg , 45.048, 21 day avg , na, 21 day avg , na, 21 day avg
2005-03 , 28474.273, 22 day avg , 7754.864, 22 day avg , na, 22 day avg , na, 22 day avg
2005-02 , 22314.053, 19 day avg , 800.000, 19 day avg , na, 19 day avg , na, 19 day avg
2005-01 , 17803.350, 20 day avg , 0.250, 20 day avg , na, 20 day avg , na, 20 day avg
2004-12 , 11881.091, 22 day avg , 3776.636, 22 day avg , na, 22 day avg , na, 22 day avg
2004-11 , 17054.143, 21 day avg , 47.238, 21 day avg , na, 21 day avg , na, 21 day avg
2004-10 , 12869.333, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-09 , na, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-08 , 1506.364, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2004-07 , 15593.619, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-06 , 19422.682, 22 day avg , 3051.591, 22 day avg , na, 22 day avg , na, 22 day avg
2004-05 , 21509.900, 20 day avg , 34.950, 20 day avg , na, 20 day avg , na, 20 day avg
2004-04 , 22225.477, 21 day avg , 0.810, 21 day avg , na, 21 day avg , na, 21 day avg
2004-03 , 13217.261, 23 day avg , 3924.957, 23 day avg , 0.174, 23 day avg , na, 23 day avg
2004-02 , 16971.736, 19 day avg , 107.947, 19 day avg , na, 19 day avg , na, 19 day avg
2004-01 , 14754.400, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2003-12 , 12457.546, 22 day avg , 2362.136, 22 day avg , na, 22 day avg , na, 22 day avg
2003-11 , 14984.315, 19 day avg , 0.158, 19 day avg , na, 19 day avg , na, 19 day avg
2003-10 , 18364.715, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2003-09 , 19340.875, 16 day avg , 4707.625, 16 day avg , na, 16 day avg , na, 16 day avg
2003-08 , 22706.500, 16 day avg , 4.625, 16 day avg , na, 16 day avg , na, 16 day avg
2003-07 , 21785.801, 15 day avg , na, 15 day avg , na, 15 day avg , na, 15 day avg
2003-06 , 21318.875, 16 day avg , 3143.125, 16 day avg , na, 16 day avg , na, 16 day avg
2003-05 , 23422.813, 16 day avg , 0.750, 16 day avg , na, 16 day avg , na, 16 day avg
2003-04 , 21474.182, 11 day avg , na, 11 day avg , na, 11 day avg , na, 11 day avg
2003-03 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-02 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2003-01 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-12 , na, 9 day avg , na, 9 day avg , na, 9 day avg , na, 9 day avg
2002-11 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-10 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-09 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-08 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-07 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-06 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-05 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-04 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-03 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-02 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002-01 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-12 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-11 , na, 1 day avg , na, 1 day avg , na, 1 day avg , na, 1 day avg
2001-10 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-09 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-08 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-07 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-06 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-05 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-04 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-03 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-02 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001-01 , 491.743, 21 day avg , 519.175, 2 day avg , na, 0 day avg , na, 0 day avg
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