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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 : 23
Column ( 2) Russell 2000 Index maturity 2.
2nd maturity
. Number of observations : 22
Column ( 3) Russell 2000 Index maturity 3.
3rd maturity
. Number of observations : 20
Column ( 4) Russell 2000 Index maturity 4.
4th maturity
. Number of observations : 19
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 ,
2008.3 , 25981.396, 58 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008.2 , 30472.508, 59 day avg , 1835.132, 53 day avg , na, 0 day avg , na, 0 day avg
2008.1 , 3969.250, 60 day avg , 1045.983, 60 day avg , 1.444, 54 day avg , na, 0 day avg
2007.4 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.3 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2007.2 , 32853.801, 5 day avg , 335.800, 5 day avg , na, 5 day avg , na, 5 day avg
2007.1 , 26518.904, 63 day avg , 1836.651, 63 day avg , 15.619, 63 day avg , na, 63 day avg
2006.4 , 31409.662, 63 day avg , 1450.151, 63 day avg , 451.152, 63 day avg , 42.792, 63 day avg
2006.3 , 34575.648, 62 day avg , 2214.981, 62 day avg , 62.636, 62 day avg , na, 62 day avg
2006.2 , 29202.082, 63 day avg , 3100.890, 63 day avg , 48.668, 63 day avg , na, 63 day avg
2006.1 , 22207.326, 62 day avg , 2140.517, 62 day avg , 173.239, 62 day avg , 48.510, 62 day avg
2005.4 , 30076.240, 63 day avg , 1974.550, 63 day avg , 318.452, 63 day avg , 12.780, 63 day avg
2005.3 , 24824.057, 64 day avg , 2624.491, 64 day avg , na, 64 day avg , na, 64 day avg
2005.2 , 24911.787, 64 day avg , 1790.973, 64 day avg , na, 64 day avg , na, 64 day avg
2005.1 , 23056.852, 61 day avg , 3046.098, 61 day avg , na, 61 day avg , na, 61 day avg
2004.4 , 13902.766, 64 day avg , 1313.719, 64 day avg , na, 64 day avg , na, 64 day avg
2004.3 , 5634.469, 64 day avg , na, 64 day avg , na, 64 day avg , na, 64 day avg
2004.2 , 21019.555, 63 day avg , 1077.000, 63 day avg , na, 63 day avg , na, 63 day avg
2004.1 , 14863.678, 62 day avg , 1489.113, 62 day avg , 0.065, 62 day avg , na, 62 day avg
2003.4 , 15232.693, 62 day avg , 838.226, 62 day avg , na, 62 day avg , na, 62 day avg
2003.3 , 21266.914, 47 day avg , 1604.170, 47 day avg , na, 47 day avg , na, 47 day avg
2003.2 , 22141.465, 43 day avg , 1169.814, 43 day avg , na, 43 day avg , na, 43 day avg
2003.1 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002.4 , na, 9 day avg , na, 9 day avg , na, 9 day avg , na, 9 day avg
2002.3 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002.2 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2002.1 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001.4 , na, 1 day avg , na, 1 day avg , na, 1 day avg , na, 1 day avg
2001.3 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001.2 , na, 0 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2001.1 , 491.743, 21 day avg , 519.175, 2 day avg , na, 0 day avg , na, 0 day avg
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