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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 : 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 |
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| Russell 2000 Index . Futures . Average Volume
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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 Volume ,, Avg daily Volume ,, Avg daily Volume ,, Avg daily Volume ,
2008 , 418.000, 177 day avg , 225.982, 113 day avg , na, 54 day avg , na, 0 day avg
2007 , 801.544, 68 day avg , 466.029, 68 day avg , 0.441, 68 day avg , na, 68 day avg
2006 , 1113.334, 250 day avg , 599.707, 250 day avg , 128.560, 250 day avg , 24.797, 250 day avg
2005 , 1406.391, 252 day avg , 594.781, 252 day avg , 8.017, 252 day avg , 0.210, 252 day avg
2004 , 1208.190, 253 day avg , 326.933, 253 day avg , 0.008, 253 day avg , 0.134, 253 day avg
2003 , 1999.066, 152 day avg , 452.882, 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 , 173.833, 3 day avg , na, 1 day avg , na, 1 day avg
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