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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 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 ,
2008-09 , 486.643, 14 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-08 , 351.238, 21 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-07 , 335.130, 23 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008-06 , 964.762, 21 day avg , 1101.867, 15 day avg , na, 0 day avg , na, 0 day avg
2008-05 , 347.412, 17 day avg , 0.118, 17 day avg , na, 0 day avg , na, 0 day avg
2008-04 , 334.381, 21 day avg , na, 21 day avg , na, 0 day avg , na, 0 day avg
2008-03 , 945.050, 20 day avg , 450.300, 20 day avg , na, 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 , 299.200, 5 day avg , na, 5 day avg , na, 5 day avg , na, 5 day avg
2007-03 , 1724.227, 22 day avg , 1435.591, 22 day avg , 0.636, 22 day avg , na, 22 day avg
2007-02 , 401.700, 20 day avg , 5.350, 20 day avg , na, 20 day avg , na, 20 day avg
2007-01 , 335.333, 21 day avg , na, 21 day avg , 0.762, 21 day avg , na, 21 day avg
2006-12 , 1597.119, 20 day avg , 1346.795, 20 day avg , 198.690, 20 day avg , 159.325, 20 day avg
2006-11 , 593.457, 21 day avg , 150.138, 21 day avg , 186.486, 21 day avg , na, 21 day avg
2006-10 , 559.364, 22 day avg , 207.132, 22 day avg , 282.468, 22 day avg , 0.364, 22 day avg
2006-09 , 1951.358, 20 day avg , 1743.842, 20 day avg , 146.915, 20 day avg , na, 20 day avg
2006-08 , 647.000, 23 day avg , 167.713, 23 day avg , 124.628, 23 day avg , na, 23 day avg
2006-07 , 747.263, 19 day avg , 0.158, 19 day avg , na, 19 day avg , na, 19 day avg
2006-06 , 2325.273, 22 day avg , 1870.573, 22 day avg , 251.356, 22 day avg , na, 22 day avg
2006-05 , 1251.227, 22 day avg , 126.318, 22 day avg , 0.591, 22 day avg , 0.136, 22 day avg
2006-04 , 224.000, 19 day avg , na, 19 day avg , na, 19 day avg , na, 19 day avg
2006-03 , 1471.655, 23 day avg , 1241.957, 23 day avg , 227.422, 23 day avg , 130.511, 23 day avg
2006-02 , 934.158, 19 day avg , 174.689, 19 day avg , 39.442, 19 day avg , na, 19 day avg
2006-01 , 949.015, 20 day avg , 36.400, 20 day avg , 35.405, 20 day avg , na, 20 day avg
2005-12 , 2191.262, 21 day avg , 1878.033, 21 day avg , na, 21 day avg , 2.048, 21 day avg
2005-11 , 824.633, 21 day avg , 72.510, 21 day avg , 96.205, 21 day avg , 0.476, 21 day avg
2005-10 , 1026.681, 21 day avg , 31.890, 21 day avg , na, 21 day avg , na, 21 day avg
2005-09 , 1902.864, 21 day avg , 1679.276, 21 day avg , na, 21 day avg , na, 21 day avg
2005-08 , 808.011, 23 day avg , 163.191, 23 day avg , na, 23 day avg , na, 23 day avg
2005-07 , 863.535, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2005-06 , 1725.424, 22 day avg , 1255.980, 22 day avg , na, 22 day avg , na, 22 day avg
2005-05 , 1096.476, 21 day avg , 59.952, 21 day avg , na, 21 day avg , na, 21 day avg
2005-04 , 1042.762, 21 day avg , 4.238, 21 day avg , na, 21 day avg , na, 21 day avg
2005-03 , 2256.318, 22 day avg , 1699.136, 22 day avg , na, 22 day avg , na, 22 day avg
2005-02 , 1581.842, 19 day avg , 151.316, 19 day avg , na, 19 day avg , na, 19 day avg
2005-01 , 1556.200, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2004-12 , 1232.818, 22 day avg , 1039.455, 22 day avg , na, 22 day avg , na, 22 day avg
2004-11 , 876.381, 21 day avg , 19.190, 21 day avg , na, 21 day avg , na, 21 day avg
2004-10 , 697.429, 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 , 77.000, 22 day avg , na, 22 day avg , na, 22 day avg , na, 22 day avg
2004-07 , 1060.905, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-06 , 2239.591, 22 day avg , 1332.364, 22 day avg , na, 22 day avg , na, 22 day avg
2004-05 , 1768.650, 20 day avg , 4.100, 20 day avg , na, 20 day avg , na, 20 day avg
2004-04 , 1792.667, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2004-03 , 1711.957, 23 day avg , 1306.391, 23 day avg , 0.087, 23 day avg , 1.478, 23 day avg
2004-02 , 1586.947, 19 day avg , 0.105, 19 day avg , na, 19 day avg , na, 19 day avg
2004-01 , 1485.500, 20 day avg , na, 20 day avg , na, 20 day avg , na, 20 day avg
2003-12 , 1546.455, 22 day avg , 813.136, 22 day avg , na, 22 day avg , na, 22 day avg
2003-11 , 1372.421, 19 day avg , 0.211, 19 day avg , na, 19 day avg , na, 19 day avg
2003-10 , 1858.857, 21 day avg , na, 21 day avg , na, 21 day avg , na, 21 day avg
2003-09 , 2683.875, 16 day avg , 1669.688, 16 day avg , na, 16 day avg , na, 16 day avg
2003-08 , 1783.063, 16 day avg , 5.313, 16 day avg , na, 16 day avg , na, 16 day avg
2003-07 , 2293.267, 15 day avg , na, 15 day avg , na, 15 day avg , na, 15 day avg
2003-06 , 2745.938, 16 day avg , 1509.000, 16 day avg , na, 16 day avg , na, 16 day avg
2003-05 , 2185.250, 16 day avg , 0.063, 16 day avg , na, 16 day avg , na, 16 day avg
2003-04 , 1814.091, 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 , 260.750, 2 day avg , na, 0 day avg , na, 0 day avg
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