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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 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 ,
2008.3 , 377.534, 58 day avg , na, 0 day avg , na, 0 day avg , na, 0 day avg
2008.2 , 562.508, 59 day avg , 311.887, 53 day avg , na, 0 day avg , na, 0 day avg
2008.1 , 315.017, 60 day avg , 150.100, 60 day avg , na, 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 , 299.200, 5 day avg , na, 5 day avg , na, 5 day avg , na, 5 day avg
2007.1 , 841.413, 63 day avg , 503.016, 63 day avg , 0.476, 63 day avg , na, 63 day avg
2006.4 , 900.174, 63 day avg , 549.932, 63 day avg , 223.878, 63 day avg , 50.706, 63 day avg
2006.3 , 1098.486, 62 day avg , 624.794, 62 day avg , 93.625, 62 day avg , na, 62 day avg
2006.2 , 1316.492, 63 day avg , 697.327, 63 day avg , 87.981, 63 day avg , 0.048, 63 day avg
2006.1 , 1138.344, 62 day avg , 526.002, 62 day avg , 107.874, 62 day avg , 48.415, 62 day avg
2005.4 , 1347.525, 63 day avg , 660.811, 63 day avg , 32.068, 63 day avg , 0.841, 63 day avg
2005.3 , 1184.611, 64 day avg , 609.659, 64 day avg , na, 64 day avg , na, 64 day avg
2005.2 , 1295.052, 64 day avg , 452.805, 64 day avg , na, 64 day avg , na, 64 day avg
2005.1 , 1816.688, 61 day avg , 659.934, 61 day avg , na, 61 day avg , na, 61 day avg
2004.4 , 940.188, 64 day avg , 363.609, 64 day avg , na, 64 day avg , na, 64 day avg
2004.3 , 374.578, 64 day avg , na, 64 day avg , na, 64 day avg , na, 64 day avg
2004.2 , 1941.111, 63 day avg , 466.571, 63 day avg , na, 63 day avg , na, 63 day avg
2004.1 , 1600.597, 62 day avg , 484.661, 62 day avg , 0.032, 62 day avg , 0.548, 62 day avg
2003.4 , 1598.935, 62 day avg , 288.597, 62 day avg , na, 62 day avg , na, 62 day avg
2003.3 , 2252.553, 47 day avg , 570.213, 47 day avg , na, 47 day avg , na, 47 day avg
2003.2 , 2298.930, 43 day avg , 561.512, 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 , 260.750, 2 day avg , na, 0 day avg , na, 0 day avg
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