ER2 End of quater /rebalancing move

Discussion in 'Index Futures' started by BoyBrutus, Jun 30, 2006.

  1. Can someone explain the 15.45 move in the russel 2000.

    I know the Russell rebalancing was happening what is this in more detail and why did the ER2 move so much in the end.

    How can you prepare to take advantage of such moves.


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  2. lwlee


    Ahh right, the rebalancing. I was wondering what the heck was going on. Merrill was selling the SP hard at the end but the RUT was moving higher.
  3. JackR


  4. ==============
    Investors Business Daily had an article about it before the market open.:cool:

    Some of it is market cap /growth changes......
    S & P does the same from time to time, both thier websites may be best way, wise way to prepare.