Historical Russell Index Constituents

Hi everyone,

I am seeking data on Russell Index Constituents prior to 1990 for research on stock market crashes and corrections. Unfortunately Russell no longer provide it on their site.

If anyone has any saved PDF or other documents providing such constituents I would love to hear from you.

Cheers,
John.

 

Russell 2000?

It will be very difficult to find a list of components from 1990; Russell makes it hard to find a list of the current 2000 symbols.

And if you do find the '90 list, as many of the companies will be long gone (delisted, merged, ...), it will be even more difficult to find their daily price data.

 

Actualy the current constituents are easy to find:
http://www.russell.com/Indexes/membership/default.asp

With regards to code changes/delistings - they aren't a problem. I have some historical symbol change information that should identify most stocks.

 

Thanks. I was using TC2000 for the up-to-date list of components because of Russell's previous disclosure requirements.

 

Hello,

if you finally managed to find some historical list could please share it by MP because I am looking to find this information and it does not seem easy to find.

best

 

I am looking for this data (historical Russell index constituents from inception) as well. I have constituent histories for other indexes from their inception that I could trade for this data.

 

Does anyone know if Bloomberg terminals provide historical Russell index constituents, and if so, how far back?

 

Siblis Research seems to have the historical components available since 1996: http://siblisresearch.com/data/russell-2000-component-changes/