Customer Service
info@cmegroup.com
800-331-3332

E-mini Russell 2000 futures provide a way to efficiently gain exposure to an index of small-capitalization stocks in one transaction, compared to trading a basket of small-cap stocks. They also enable you to:
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View free real-time quotes on a variety of electronically traded CME Group products
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Reduced Fees on Spread-Traded E-mini Options
Block trades for E-mini Russell 2000
CME Group is offering an expanded block trade program for E-mini Russell 2000 products. This program is designed to help facilitate an orderly transition of open interest with the end of our contractual listing rights nearing (September 2008). Waivers have been added for certain block transactions.
| Trade Unit | $100 times the Russell 2000 index price | ||||
| Settle Method | Cash Settled | ||||
| Point Size | 1 point = .01 index points =$1.00 | ||||
| Strike Price Interval | |||||
| Strike | |||||
| Limits/Price Banding | Successive 10%, 20%, and 30% price limits based on the average daily close of the cash index in the last month of the preceding quarter. Price limits are effective only for limit moves below the previous day's close. | ||||
| Tick Size (Minimum Fluctuation) |
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| Trading Hours | Mon/Thurs 5:00 p.m.-3:15 p.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-3:15 p.m. LTD: 8:30 am | ||||
| Listed | |||||
| Product Codes | Clearing=ER Ticker=ER2 | ||||
| Minimum Block Size | |||||
| Product Calendar | Five months in the March Quarterly Cycle. Mar, Jun, Sep. View current product listings |
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Reduced Fees on Spread-Traded E-mini Options
Block trades for E-mini Russell 2000
CME Group is offering an expanded block trade program for E-mini Russell 2000 products. This program is designed to help facilitate an orderly transition of open interest with the end of our contractual listing rights nearing (September 2008). Waivers have been added for certain block transactions.
| Contract Month | Product Code | First Trade Date | Last Trade Date | Settlement Date | |
| SEP08 | ERU08 | 06/25/2007 | 09/19/2008 | 09/19/2008 |
Fee Incentives & Intercommodity Spreads: S&P SmallCap & MidCap Products
Reduced Fees on Spread-Traded E-mini Options
Block trades for E-mini Russell 2000
CME Group is offering an expanded block trade program for E-mini Russell 2000 products. This program is designed to help facilitate an orderly transition of open interest with the end of our contractual listing rights nearing (September 2008). Waivers have been added for certain block transactions.