Asset Class Navigation

E-mini Russell 2000 Index Margins

Exchange Asset Class Spread Products Type Ratio Side Start Period End Period Credit
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 5 A All dates 80%
ME - EMINI MIDCAP FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 15 A All dates 75%
SP - S&P 500 FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 5 A All dates 75%
RS1 - EMINI RUSSELL 1000 INDEX FUTURES 6 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 70%
CBT YM - E-MINI DOW ($5) FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 70%
RSV - EMINI RUSSELL 1000 VALUE 4 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 65%
N1 - NIKKEI 225 YEN FUT 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 65%
NQ - E-MINI NASDAQ 100 FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 3 A All dates 65%
NK - NIKKEI 225 DOLLAR FUTURES 2 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 65%
XAI - EMINI SP500-INDUSTRIAL SECTOR INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 65%
XAK - EMINI SP500-TECHNOLOGY SECTOR INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 65%
XAB - EMINI SP500 MATERIALS SECTOR INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 60%
XAY - E-MINI SP500 CONS DISCRET SECTOR IX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 60%
XAV - EMINI SP500- HEALTH CARE SECT INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 2 A All dates 60%
R2V - EMINI RUSSELL 2000 VALUE INDEX FUTU 3 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 55%
XAF - EMINI SP500 - FINANCIAL SECT INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 5 A All dates 55%
RSG - EMINI RUSSELL 1000 GROWTH FUT 6 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 55%
XAE - EMINI SP 500 ENERGY SECTOR INDEX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 55%
XAP - EMINI SP 500 CONS STAPLES SECTOR IX 1 B All dates
CME EQUITY INDEX RTY - EMINI RUSSELL 2000 INDEX FUTURES Delta 1 A All dates 55%
XAR - REAL ESTATE SELECT SECTOR FUTURES 2 B All dates
CME EQUITY INDEX R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT Delta 5 A All dates 45%
RTY - EMINI RUSSELL 2000 INDEX FUTURES 2 A All dates