FTSE Russell Index Futures

Remarkable Opportunity Starts with a Great Return

The E-mini Russell 2000 returns to CME Group on July 10.

Get launch details.

Together, the global indexing leadership and innovation of FTSE Russell Indexes and the distribution strength, infrastructure and proven experience of CME Group bring market participants efficient, flexible and robust solutions to better manage equity index exposure in today’s demanding marketplace.

Benefits Include:

Capital Efficiencies

  • Capitalize on margin offsets with E-mini S&P 500, E-mini NASDAQ-100 and other CME Equity index futures.
  • Enjoy low initial futures margins and high leverage ratios vs. other trading tools

Flexible Execution

  • Choose from central limit order book, Exchange for Physical (EFP) and block trades
  • Enter Basis Trade at Index Close (BTIC) block trades to execute orders relative to the official cash index close
  • BTIC on CME Globex available for all FTSE Russell Index futures

Ease of Access

  • Trade nearly 24 hours per day on CME Globex and enjoy follow-the-sun regional support
  • Efficiently capture harder-to-reach opportunities with futures on leading FTSE and Russell indexes
  • Use established futures accounts and clearing relationships to expand reach

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
E-mini Russell 1000 Index Futures RS1M7 JUN 2017 - - Show Price Chart - - - 0
E-mini Russell 1000 Growth Index Futures RSGM7 JUN 2017 - - Show Price Chart - - - 0
E-mini Russell 1000 Value Index Futures RSVM7 JUN 2017 - - Show Price Chart - - - 0
E-mini FTSE 100 Index (GBP) Futures FT1M7 JUN 2017 - - Show Price Chart - - - 0
E-mini USD Denominated FTSE 100 Index Futures FTUM7 JUN 2017 - - Show Price Chart - - - 0
E-mini FTSE China 50 Index Futures FT5M7 JUN 2017 - - Show Price Chart - - - 0
E-mini FTSE Developed Europe Index Futures DVEM7 JUN 2017 - - Show Price Chart - - - 0
E-mini FTSE Emerging Index Futures EIM7 JUN 2017 - - Show Price Chart - - - 0
  E-mini Russell 2000 Index futures E-mini Russell 2000 Growth Index futures E-mini Russell 2000 Value Index futures
CME Globex Code Outright: RTY
BTIC: RLT
Outright: R2G
BTIC: 2GT
Outright: R2V
BTIC: 2VT
Contract Size $50 x Russell 2000 Index $50 x Russell 2000 Growth Index $50 x Russell 2000 Value Index
Tick Increment Outright: 0.10 index points = $5.00
Calendar Spread and BTIC:  0.05 index points = $2.50
Trading Hours Outright: Sunday - Friday 6:00 p.m. - 5:00 p.m. ET with a trading halt from 4:15 p.m. - 4:30 p.m. ET
BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET
Contract Listing Five months in the March Quarterly cycle
Termination of Trading Outright: 9:30 a.m. ET on the third Friday of the contract month
BTIC: 4:00 p.m. ET on the business day prior to the third Friday of the contract month
Price Limits 7%, 13%, and 20% price limits are applied to the futures fixing price and are effective from 9:30 a.m. ET – 4:00 p.m. ET, Mondays through Fridays. 5% up-and-down limits are effective 6:00 p.m. - 9:30 a.m. ET, Sundays through Fridays; and 4:00 p.m. - 5:00 p.m. ET, Mondays through Fridays. Between 4:00 p.m. - 5:00 p.m. the 5% price limit will not be allowed to breech the 20% daily limits. The fixing price is the volume weighted average price, VWAP, calculated during the 30 seconds of trading from 3:59:30 p.m. – 4:00:00 p.m. ET.
Settlement Cash settled based on the Special Opening Quotation (SOQ) on the third Friday of the contract month
BTIC Eligibility BTIC on CME Globex: Yes
BTIC Blocks: Yes, minimum 40 contracts
Block Trade Eligibility Yes, minimum 40 contracts
  E-mini Russell 2000 Index options
  Quarterly Weekly End-of-Month (EOM)
CME Globex Code RTO R1E, R2E, R3E, R4E RTM
Contract Size $50 x Russell 2000 Index
Tick Increment 0.10 index points ($5.00) if premium > 5.00 index points
0.05 index points ($2.50) if premium<= 5.00 index points
Contract Listing Three months in the March Quarterly cycle Three Week 3's and three consecutive non-Week 3 weeklies Three consecutive months
Trading Hours Sunday - Friday 6:00p.m. - 5:00 p.m. ET with a trading halt from 4:15 p.m. - 4:30 p.m. ET
Termination of Trading 9:30 a.m. ET on the third Friday of the contract month 4:00 p.m. ET on Friday of the contract week 4:00 p.m. ET on the last business day of the contract month
Exercise American European European
Strikes At all multiples of 25 index points within ±50% of quarterly Exercise Price Reference, centered on previous day’s settlement price of the underlying futures
At all multiples of 10 index points within ±20% of quarterly Exercise Price Reference, centered on previous day’s settlement price of the underlying futures
Once the option’s underlying futures contract becomes second nearest to delivery, at all multiples of 5 index points within ±10% of quarterly Exercise Price Reference, centered on previous day’s settlement price of the underlying futures

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About FTSE Russell

FTSE Russell provides a range of indexes across all major asset classes with broad global coverage, local market knowledge and significant multi-asset capabilities.

FTSE Russell unifies two leading index providers to deliver comprehensive multi-asset benchmarks, a broader choice of indexes, high standards for index governance and a commitment to provide best-in-class service, support and resources.