Remarkable Opportunity Starts with a Great Return
The E-mini Russell 2000 returns to CME Group on July 10.
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.
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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.
|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
|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|
|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|
|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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