E-mini Russell 1000 Value Index Margins

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Exchange	Asset Class	Spread Products	Type	Ratio	Side	Start Period	Credit
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CME	EQUITY INDEX	RSG - EMINI RUSSELL 1000 GROWTH FUT	Delta	1	B	All dates	70%
		RSV - EMINI RUSSELL 1000 VALUE		1	A	All dates
CME	EQUITY INDEX	RSV - EMINI RUSSELL 1000 VALUE	Delta	4	B	All dates	70%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	A	All dates
CME	EQUITY INDEX	RSV - EMINI RUSSELL 1000 VALUE	Delta	10	A	All dates	65%
		SP - S&P 500 FUTURES		1	B	All dates
CME	EQUITY INDEX	NK - NIKKEI 225 DOLLAR FUTURES	Delta	1	B	All dates	65%
		RSV - EMINI RUSSELL 1000 VALUE		2	A	All dates
CME	EQUITY INDEX	ME - EMINI MIDCAP FUTURES	Delta	1	B	All dates	60%
		RSV - EMINI RUSSELL 1000 VALUE		2	A	All dates
CME	EQUITY INDEX	NQ - E-MINI NASDAQ 100 FUTURES	Delta	1	B	All dates	60%
		RSV - EMINI RUSSELL 1000 VALUE		2	A	All dates
CME	EQUITY INDEX	R2G - EMINI RUSSELL 2000 GROWTH INDEX FUT	Delta	3	A	All dates	60%
		RSV - EMINI RUSSELL 1000 VALUE		2	B	All dates
CME	EQUITY INDEX	RSV - EMINI RUSSELL 1000 VALUE	Delta	2	A	All dates	77%
CBT		YM - E-MINI DOW ($5) FUTURES		1	B	All dates
CME	EQUITY INDEX	RS1 - EMINI RUSSELL 1000 INDEX FUTURES	Delta	1	A	All dates	76%
		RSV - EMINI RUSSELL 1000 VALUE		1	B	All dates

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CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs).
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

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E-mini Russell 1000 Value Index Margins