E-mini Russell 2000 Index Margins

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Exchange	Asset Class	Spread Products	Type	Ratio	Side	Start Period	Credit
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CME	EQUITY INDEX	NQ - E-MINI NASDAQ 100 FUTURES	Delta	1	B	All dates	70%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		2	A	All dates
CME	EQUITY INDEX	ME - EMINI MIDCAP FUTURES	Delta	2	B	All dates	70%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		5	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	3	B	All dates	70%
		TRF - BTIC ON S&P 500 TOTAL RETURN INDEX		2	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	2	A	All dates	70%
CBT		YM - E-MINI DOW ($5) FUTURES		1	B	All dates
CME	EQUITY INDEX	N1R - NASDAQ-100 TOTAL RETURN INDEX FUT	Delta	1	A	All dates	70%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		1	B	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	R2R - RUSSELL 2000 TOTAL RETURN INDEX FUT	Delta	1	A	All dates	90%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		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%
		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%
		XAZ - E-MINI COM SERVICES SELECT SECTOR		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	NK - NIKKEI 225 DOLLAR FUTURES	Delta	2	B	All dates	60%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	A	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	R2V - EMINI RUSSELL 2000 VALUE INDEX FUTU	Delta	3	B	All dates	60%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		2	A	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	RSG - EMINI RUSSELL 1000 GROWTH FUT	Delta	6	B	All dates	55%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		5	A	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	N1 - NIKKEI 225 YEN FUT	Delta	2	B	All dates	50%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	A	All dates	50%
		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
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates	40%
NYM	CRUDE OIL	NY-BZ - BRENT LAST DAY CONTRACT		1	A	All dates
NYM	REFINED PRODUCTS	NY-HO - NY HARBOR ULSD FUT	Delta	1	A	All dates	40%
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES		1	B	All dates
NYM	REFINED PRODUCTS	NY-RB - RBOB GASOLINE FUTURES	Delta	1	B	All dates	35%
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES		1	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates	30%
		TPY - YEN DENOMINATED TOPIX FUTURES		1	A	All dates
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	10	A	All dates	80%
		SP - S&P 500 FUTURES		1	B	All dates
CME	EQUITY INDEX	ESG - E-MINI S&P 500 ESG INDEX FUTURES	Delta	1	A	All dates	80%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		1	B	All dates
CME	EQUITY INDEX	R1R - RUSSELL 1000 TOTAL RETURN INDEX FUT	Delta	1	A	All dates	80%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		1	B	All dates
CBT	EQUITY INDEX	DTR - DOW JONES TOT RTURN FUT	Delta	2	A	All dates	75%
CME		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	B	All dates
CME	EQUITY INDEX	RS1 - EMINI RUSSELL 1000 INDEX FUTURES	Delta	6	B	All dates	75%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		5	A	All dates

About This Report

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 2000 Index Margins