E-mini Russell 2000 Index Margins

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Exchange	Asset Class	Spread Products	Type	Ratio	Side	Start Period	End 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	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	RSV - EMINI RUSSELL 1000 VALUE	Delta	4	B	All dates		70%
		RTY - EMINI RUSSELL 2000 INDEX FUTURES		3	A	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	REFINED PRODUCTS	NY-HO - NY HARBOR ULSD FUT		1	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-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		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	10/2020	10/2020
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	11/2020	11/2020
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	12/2020	12/2020
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	01/2021	01/2021
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	02/2021	02/2021
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	03/2021	05/2021
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	06/2021	08/2021
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	09/2021	02/2022
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	03/2022	08/2022
CME	EQUITY INDEX	RTY - EMINI RUSSELL 2000 INDEX FUTURES	Delta	1	B	All dates		35%
NYM	CRUDE OIL	NY-CL - CRUDE OIL FUTURE NYMEX		1	A	09/2022	02/2031
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