E-mini Russell 2000® Index futures and options on futures extend CME Group’s suite of benchmark U.S. index products and offer you even more ways to manage risk and tap into liquidity.
With ADV and open interest, E-mini Russell 2000 Index futures offer the liquidity to efficiently and effectively manage risk.
Trade futures on the Russell 2000 and Russell 2000 Growth and Value indices, and fine-tune your options trading strategy with quarterly, weekly and end-of-month options on E-mini Russell 2000 Index futures.
Enjoy margin offsets of up to 80%1 with other CME Equity Index futures and potential cost savings of 56bps-102bps2 when you trade Russell 2000 futures in lieu of ETFs.
Ways to Trade
Choose from central limit order book (CLOB) trading on CME Globex, block trades, Basis Trade at Index Close (BTIC), Trade at Cash Open (TACO) and exchange for physical (EFP) transactions to execute your E-mini Russell 2000 strategy.
A benchmark for U.S. small-cap stock performance, the Russell 2000 Index consists of the lower ~2,000 small-cap stocks in the Russell 3000 Index. The Russell 2000 Index is a broad-based market capitalization-weighted index that encompasses a range of sectors of the economy.
Performed annually, Russell U.S. index reconstitution realigns the indices to ensure they remain an accurate reflection of the U.S. markets. During this multi-week process, FTSE Russell updates changes in market capitalization, sector composition, company rankings and style orientation.
Expand your choices to manage market exposure and fine-tune your trading strategies with E-mini Russell 2000 Monday and Wednesday Weekly options. These short-dated contracts offer greater precision and flexibility for trading the leading benchmark for small-cap performance.
BTIC enables you to execute a basis trade relative to the official close for the underlying index for more efficient cash management. BTIC is available for E-mini Russell 2000, E-mini Russell 2000 Growth, E-mini Russell 2000 Value, and Russell 2000 Total Return futures to provide greater trading flexibility.
TACO allows you to execute a basis trade on the E-mini Russell 2000 futures relative to the day’s official US equity market opening level – before the market open. With TACO, easily manage a.m.-expiring options deltas in advance.
1 Margin offsets calculated as of March 27, 2020 and subject to change. Please view the E-mini Russell 2000 Index Margins page for the latest margin information.
2 Savings calculated as of March 30, 2020 and subject to change.