Using Futures to Manage the Annual Russell Reconstitution

  • 13 Jun 2019
  • Duration: 06:23

The annual Russell reconstitution is upon us! It’s one of the most significant events of the year in the equity markets and portfolio managers are increasingly turning to E-mini Russell 2000 futures to manage the risks of the reconstitution.

Join CME Group’s Dave Lerman for this installment of Trader’s Edge as he focuses on:

  • Significant dates regarding the details of the reconstitution
  • The challenges to portfolio managers in rebalancing portfolio holdings
  • Slippage/tracking that accompanies the reconstitution
  • How to use the E-mini Russell 2000 to bypass challenges, including EFP and BTIC strategies