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CME Russell 2000 Futures
Contract Size
The size of one CME Russell 2000® futures contract is equal to the contract’s multiplier ($500) times the current CME Russell 2000 futures level. The contract moves in ticks of 0.05 index points, or $25 per contract (futures calendar spreads trade in ticks of 0.05 index points or $25 per contract).
CME Russell 200 futures expire on a quarterly basis and are listed four months out in the March quarterly cycle. They trade on the CME floors during regular trading hours and are available electronically on the CME Globex® platform during extended trading hours (ETH).
Underlying Index
The Russell 2000® Index is designed to be a comprehensive representation of the U.S. small-capitalization equity market. Since its inception, the Russell 2000 Index has become the premier measure of small-capitalization stocks and is widely followed by U.S. fund managers. Sectors tracked by the Russell 2000 Index include financial services, health care, technology, consumer discretionary and material processing.
CME Russell 2000® Futures |
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Trade Unit |
$500 times the Russell 2000 Stock Price Index |
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Point Descriptions |
.01 index points = $5.00 |
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Contract Listing |
Five months in the March Quarterly Cycle. Mar, Jun, Sep, Dec. |
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Strike Price Interval |
N/A |
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Product Code |
Clearing=RL |
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Trading Venue: Floor |
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Hours |
8:30 a.m.-3:15 p.m. Month end(3:15 p.m.) LTD(3:15 p.m.)^ |
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Listed |
The percentage price limits are calculated at the beginning of each calendar quarter. Trading halts are coordinated with trading halts in the primary securities markets. |
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Strike |
N/A |
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Limits |
Price Limits corresponding to a 5.0%, 10.0%, 15.0% and 20.0% decline below the Settlement Price of the preceding RTH session. See Equity limits |
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Minimum Fluctuation |
Regular |
0.05=$25.00 |
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Calendar Spread |
0.05=$25.00 |
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Trading Venue: CME® Globex® |
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Hours |
Mon/Thurs 5:00 p.m.-8:15 a.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Hol 5:00 p.m.-8:15 a.m. |
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Listed |
One March quarterly contract listed at any given time. |
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Strike |
N/A |
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Limits |
Price limit corresponding to a 5% INCREASE or DECREASE from the Prior Settlement Price. |
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Minimum Fluctuation |
Regular |
0.05=$25.00 |
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ProActive Futures
255 Executive Dr, Suite 410, Plainview, NY 11803 Phone: 1-877-393-5916 More
Info |
