CME Group E-mini Russell 2000
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| E-mini Russell 2000 futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | One E-mini Russell 2000 Index Futures Contract | |
| Point Value | 1 index point = $100.00 | |
| Tick Value | Regular: 0.1 = $10.00
Cab: 0.05 = $5.00 Special "Half Tick": 0.05 = 5.00 for premium < or = 3.00 | |
| Contract Months | Four months in the March Quarterly Cycle, plus first two serial cycle months. Mar, Apr, May, Jun. | |
| Last Trading Day | Need LTD rules! | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Mon/Thur 3:30 p.m.-3:15 p.m; Shutdown period from 4:30 p.m.-5:00 p.m. nightly; Sun & Holidays 5:00 p.m.-3:15 p.m. LTD: 8:30 am for quarterlies; 3:15 p.m. for serials |
| Ticker Symbol | N/A | ER |
| Price Limits | N/A | 100 Index point range at 5 Index point intervals; 2.5 Index point interval for the first 50 Index points. |
| E-mini Russell 2000 options | ||
| Trade Unit | One futures contract | |
| Point Value | 1 index point = $100.00 | |
| Tick Value | Regular: 0.1 = $10.00
Cab: 0.05 = $5.00 Special "Half Tick": 0.05 = 5.00 for premium < or = 3.00 | |
| Option Months | Four months in the March Quarterly Cycle, plus first two serial cycle months; Mar, Apr, May, Jun. | |
| Strike Prices | Need strike price description! | |
| Option Expiration Day | Need OED rules! | |
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Mon/Thur 3:30 p.m.-3:15 p.m; Shutdown period from 4:30 p.m.-5:00 p.m. nightly; Sun & Holidays 5:00 p.m.-3:15 p.m. LTD: 8:30 am for quarterlies; 3:15 p.m. for serials. |
| Ticker Symbol | N/A |
|
| Price Limits | N/A | 100 Index point range at 5 Index point intervals; 2.5 Index point interval for the first 50 Index points. |
