CME Group Russell 2000

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Russell 2000 Index futures
Exchange CME Group
Settlement Physically delivered
Trade Unit 200 shares of iShares Russell 2000.
Point Value .01 index points = $5.00
Tick Value Regular: 0.01 = $2.00
Contract Months Two months in the March Quarterly Cycle plus first two serial months.
Last Trading Day Need LTD rules!
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A M-F 8:30 a.m.-3:15 p.m. LTD: 3:15 pm
Ticker Symbol N/A IWM
Price Limits N/A Trading halts coordinated with halts in the markets trading the underlying ETF.
 
Russell 2000 Index options
Trade Unit One futures contract
Point Value .01 index point = $5.00
Tick Value Regular: 0.05 = $25.00

Cab: 0.025 = $12.50

Option Months Four months in the March quarterly cycle and two months not in the March cycle (serial months)& Flex Options. Mar, Jun, Sep.
Strike Prices Need strike price description!
Option Expiration Day Need OED rules!
  No Open Outcry Electronic
Trading Hours N/A 8:30 am-3:15 pm LTD: 3:15 pm
Ticker Symbol N/A
  • Clearing = RL
  • Ticker = RL
  • American Flex: Calls = XUC Puts = XUP
  • European Flex: Calls = YUC Puts = YUP
Price Limits N/A Option trading halted when lead Russell 2000 futures lock limit.

Notes

Resources

CME Group Russell 2000 Contract Specifications

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