CME E-mini Russell 2000 Futures
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CME E-mini Russell 2000® Futures
Trade Unit $100 times the Russell 2000 index price
Point Descriptions 1 point = .01 index points =$1.00
Contract Listing Five months in the March Quarterly Cycle. Mar, Jun, Sep, Dec.
Strike Price Interval N/A
Product Code Clearing=ER
Ticker=ER2
Trading Venue: CME® Globex®
Hours Mon/Thurs 5:00 p.m.-3:15 p.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.-3:15 p.m. Month end(3:15 p.m.) LTD(8:30 a.m.)^^^^^
Listed N/A
Strike N/A
Limits 5%, 10%, 15% and 20% limits. See Equity limits
Minimum Fluctuation Regular 0.10=$10.00
Calendar Spread 0.05=$5.00
Futures and Options
E-RUSSEL DEC07
826.90
+1340
Updated:
10/26/07 03:22 PM CST
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