About CME E-mini Russell 2000 Options

Contract Size
The size of one CME E-mini^® Russell 2000^® options on futures contract is one CME E-mini Russell 2000^® futures contract. CME E-mini Russell 2000 options are listed two months out in the March quarterly cycle plus two serial months. The contract moves in the following tick increments: regular ticks of 0.10=$10.00; special half ticks of 0.05=$5.00 if premium =3.00; cab of 0.05=$5.00.

Strike prices (price at which the options contract can be exercised by the options holder) are offered in 2.5-point intervals for the two nearest contracts and 5-point intervals for deferred months.

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.

For more details on the Russell Index construction, visit the Russell Investment Group Web site.