About 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.

For more details on the Index construction, visit the Russell Web Site.