CME Russell 2000 Futures
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CME Russell 2000® Futures
Trade Unit $500 times the Russell 2000 Stock Price Index
Point Descriptions .01 index points = $5.00
Contract Listing Five months in the March Quarterly Cycle. Mar, Jun, Sep, Dec.
Strike Price Interval N/A
Product Code Clearing=RL
Ticker=RL
Trading Venue: Floor
Hours 8:30 a.m.-3:15 p.m. Month end(3:15 p.m.) LTD(3:15 p.m.)^
Listed The percentage price limits are calculated at the beginning of each calendar quarter. Trading halts are coordinated with trading halts in the primary securities markets.
Strike N/A
Limits Price Limits corresponding to a 5.0%, 10.0%, 15.0% and 20.0% decline below the Settlement Price of the preceding RTH session. See Equity limits
Minimum Fluctuation Regular 0.05=$25.00
Calendar Spread 0.05=$25.00
Trading Venue: CME® Globex®
Hours Mon/Thurs 5:00 p.m.-8:15 a.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.-8:15 a.m.
Listed One March quarterly contract listed at any given time.
Strike N/A
Limits Price limit corresponding to a 5% INCREASE or DECREASE from the Prior Settlement Price.
Minimum Fluctuation Regular 0.05=$25.00
Futures and Options
RUSSELL DEC07
826.50
+1320
Updated:
10/26/07 03:22 PM CST
CME RTH Flash Quotes
RUSSELL DEC07
819.60A
+610
Updated:
10/26/07 03:22 PM CST
CME Globex Flash Quotes