About CME Russell 2000 Options

Contract Size
The size of one CME Russell 2000^® options contract is one CME Russell 2000 futures contract. CME Russell 2000 options list four months in the March quarterly cycle and two serial months. The contract moves in increments (ticks) of 0.01 index points or $5 per contract. Strike prices (price at which the options contract can be exercised by the holder) are offered in 2.5-point intervals for the two nearest contracts and 5-point intervals for deferred months. The minimum strike interval is 0.05.

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 www.russell.com.