About CME Futures on iShares Russell 2000 Index Fund (TM) Futures

Contract Size
The size of one CME futures on iShares Russell 2000 Index Fund is 200 shares of the iShares Russell 2000 Index Fund ETF. The contract is listed two months out in the March quarterly cycle and two serial months. Additionally, the contract trades in ticks of: 0.01=$2.00 per contract.

Underlying Index
The iShares Russell 2000 Index Fund is based on the Russell 2000 Index – a modified, capitalization-weighted index of small capitalization issues that is a major benchmark for small-cap stocks.

The iShares^® Russell ETF was launched in May 2000 and has rapidly become one of the more actively traded and largest ETFs in the world in terms of assets under management. The growth was due largely to small-cap issues far outperforming their large-cap counterparts for most of the last five years.

For more about the underlying ETF and methodology, visit the Russell Investment Group Web site.