E-mini Russell 2000 Index
Futures and Options
E-mini Russell 2000 Index Futures - Contract Specs
| Contract Unit | $50 x Russell 2000 Index |
|---|---|
| Price Quotation | U.S. dollars and cents per index point |
| Trading Hours | CME Globex: Sunday 6:00 p.m. - Friday - 5:00 p.m. ET (5:00 p.m. - 4:00 p.m. CT) with a daily maintenance period from 5:00 p.m. - 6:00 p.m. ET (4:00 p.m. - 5:00 p.m. CT) TACO: Sunday - Friday 6:00 p.m. - 9:30 a.m. ET. Monday - Friday 11:00 a.m. - 5:00 p.m. ET BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET TMAC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET CME ClearPort: Sunday 6:00 p.m. - Friday 6:45 p.m. ET (Sun 5:00 - Fri 5:45 p.m. CT) with no reporting Monday - Thursday 6:45 p.m. - 7:00 p.m. ET (5:45 p.m. - 6:00 p.m. CT) TACO: Sunday - Friday 6:00 p.m. - 9:30 a.m. ET and Monday - Friday 11:00 a.m. - 5:00 p.m. ET BTIC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET. BTICs for the following trading day can be submitted after 7:00 p.m. ET (6:00 p.m. CT) TMAC: Sunday - Friday 6:00 p.m. - 4:00 p.m. ET. TMACs for the following trading day can be submitted after 7:00 p.m. ET (6:00 p.m. CT) |
| Minimum Price Fluctuation | Outright: 0.10 index points = $5.00 TACO: 0.05 index points = $2.50 BTIC: 0.05 index points = $2.50 TMAC: 0.05 index points = $2.50 Zero or +/- 20 ticks (4 futures ticks) around the Market at Close price of the outright CALENDAR SPREAD 0.05 index points = $2.50 |
| Product Code | CME Globex: RTY CME ClearPort: RTY Clearing: RTY BTIC: RLT TACO: RTQ TMAC: RTX |
| Listed Contracts | Futures, BTIC, TACO: Quarterly contracts (Mar, Jun, Sep, Dec) listed for 5 consecutive quarters TMAC: One TMAC available on the contract month nearest to expiry |
| Settlement Method | Financially Settled |
| Termination of Trading | Trading terminates at 9:30 a.m. ET on the 3rd Friday of the contract month. TACO trading terminates at 9:30 a.m. ET on the Thursday before the 3rd Friday of the contract month. BTIC trading terminates at 4:00 p.m. ET on the Thursday before the 3rd Friday of contract month. TMAC trading terminates at 4:00 p.m. ET on the Thursday before the 3rd Friday of contract month. |
| TAM or TAS Rules | Trade Marker at Close (TMAC) is subject to the requirements of Rule 524.D. TMAC trades off a "Base Price" of zero to create a differential versus the daily Marker at Close price on the underlying futures contract month. The TMAC clearing price equals the daily Market at Close price of the underlying futures contract month plus or minus the TMAC transaction price. |
| Settlement Procedures | |
| Position Limits | |
| Exchange Rulebook | |
| Block Minimum | |
| Price Limit or Circuit | |
| Vendor Codes |
