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CME Group: Capture Small Cap Market Performance with E-mini Russell 2000 Index futures

CME Group: Capture Small Cap Market Performance with E-mini Russell 2000 Index futures

CME

Bolstered by a stronger U.S. dollar, small cap stocks – particularly those that comprise the Russell 2000® index – have gained in the last month. A benchmark for U.S. small-cap stock performance, the Russell 2000 Index consists of the lower ~2,000 small-cap stocks in the Russell 3000 Index.

Market participants who wish to hedge or express a view on small caps can do so using E-mini Russell 2000® Index futures and options on futures available at CME Group and capitalize on:

  • Liquidity: more than 139K average daily volume and 607K open interest
  • Capital Efficiency: margin offsets of up to 80% vs. other equity index futures, including a 70% offset vs. E-mini Dow ($5) futures
  • Spreading Opportunities: high correlation between the Russell 2000 and the Dow indices present opportunities for relative value spreads between corresponding futures contracts

e-miniRussell

Learn more about Russell 2000 futures and options on futures available at CME Group at cmegroup.com/russell2000.

Data as of close of business 15 June 2018 and subject to change. Please visit cmegroup.com for the latest product and margin information.