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CME E-mini Russell 2000 | Trading Highlights



CME E-mini Russell 2000 | Trading Highlights

E-mini Russell 2000® Index futures launched at CME on July 10, 2017; after just one week of trading, volume, open interest, depth of book and tight bid/ask spreads signal a deepening liquidity pool.

∙         On average, futures top-of-book liquidity was 1.8 ticks wide, 9.8 contracts up

∙         Futures and options ADV surpassed 4900 contracts; OI reached 2646 contracts


Learn how you can move your Russell 2000 futures positions and capitalize on growing liquidity at CME.


E-mini Russell 2000 Index Futures Volume and Open Interest


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Data as of July 17, 2017