What are Russell index futures?

CME Group lists futures contracts on the Russell indices, including the E-mini Russell 2000 (RTY) and the micro E-mini Russell 2000 (M2K).

The Russell 2000 refers to a market index that measures the performance of 2000 smaller companies listed in the Russell 3000 index.

  • The russell index initially launched in 1984.
  • The index is frequently used as a benchmark for measuring the smallcap sector of the greater equity market.

The notional value of the E-mini Russell 2000 (RTY) is $50 x the russell 2000 index.

The notional value of the micro E-mini Russell 2000 (MTK) is $5 x the russell 2000 index.

Both contracts are listed quarterly ((March (H), June (M), September (U), December(Z)) for five consecutive quarters.

The Russell 2000 index futures are financially settled.