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Daily Futures Trading Update

Prepare to Roll Russell 2000 and Russell 1000 positions to CME

Posted 08/28/2017 9:04AM CT | CME Group

Emini Russel 2000 CME

The Sep-Dec equity index futures roll soon will be in full swing. As E-mini Russell 2000® liquidity continues to build (ADV: 13,828, OI: 16,231), now is a great time to roll your positions to CME to take advantage of fee waivers, margin credits and the efficiency of managing your equity index futures exposure under one roof.

  • Tight Markets: market makers quoting 1-tick wide throughout the roll
  • Fee Waivers: trade Russell 2000 and Russell 1000 BTIC, block, EFP and calendar spreads for free through September 30, 2017. Expiration fees also are waived.
  • Margin Credits: enjoy margin credits of up to 75% vs. other benchmark equity index futures and calendar spread margin of only $80 – no double margin
  • Russell 1000 Trading: trade Russell 1000 futures at CME, as well, and enjoy margin credits of up to 82%

 

Watch Calendar Spread Video

CME Group