Difference between revisions of "ICE Russell 2000 Index"

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|ctype    = Financial <!-- Type of commodity, e.g. Agricultural, Financial, Weather, Emissions -->
 
|ctype    = Financial <!-- Type of commodity, e.g. Agricultural, Financial, Weather, Emissions -->
 
|settle  = C <!-- C for cash settled, B for both cash and physical, P or leave blank for physical -->
 
|settle  = C <!-- C for cash settled, B for both cash and physical, P or leave blank for physical -->
|months  = Four months in the March/June/September/December quarterly expiration cycle. <!-- Contract months traded -->
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|months  = March, May, July and October <!-- Contract months traded -->
 
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
 
|fnd      =  <!-- Rules for determining First Notice Date, or blank if none -->
|ltd      = Third Friday of the expiration month; trading ceases at 09:30 Eastern time. <!-- Rules for determining Last Trading Day -->
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|ltd      = Last business day of the month preceding the delivery month <!-- Rules for determining Last Trading Day -->
 
|unit    = Regular contract = $500 X Index
 
|unit    = Regular contract = $500 X Index
 
Mini-size contract = $100 X Index <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
 
Mini-size contract = $100 X Index <!-- Unit of commodity in contract, e.g. 50,000 pounds -->
 
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
 
|ptdesc  =  <!-- Description of one contract point, e.g. 0.0001 cents per pound -->
|ptval    = <!-- Dollar (or other currency) value of a single contract point -->
+
|ptval    = $11.20/contract <!-- Dollar (or other currency) value of a single contract point -->
 
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
 
|tickPt  =  <!-- Number of points per trading tick, eg 2.5 -->
|tickVal  = Regular contract: Tick Size .05 = $25
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|tickVal  = 1/100 cent/lb., equivalent to $11.20 per contract. <!-- Dollar (or other currency) amount of trading tick -->
Mini-sized contract: Tick Size .10 = $10 <!-- Dollar (or other currency) amount of trading tick -->
+
 
|elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
 
|elect    = Y <!-- Y if an electronic trading session exists; leave blank if none -->
|elHours  = New York Time: 20:00 to 18:00 next day <!-- Electronic trading hours; leave blank if none -->
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|elHours  = New York Time: 3:30 AM - 1:00 PM <!-- Electronic trading hours; leave blank if none -->
 
|elLimit  =  <!-- Price limits on electronic trading session; leave blank if none -->
 
|elLimit  =  <!-- Price limits on electronic trading session; leave blank if none -->
 
|elSym    = Regular-sized contract: TL
 
|elSym    = Regular-sized contract: TL

Revision as of 11:30, 29 June 2018

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Russell 2000 Index futures
Exchange ICE
Settlement Cash settled
Contract Size Regular contract = $500 X Index

Mini-size contract = $100 X Index

Pricing Unit $11.20/contract
Tick Value 1/100 cent/lb., equivalent to $11.20 per contract.
Contract Months March, May, July and October
Last Trading Day Last business day of the month preceding the delivery month
Note: This contract is electronic ONLY -- no open outcry
  No Open Outcry Electronic
Trading Hours N/A New York Time: 3:30 AM - 1:00 PM
Ticker Symbol N/A Regular-sized contract: TL

Mini-sized contract: TS

Price Limits N/A N/A

Notes