CME · Equity Index · Futures
The E-mini Russell 2000 (RTY) is the benchmark US small-cap future: $50 times the Russell 2000, cash-settled, traded nearly 24 hours a day on CME Globex.
| Symbol | Contract | Per pt | Tick value | Size |
|---|---|---|---|---|
| RTY | E-mini Russell 2000 | $50.00 | $5.00 | Standard |
| M2K | Micro E-mini Russell 2000 | $5.00 | $0.50 | 1/10 of RTY |
Source: CME Group contract specifications · reviewed Sep 30, 2026
| Contract | Roll date | First notice | Last trading day | Days left |
|---|---|---|---|---|
| RTYZ26 Dec 2026 Active | Thu, Dec 10, 2026 | n/a | Fri, Dec 18, 2026 | 80 |
| RTYH27 Mar 2027 | Thu, Mar 11, 2027 | n/a | Fri, Mar 19, 2027 | 171 |
| RTYM27 Jun 2027 | Thu, Jun 10, 2027 | n/a | Thu, Jun 17, 2027 holiday-adjusted | 261 |
| RTYU27 Sep 2027 | Thu, Sep 9, 2027 | n/a | Fri, Sep 17, 2027 | 353 |
| RTYZ27 Dec 2027 | Thu, Dec 9, 2027 | n/a | Fri, Dec 17, 2027 | 444 |
| RTYH28 Mar 2028 | Thu, Mar 9, 2028 | n/a | Fri, Mar 17, 2028 | 535 |
Roll. The industry roll date is eight calendar days before expiration (the Thursday of the prior week). Volume and open interest shift to the next quarter around this date.
First notice day. None – RTY is cash-settled, so there is no delivery process and no first notice day. Longs can hold into expiration.
Last trading day. Third Friday of the contract month. If the exchange is closed that day, trading ends on the preceding business day.
US exchange holidays ahead: Nov 26 · Dec 25 · Jan 1 · Jan 18 · Feb 15 · Mar 26 · May 31 · Jun 18
Calculated from exchange rules and the US exchange holiday calendar. Confirm with the CME expiration calendar.
| Session | Eastern (ET) | Central (CT) | Your time |
|---|---|---|---|
| CME Globex (electronic) | Sun–Fri 6:00 p.m. – 5:00 p.m. | Sun–Fri 5:00 p.m. – 4:00 p.m. | – |
| Daily maintenance break | Mon–Thu 5:00 – 6:00 p.m. | Mon–Thu 4:00 – 5:00 p.m. | – |
| US cash session (RTH, reference) | Mon–Fri 9:30 a.m. – 4:00 p.m. | Mon–Fri 8:30 a.m. – 3:00 p.m. | – |
| Daily settlement | 4:00 p.m. | 3:00 p.m. | – |
| Last trading day close | 9:30 a.m. (third Friday) | 8:30 a.m. (third Friday) | – |
Holiday hours differ – check the CME holiday calendar before trading around US holidays. ET is New York time, CT is Chicago time (always one hour behind ET).
| Contract | Long position | Short position |
|---|---|---|
| RTYZ26 Dec 2026 Active | $10,927 | $10,287 |
| RTYH27 Mar 2027 | $11,029 | $10,366 |
| RTYM27 Jun 2027 | $10,733 | $10,516 |
| RTYU27 Sep 2027 | $11,000 | $10,622 |
Exchange margins are the minimum your clearing firm must collect for positions held overnight. Brokers may require more – and usually offer much lower day-trading margins for positions closed before the session ends. A neutral broker day-margin comparison is coming soon.
+75,744 net contracts
−4,858 vs. prior week · +18.2% of OI
Movement (6 wk): −6
Banks and dealers on the other side of client flow. Tend to act contrarian – selling strength, buying weakness.
+33,028 net contracts
+8,755 vs. prior week · +8.0% of OI
Movement (6 wk): +12
Pension funds, insurers, mutual funds. Structurally long; read changes against their own range, not the sign.
−107,982 net contracts
−10,779 vs. prior week · −26.0% of OI
Movement (6 wk): −9
Hedge funds and CTAs. Trend followers – their net position tends to run with price and peaks near turning points.
| Group | Long | Short | Net | Δ 1 wk | Δ 4 wk | Index 26 wk | Index 3 yr | Move 6 wk |
|---|---|---|---|---|---|---|---|---|
| Dealers / Intermediaries | 113,948 | 38,204 | +75,744 | −4,858 | −8,164 | 71 | 91 | −6 |
| Asset Managers | 151,857 | 118,829 | +33,028 | +8,755 | +20,697 | 100 | 27 | +12 |
| Leveraged Funds | 75,471 | 183,453 | −107,982 | −10,779 | −10,282 | 3 | 7 | −9 |
| Other Reportables | 4,046 | 12,229 | −8,183 | +3,156 | −979 | 32 | 49 | +9 |
| Nonreportables | 27,977 | 20,584 | +7,393 | +3,726 | −1,272 | 57 | 39 | −2 |
| Group | Long | Short | Net | Δ 1 wk | Δ 4 wk | Index 26 wk | Index 3 yr | Move 6 wk |
|---|---|---|---|---|---|---|---|---|
| Commercials | 295,049 | 226,659 | +68,390 | −293 | +25,477 | 89 | 83 | +26 |
| Non-Commercials | 82,065 | 157,848 | −75,783 | −3,433 | −24,205 | 9 | 16 | −28 |
| Nonreportables (small) | 27,977 | 20,584 | +7,393 | +3,726 | −1,272 | 57 | 39 | −2 |
| Report date | Dealers / Intermediaries | Asset Managers | Leveraged Funds | Other Reportables | Nonreportables | Open interest |
|---|---|---|---|---|---|---|
| Sep 22, 2026 | +75,744 | +33,028 | −107,982 | −8,183 | +7,393 | 415,047 |
| Sep 15, 2026 | +80,602 | +24,273 | −97,203 | −11,339 | +3,667 | 496,762 |
| Sep 8, 2026 | +89,619 | +23,564 | −110,147 | −8,741 | +5,705 | 431,147 |
| Sep 1, 2026 | +96,593 | +17,498 | −109,499 | −8,154 | +3,562 | 424,663 |
| Aug 25, 2026 | +83,908 | +12,331 | −97,700 | −7,204 | +8,665 | 413,000 |
| Aug 18, 2026 | +86,131 | +14,354 | −99,786 | −8,007 | +7,308 | 424,956 |
| Aug 11, 2026 | +90,694 | +10,130 | −95,158 | −13,540 | +7,874 | 419,222 |
| Aug 4, 2026 | +79,913 | +6,198 | −85,145 | −11,384 | +10,418 | 417,259 |
| Jul 28, 2026 | +74,514 | +952 | −74,620 | −7,694 | +6,848 | 417,083 |
| Jul 21, 2026 | +72,106 | −890 | −73,468 | −7,425 | +9,677 | 411,524 |
| Jul 14, 2026 | +75,880 | +7,554 | −88,112 | −6,921 | +11,599 | 405,743 |
| Jul 7, 2026 | +70,096 | −366 | −72,262 | −7,063 | +9,595 | 406,632 |
Source: CFTC Public Reporting Environment · contract market code 239742 (RUSSELL E-MINI - CHICAGO MERCANTILE EXCHANGE)
Before commissions and exchange fees. Prices round to the nearest tick of 0.10.
One tick is 0.10 index points, worth $5.00 per contract. A full index point is worth $50.00. On the Micro E-mini Russell 2000 (M2K) the same tick is worth $0.50.
Traders roll about eight days before expiration – on the Thursday of the week before the third Friday of March, June, September and December. After that date most volume trades in the next quarterly contract.
No. RTY is cash-settled against the Special Opening Quotation of the Russell 2000, so there is no delivery and no first notice day.
RTY trades on CME Globex Sunday to Friday from 6:00 p.m. to 5:00 p.m. ET (5:00 p.m. to 4:00 p.m. CT), with a one-hour maintenance break each day at 5:00 p.m. ET.
The COT Index places a group's current net position within its own range over a lookback window: 100 = the most net long in that window, 0 = the most net short. It measures positioning extremes, not timing.