Currently, Russell futures contracts are distributed by the Chicago Mercantile Exchange (CME) Group. Upon expiration of the September contract, the Intercontinental Exchange (ICE) will become the exclusive license holder for these contracts — and will expand their offerings. At that time, the CME Group will no longer carry the Russell Index futures.
DTN is working in conjunction with the Intercontinental Exchange to make this a seamless transition. If you are currently authorized for the CME Mini Exchange (a subset of the full CME exchange), DTN has added the ICE Futures Index package to your account without any additional exchange fees through March 31, 2009. If you don't currently subscribe to the CME Emini package and you wish to add the new ICE Futures Indexes package, please contact DTN Support.
Below you will find a list of symbols that are affected by this change.
Symbols that are moving from CME Group to ICE:
Contract Description -----
CME Symbol -----
ICE SymbolMini Russell 2000 ----- @ER ----- @TFS
Russell 2000 ----- RL and @RL ----- @TO
Additional Russell contracts trading on ICE:
Contract Description -----
Root SymbolMINI RUSSELL 1000----- @RMF
RUSSELL 1000 ----- @R
RUSSELL 1000 Index ----- R.X
RUSSELL 1000 GROWTH ----- GG
RUSSELL 1000 VALUE ----- VV
RUSSELL 2000 GROWTH ----- GH
RUSSELL 2000 VALUE ----- VB
RUSSELL 3000 ----- TH
For a list of all contracts included in the new ICE Index package, please visit:
http://www.iqfeed.net/symbolguide/index.cfm?guide=commod&web=IQFeed&symbolguide=guide&displayaction=support§ion=guide&type=ICEFI We value your business and look forward to serving you in the future. If you should have any questions, please don’t hesitate to call or email DTN Support.
Jay Froscheiser
DTN - Trading Markets