Russell 2000 Index

The Russell 2000 Index is a Small-Cap index created and calculated by the Russell Group.

This index is completely reconstituted annually to ensure larger stocks do not distort the performance and characteristics of the true small-cap opportunity set. The Russell 2000 includes the smallest 2000 securities in the Russell 3000 Index.

The E-mini Russell 2000 Index Future is an electronic index future based on this index that has become a popular instrument with smaller day traders.