Using Futures to Manage the Annual Russell Reconstitution
June 13, 2019
The annual Russell reconstitution is upon us! It’s one of the most significant events of the year in the equity markets and portfolio managers are increasingly turning to E-mini Russell 2000 futures to manage the risks of the reconstitution.
Join CME Group’s Dave Lerman for this installment of Trader’s Edge as he focuses on:
- Significant dates regarding the details of the reconstitution
- The challenges to portfolio managers in rebalancing portfolio holdings
- Slippage/tracking that accompanies the reconstitution
- How to use the E-mini Russell 2000 to bypass challenges, including EFP and BTIC strategies
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