E-mini Russell 2000 (RTY) June (M) contract study: year-by-year results, the day-by-day shape of the move and where highs and lows printed.
Contract Almanac · E-mini Russell 2000
Every June Russell contract 2018–2026, measured over its tenure as the lead contract · Typically leads Mar 13 – Jun 12
The June contract holds the Russell from mid-March to mid-June, and the spring recovery pattern that powers every index board reaches small caps too: 6 of 9 higher since 2017, including this year’s +18.7%, the file’s best, as the 2026 spring rotation finally found the down-cap trade again.
Each year is one contract, measured from the open of the day it took over the lead to the close of the day it handed off, the same roll convention used across all Traders Brief research. An index contract holds the lead for a full quarter, roughly 63 trading days from one roll to the next. One honesty note: RTY futures moved to CME in mid-2017, so each seat holds 8 or 9 tenures rather than 16 — these are quarterly seats, not months, and the day counts read accordingly. All highs and lows are the contract’s own trades, marked by trading day of the tenure, not calendar day.