Russell US recon: Mitigating risk with derivatives

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Presented by

Kevin Davitt (Cboe Options Institute); Giovanni Vicioso (CME Group); Catherine Yoshimoto & Mark Barnes (FTSE Russell)

About this talk

Russell US reconstitution & the role of derivatives explained by experts from Cboe and CME Group. Performed annually, Russell Reconstitution fully realigns the widely-followed Russell US Indexes to ensure they continue to accurately reflect the US equity market and its size and style segments. Changes that are captured during this process include shifts in market capitalization, sector composition, company rankings, and style orientation. Company market capitalization as of the close of the US market on rank day (Friday, May 7, 2021) will be used to determine Russell US Index membership. Reconstitution will be effective after the US market close on Friday, June 25 and reflected within the open deliverables dated Monday, June 28. During this period of adjustments, how can investors mitigate exposure risk? Join experts from Cboe, CME Group and FTSE Russell as they discuss opportunities to manage risk around Russell Recon. *** This webcast is for financial professionals or sophisticated market participants interested in derivatives education. ***
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