I don't think this is possible in CA Agile. By design iterations and releases are two different fields. Some team use release as deployment plan. In one iteration these teams work on items that can go or deployed to production on different releases.
If you are always working on one release and each release is a group of few iterations, I would suggest to using a custom list to display story or defect assigned to an iteration but no release and periodically check. Alternately, you can set up a notification rule with similar filter.