• Nikkei Stock Average Futures Price Limit Offset Levels Revised Effective for Trade Date December 1, 2017

      • To
      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-8046
      • Notice Date
      • 30 November 2017
      • Effective Date
      • 30 November 2017
    • The Offset Levels for the determination of Nikkei Stock Average futures price limits are revised to the following levels, effective as of the commencement of Electronic Trading Hours (ETH) on Thursday, November 30, 2017, at 5:00 p.m. Chicago time.  These offset levels shall be in force until the close of trading on Wednesday, February 28, 2018.

      Please consult the CME Rulebook for a complete description of the application of the price limit and trading halt provisions for Nikkei Stock Average Futures.  Or, you may wish to direct any inquiries to Fred Sturm (312-930-1282, frederick.sturm@cmegroup.com) or John Kerpel (312-930-1371, john.kerpel@cmegroup.com) or Lucy Wang (312-648-5478, lucy.wang@cmegroup.com).

      Please click here for PDF of SER-8046.