• E-mini CNX Nifty Index Futures Price Limits Effective for August 2015

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      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7435
      • Notice Date
      • 31 July 2015
      • Effective Date
      • 02 August 2015
    • Effective Sunday, 2 August 2015, for trade date Monday, 3 August 2015, Chicago Mercantile Exchange Inc. (CME or Exchange) will amend price limits for E-mini CNX Nifty Index Futures (CME Rulebook Chapter 382; CME Globex code: MNF; Clearing code: II) as described below. The contract is listed for trading on the CME Globex electronic trading platform and for submission for clearing through CME ClearPort.

      August 2015 CNX Nifty Stock Index Futures Price Limits


      10%  up and down

      15%  up and down

      20%  up

      and down

      E-mini CNX Nifty Index Futures




      Exchange Rules call for the limits to be re-calculated monthly at the close of business on the day preceding the commencement of a new calendar month.  Please consult the CME Rulebook (http://www.cmegroup.com/rulebook/CME/) for a complete description of the application of the circuit breaker provisions.  (See CME Rules 38202.I for Price Limits, Trading Halts, and/or Trading Hours).


      Inquiries regarding the aforementioned may be directed 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).