Price Limit Levels For All CBOT DJIASM and DJUSRE CONTRACTS
10% = 1,350, 20% = 2,700, 30% = 4,000.
The 10%, 20% and 30% limits will be in effect, in coordination with the established securities market “circuit breaker” program, during CBOT “regular trading hours” as defined in the above-referenced rules. (i.e., Beginning with the opening time of open outcry trading in DJIA futures and ending with the later of the time of the close of open outcry trading or the conclusion of any daytime electronic trading session that is part of the same trading day).
The 10% limits will be in effect, above and below the previous day’s settlement price, during CBOT non-regular trading hours. NOTE: As previously announced, the overnight (Electronic Trading Hours) price limits for the Dow Jones Index contracts will change from the current 10% to 5% beginning Sunday, January 13, 2008 (for trade date Monday, January 14, 2008). This change is part of the harmonized CME Group provisions being implemented in connection with the migration of the Dow Jones Index contracts to CME Globex®.
Questions in this regard may be directed to Lucy Wang, Corporate Development, at 312-648-5478.
*”Dow Jonessm, “The Dowsm”, “Dow Jones Industrial Averagesm”, and “DJIASM”, are service marks of Dow Jones & Company, Inc. and have been licensed for use for certain purposes by the Board of Trade of the City of Chicago, Inc. (“CBOT®”). The CBOT’s futures and futures options contracts based on the Dow Jones Industrial Averagesm and futures contracts based on the Dow Jones US Real Estate Index are not sponsored, endorsed, sold or promoted by Dow Jonessm, and Dow Jonessm makes no representation regarding the advisability of trading in such product(s).