Clearing  House Advisory Notices
To All Firm Personnel, Service Bureau Representatives & Independent Software Vendors
From Clearing House Department
Subject Stock Index Price Limits to be Revised Effective for 4th Quarter 2005
Notice Date 2005-09-23
Notice Number 05-222
Effective Date  

Exchange price limit rules for domestic stock index futures• call for a quarterly re-assessment of price limits based on prevailing market prices.  Limits are calculated quarterly at the close of business on the day preceding the commencement of a new calendar quarter.  Thus, new limits shall become effective with the commencement of Electronic Trading Hours (ETH) on Friday, September 30, 2005 at 3:30 p.m.  The revised limits shall be applicable throughout the 4th calendar quarter, 2005. 

For the full text of this advisory . . .