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3rd Quarter 2009 Stock Index Price Limits and Bands - Effective Yesterday, June 30, 2009
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- To
- Quote Vendors
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- From
- Market Data Operations
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- #
- Q2009-141
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- Notice Date
- 01 July 2009
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- Effective Date
- 30 June 2009
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As of 3:30 CT, yesterday, June 30, price limits for domestic stock index futures were revised to the following levels and will be in force for the entire third calendar quarter, 2009.
3rd Quarter 2009 Stock Index Price
Contracts
5% Limit (Overnight Hours) up and down
10% Limit
Down only
20% Limit Down only
30% Limit Down only
S&P 500Ò & E-miniä
45.00
90.00
180.00
270.00
MidCap 400ä & E-mini
27.00
55.00
110.00
165.00
DJIAÒ Futures
450.00
850.00
1,700.00
2,600.00
S&P/Citigroup Growthä
22.00
45.00
90.00
135.00
S&P/Citigroup Valueä
20.00
40.00
80.00
120.00
NASDAQ-100Ò & E-mini
70.00
140.00
280.00
420.00
E-mini NASDAQ CompositeÒ
90.00
180.00
360.00
540.00
E-mini NASDAQ BiotechnologyÒ
35.00
70.00
140.00
210.00
S&P 500 Financial
SPCTRä
8.00
16.00
32.00
48.00
S&P 500 Technology (Telecom/IT) SPCTRä
10.00
20.00
40.00
60.00
S&P Smallcap 600ä & E-miniä
13.00
26.00
52.00
78.00
All TRAKRSSM
Exchange Rules call for the limits to be re-calculated quarterly at the close of business on the day preceding the commencement of a new calendar quarter.
The Exchange’s price limits are re-assessed quarterly rather than established at fixed levels insofar as fixed limits are not responsive to on-going market fluctuations. Exchange Rules are designed to coordinate with circuit breaker provisions as applied by the New York Stock Exchange (NYSE).
The NYSE enforces limits at 10%, 20% and 30% declines of the Dow Jones Industrial Average (DJIA), calculated at the beginning of each calendar quarter, using the average closing value of the DJIA for the prior month, rounded to the nearest 50 points.
Please contact Market Data Operations(MDO) at mdo@cmegroup.com, if you have any questions concerning this notice.
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