SER-5689 - CME Group

Stock Index Price Limits to be Revised Effective for 2nd Quarter 2011
- - To
  - Members, Member Firms and Market Users
- - From
  - Market Regulation Department
- - #
  - SER-5689
- - Notice Date
  - 29 March 2011
- - Effective Date
  - 31 March 2011
- Exchange price limit rules for domestic stock index futures call for a quarterly reassessment 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. New limits shall become effective with the commencement of Electronic Trading Hours (ETH) on Thursday, March 31, at 3:30 p.m. Central time. The revised limits shall be applicable throughout the second calendar quarter of 2011.
  
  For the full Special Executive Report, please click here (PDF).

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Stock Index Price Limits to be Revised Effective for 2nd Quarter 2011