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

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