• CME Group Announces the Clarification of CBOT Stock Index Futures Price Limit Rules

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5950
      • Notice Date
      • 06 October 2011
      • Effective Date
      • 06 October 2011
    • CBOT Stock Index futures rules pertaining to Price Limits and Trading Halts have been amended to clarify Stock Index futures trading operational procedures. The rule amendments clarify movement from the 10 percent Price Limit level to the 20 percent Price Limit level and movement from the 20 percent Price Limit level to the 30 percent Price Limit level.

      For the full Special Executive Report, please click here (PDF).