• Stock Index Price Limits to be Revised Effective for 4th Quarter 2011

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-5955
      • Notice Date
      • 26 September 2011
      • Effective Date
      • 02 October 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 Sunday October, 2, at 5:00 p.m. Central time. The revised limits shall be applicable throughout the fourth calendar quarter of 2011.

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