• Revision to Price Limit Triggering Contract for E-mini S&P CNX Nifty and E-micro S&P CNX Nifty Futures

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6212
      • Notice Date
      • 25 April 2012
      • Effective Date
      • 25 April 2012
    • As a response to a shift in S&P CNX Nifty futures market liquidity, CME will use the E-micro S&P CNX Nifty futures contract rather than the E-mini S&P CNX Nifty futures contract as the primary contract for triggering S&P CNX Nifty futures price limits. CME will implement this change on Monday evening, April 30, 2012 following the publication of the monthly S&P CNX Nifty Price Limit Special Executive Report.

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