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).