• E-mini S&P Select Indices Price Limits Revised Effective for 4th Quarter 2012

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6471
      • Notice Date
      • 21 November 2012
      • Effective Date
      • 18 November 2012

    • Effective, November 19, 2012 the price limit rules for E-mini S&P 500 Select Sector Stock Index futures have changed. During RTH (Regular Trading Hours), E-mini S&P 500 Select Sector Stock Index futures will have 10%, 20% and 30% (down only) price limits. During ETH (Electronic Trading Hours) the 5% (up and down) price limits continue to apply. Prior to November 19, 2012, trading halts during RTH for E-mini S&P 500 Select Sector Stock Index futures were tied to trading halts in the E-mini S&P 500 Stock Price Index futures.

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

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