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CNX Nifty Index Futures Price Limits Effective for August 2014
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- To
- Members, Member Firms and Market Users
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- From
- Research and Product Development
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- #
- SER-7155
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- Notice Date
- 31 July 2014
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- Effective Date
- 31 July 2014
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Effective 5:00 p.m. CT on Thursday, July 31, 2014 for trade date Friday, August 1, 2014, the Chicago Mercantile Exchange Inc. (CME or Exchange) will amend price limits for E-mini CNX Nifty Index Futures (rulebook chapter: 381; CME Globex and clearing code: EMF) and E-micro CNX Nifty Index Futures (rulebook chapter: 382; CME Globex code: MNF; clearing code: II) as described below. These contracts are listed for trading on CME Globex and for submission for clearing through CME ClearPort.
August 2014 CNX Nifty Stock Index Futures Price Limits
Contracts
10% up and down
15% up and down
20% up and down
E-mini CNX Nifty Index Futures
770.00
1,155.00
1,540.00
E-micro CNX Nifty Index Futures
770.00
1,155.00
1,540.00
Exchange Rules call for the limits to be re-calculated monthly at the close of business on the day preceding the commencement of a new calendar month (rules: 38102.I and 38202.I. Price Limits, Trading Halts, and/or Trading Hours).
Please consult the Rulebook for a complete description of the application of the circuit breaker provisions (rules chapter: 38102.I and 38202.I. Price Limits, Trading Halts, and/or Trading Hours).
Inquiries regarding the aforementioned may be directed to Lucy Wang, Research and Product Development at 312-648-5478 or lucy.wang@cmegroup.com; or John Nyhoff, Research and Product Development at 312-930-2310 or john.nyhoff@cmegroup.com.
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