• CNX Nifty Index Futures Price Limits Effective for March 2015

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      • Members, Member Firms and Market Users
      • From
      • Research and Product Development
      • #
      • SER-7313
      • Notice Date
      • 27 February 2015
      • Effective Date
      • 01 March 2015

    • Effective Sunday, 1 March 2015, for trade date Monday, 2 March 2015, Chicago Mercantile Exchange Inc. (CME or Exchange) will amend price limits for E-mini CNX Nifty Index Futures (CME Rulebook Chapter 381; CME Globex and clearing code: EMF) and E-micro CNX Nifty Index Futures (CME Rulebook Chapter 382; CME Globex code: MNF; Clearing code: II) as described below.  These contracts are listed for trading on the CME Globex electronic trading platform and for submission for clearing through CME ClearPort.

       

       

      March 2015 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

      880

      1,320

      1,760

      E-micro CNX Nifty Index Futures

      880

      1,320

      1,760

       

       

       

       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.  Please consult the CME Rulebook (http://www.cmegroup.com/rulebook/CME/) for a complete description of the application of the circuit breaker provisions.  (See CME Rules 38102.I and 38202.I. for Price Limits, Trading Halts, and/or Trading Hours).

       

       

                 

      Inquiries regarding the aforementioned may be directed to Fred Sturm (312-930-1282, frederick.sturm@cmegroup.com) or John Kerpel (312-930-1371, john.kerpel@cmegroup.com) or Lucy Wang (312-648-5478, lucy.wang@cmegroup.com).

       

       

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