• Stock Index Futures Price Limits to be Revised Effective 2nd Quarter 2013

      • To
      • Members, Member Firms and Market Users
      • From
      • Market Regulation Department
      • #
      • SER-6602
      • Notice Date
      • 21 March 2013
      • Effective Date
      • 31 March 2013
    • Exchange price limit rules for domestic stock index futures call for a quarterly reassessment of price limits based on prevailing market prices. Limits are calculated quarterly at the close of business on the business day preceding the commencement of a new calendar quarter. New limits shall become effective with the commencement of Electronic Trading Hours (ETH) on Sunday, March 31 2013 at 5:00 p.m. Central time.

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