Price limits for Nikkei Stock Average futures and Yen Denominated Nikkei Stock Average futures are revised to the following levels, effective as of the commencement of Electronic Trading Hours (ETH) on Sunday, December 1, 2013, at 5:00 p.m. Chicago time for trade date Monday, December 2, 2014. These price limit offset levels shall be in force for the months of December 2013 through February 2014 as follows:
December 2013 through February 2014 Nikkei Stock Average Futures Price Limit Offset Levels
Contracts |
8% Offset Level |
12% Offset Level |
16% Offset Level |
Nikkei Stock Average futures |
1,160.00 |
1,740.00 |
2,330.00 |
Yen Denominated Nikkei Stock Average futures |
1,160.00 |
1,740.00 |
2,330.00 |
E-mini Yen Denominated Nikkei Stock Average futures |
1,160.00 |
1,740.00 |
2,330.00 |
Exchange Rules call for the limits to be re-calculated every three months prior to the close of business on the day preceding the commencement of a new three month period. The three month periods include December through February; March through May; June through August; and September through November.
These contracts are listed by and subject to the rules of CME.
Please consult the CME Rulebook for a complete description of the application of the Nikkei Stock Average futures price limit provisions. Or, you may wish to direct any inquiries to Lucy Wang, Research & Product Development at 312-648-5478, or John Nyhoff, Research & Product Development at 312-930-2310.
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