Nikkei Stock Average Futures Price Limit Offset Levels Revised

Effective for June 1, 2014 to August 29, 2014

The Offset Levels for the determination of Nikkei Stock Average futures price limits are revised to the following levels, effective as of the commencement of Electronic Trading Hours (ETH) on Sunday, June 1, 2014, at 5:00 p.m. Chicago time.  These offset levels shall be in force until the close of trading on Friday, August 29, 2014.  The Price Limit Offset Levels are as follows:  

June 2014 through August 2014 Nikkei Futures Offset Levels

Exchange Rules call for the Offset Levels to be re-calculated every three months at the end of February, May, August and November preceding the commencement of the next three month period.  The three month periods include: March through May; June through August; September through November; and December through February.

Please consult the CME Rulebook for a complete description of the application of the price limit and trading halt provisions for Nikkei Stock Average Futures.  Or, you may wish to direct any inquiries to John Nyhoff, Research & Product Development at 312-930-231, or Lucy Wang, Research & Product Development at 312-648-5478.