The circuit breaker price levels for the fourth quarter of 2003 will be:
Contracts | 5% Limit | 10% Limit | 15% Limit | 20% Limit | 25%
Band |
S&P 500Ò & E-miniä S&P 500 | 50.00 | 100.00 | 150.00 | 200.00 | na |
S&P MidCap 400ä & E-mini S&P MidCap 400 | 25.00 | 50.00 | 75.00 | 100.00 | na |
S&P/BARRA Growthä | 25.00 | 50.00 | 75.00 | 100.00 | na |
S&P/BARRA Valueä | 22.00 | 45.00 | 67.00 | 90.00 | na |
Russell 1000Ò | 28.00 | 55.00 | 82.00 | 110.00 | na |
Russell 2000Ò & E-mini Russell 2000 | 50.00 | 75.00 | 100.00 | na | |
NASDAQ-100Ò & E-mini NASDAQ-100 | 65.00 | 130.00 | 195.00 | 260.00 | na |
FORTUNE e-50ä | 14.00 | 28.00 | 42.00 | 56.00 | na |
LMC TRAKRSSM | na | na | na | na | 7.50 |
LS Tech TRAKRSSM | na | na | na | na | 9.40 |
Select 50 TRAKRSSM | na | na | na | na | 7.00 |
Commodity
TRAKRSSM | na | na | na | na | 6.15 |
Euro
TRAKRSSM | na | na | na | na | 6.40 |
S&P 500 Financial SPCTRä | 17.00 | 34.00 | 51.00 | 68.00 | na |
S&P 500 Technology (Telecom/IT) SPCTRä | 10.00 | 20.00 | 30.00 | 40.00 | na |
S&P SmallCap 600ä | 12.00 | 24.00 | 36.00 | 48.00 | na |
Additional information about the application of price limits is available on the CME Web site at http://www.cme.com/products/index/products_index_pricelimitguide.cfm. Chicago Mercantile Exchange Inc. (www.cme.com) is the largest futures exc
hange in the United States for the trading of futures and options on futures. As an international marketplace, CME brings together buyers and sellers on its trading floors and GLOBEX® around-the-clock electronic trading platform. CME offers futures and options on futures primarily in four product areas: interest rates, stock indexes, foreign exchange and commodities. The exchange moved about $1.5 billion per day in settlement payments in the first quarter of 2003 and managed $28.5 billion in collateral deposits at March 31, 2003. CME is a wholly owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE: CME).