Circuit breakers apply to trading in CME futures and options on the S&P 500®, E-mini™ S&P 500, S&P 500/BARRA Growth, S&P 500/BARRA Value, S&P MidCap 400, E-mini MidCap 400, Russell 2000, E-mini Russell 2000, Nasdaq-100, E-mini Nasdaq-100, FORTUNE e-50, S&P 500 Financial SPCTR and S&P 500 Technology SPCTR indexes.
The circuit breaker price levels for the fourth quarter of 2002 are:
|
|
S&P 500 & E-mini |
MidCap 400 & E-mini |
S&P/BARRA Growth |
S&P/BARRA Value |
Russell 2000 & E-mini |
Nasdaq-100 & E-mini |
FORTUNE e-50 |
S&P 500 Financial SPCTR |
S&P 500 Technology (Telecom/IT) SPCTR |
|
5% Limit |
40.00 |
20.00 |
20.00 |
20.00 |
17.00 |
40.00 |
9.00 |
15.00 |
8.00 |
|
10% Limit |
80.00 |
40.00 |
40.00 |
40.00 |
35.00 |
80.00 |
18.00 |
30.00 |
16.00 |
|
15% Limit |
120.00 |
60.00 |
60.00 |
60.00 |
52.00 |
120.00 |
27.00 |
45.00 |
24.00 |
|
20% Limit |
160.00 |
80.00 |
80.00 |
80.00 |
70.00 |
160.00 |
36.00 |
60.00 |
32.00 |
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
