The circuit breaker price levels for the third quarter of 2003 will be:
Contracts | 5% Limit | 10% Limit | 15% Limit | 20% Limit |
S&P 500Ò & E-miniä S&P 500 | 45.00 | 90.00 | 135.00 | 180.00 |
S&P MidCap 400ä & E-mini S&P MidCap 400 | 22.00 | 45.00 | 67.00 | 90.00 |
S&P/BARRA Growthä | 25.00 | 50.00 | 75.00 | 100.00 |
S&P/BARRA Valueä | 22.00 | 45.00 | 67.00 | 90.00 |
Russell 1000Ò | 28.00 | 55.00 | 82.00 | 80.00 |
Russell 2000Ò & E-mini Russell 2000 | 40.00 | 60.00 | 80.00 | |
NASDAQ-100Ò & E-mini NASDAQ-100 | 60.00 | 120.00 | 180.00 | 240.00 |
FORTUNE e-50ä | 13.00 | 26.00 | 39.00 | 52.00 |
LMC TRAKRSSM | na | na | na | na |
LS Tech TRAKRSSM | na | na | na | na |
Select 50 TRAKRSSM | na | na | na | na |
S&P 500 Financial SPCTRä | 16.00 | 32.00 | 48.00 | 64.00 |
S&P 500 Technology (Telecom/IT) SPCTRä | 9.00 | 18.00 | 27.00 | 36.00 |
S&P SmallCap 600ä | 11.00 | 22.00 | 33.00 | 44.00 |
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..