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09.14.12

CME Globex Equity Banding Modification

Effective Sunday, September 16, 2012 (for trade date Monday, September 17), the Price Banding values for the outright futures contracts in the following equity product groups will be modified:

SP, ES, SG, SU, ND, NQ, QN, BQ, F3, ME, MD, SM, SC, YM, ZD, DD

With this change, the price banding value will be equal to the respective Non-Reviewable range for each outright product.

Updated Equity Price Banding values can be viewed at:

http://www.cmegroup.com/tools-information/lookups/advisories/electronic-trading/20120904.html#PRI

Additional information on price banding functionality is available below:

http://www.cmegroup.com/confluence/display/EPICSANDBOX/Price+Banding

 

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The information contained herein is from sources believed to be reliable, but we can not guarantee either its accuracy or completeness. The information is provided for informational purposes only. Nothing contained herein shall be construed as a recommendation to buy or sell commodity futures or options on futures.

 

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