E-Mini Trading Limits

Discussion in 'Index Futures' started by vanilla2, Aug 18, 2003.

  1. LlewS

    LlewS

    try http://www.cme.com/trading/prd/equity/pricelimits.html

    for CME products. measure the points from the previous settlement price - look for the close of the last RTH (regular trading hours ) session.
     
    #21     Jan 23, 2008
  2. Worksheet for the lazies:

    Index, Settlement Price, 5% limit overnight session (points), Minimum trade Price
    ES 1325.50 70 1255.50
    NQ 1849.50 105 1744.50
    ER2 674.50 37 637.50
    YM 12106 650 11456

    All indices went limit down on tuesday morning.
     
    #22     Jan 24, 2008
  3. Actually the settlement price is not necessarily equal to the last traded price.
     
    #23     Jan 24, 2008
  4. LlewS

    LlewS

    yes, that's right, should have said measure from previous settlement price which may or may not be the last traded price. :(
     
    #24     Jan 26, 2008