Quarter End

Discussion in 'Index Futures' started by TriPack, Mar 29, 2002.

  1. Just a reminder, today was quarter end so we have new limits for the next 3 months (same as the old for ES).

    ES 5% 55pts
    NQ 5% 70pts

    http://www.cme.com/news/shownews.cfm?NewsItem=00006FC7-9B54-1CA3-B13780EDBEFB0000

    Also as quarter end always seems to catch some people off guard, be aware that the settlement price was set at cash close (4:00,) so the tail end of the downmove at the end of the day is all below the settlement price of 1149.2 on the S&P, which is about 4 1/2 points higher than the last trades on ES. So if we open even on Monday, we will be up about 4 1/2 points from Thursday's last trades.

    Anyway that's probably as clear as mud. Have a great weekend everyone!!! :D