E-Mini Trading Limits

[LlewS]

Quote from Emini_Elvis:

Know of a place that daily trading limits are posted?

I had 1699.5 as the days limit down but I see prints below 1699.5...

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.

 

[buzzy2]

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.

 

[buzzy2]

Quote from 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.

Actually the settlement price is not necessarily equal to the last traded price.

 

[LlewS]

yes, that's right, should have said measure from previous settlement price which may or may not be the last traded price.