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> Does anyone know the rules on the upside?
Same as the down limit until RTH trading starts and then the up limits
are lifted.
http://www.cme.com/market/riskman/pricelmt.html
What they don't tell you on that page is the mini limits are calculated
from the official settlement of the big contracts and, due to the
different tick sizes are "not more than" the size of the move listed.
So, you round the mini limits "tighter" to the nearest tick. For
example, tonight....
SP settle 1348.30
Globex night limits +/- 32.00
SP up limit 1380.30
SP down limit 1316.30
ES up limit 1380.25
ES down limit 1316.50
--
Dennis
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