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This new CME rules might apply, however it isn't clear whether this is
a proposal or a rule:
CME CONTRACT SPECIFICATIONS CHANGES:
The CME Contract Specifications pages on the CME's Web site have been
updated to reflect the following:
The proposed change affects the following domestic equity index
contracts: (1) S&P 500, (2) E-Mini S&P 500, (3) S&P 500/BARRA Growth,
(4) S&P 500/BARRA Value, (5) S&P MidCap 400, (6) Russell 2000, (7)
Nasdaq 100, (8) E-Mini Nasdaq 100; and (9) FORTUNE e-50 Index Futures.
"If the market is limit bid two minutes prior to the opening of
RTH,
the Price Limit that is 2.5% above the Reference RTH Price shall be
removed at that time."
The Contract Specifications pages are at:
http://www.cme.com/clearing/spex
> -----Original Message-----
> From: DH [mailto:catapult@xxxxxxxxxxxxxxxxxx]
> Sent: Monday, April 30, 2001 9:38 AM
> To: Realtraders
> Subject: [RT] Strange NQ behavior
>
>
> NQ was limit bid this morning. About 2 minutes before the
> RTH open, it
> moved above the Globex limit. Anybody know how this can happen? Did
> somebody flip a switch early at the CME?
>
> --
> Dennis
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