NYSE Liffe - Change to the Daily Settlement Price Movement in Short Sterling Futures
Posted on January 28, 2013 at 00:00 AM EST
NYSE Technologies would like to inform clients that in response to feedback the Exchange has determined to change the Daily Settlement Price ("DSP") movement for Short Sterling Futures. With effect from 30 January 2013 the DSP movement will be as outlined in the table below. For the avoidance of doubt, the trading and EDSP tick sizes remain unchanged. Contract Contract Code Daily Settlement Price Short Sterling Future 801 Old Price Movement (value) New Price Movement (value) 0.01 (£12.50) 0.005 (£6.25) Help and Support For further information please contact Fixed Income Derivatives as detailed above. Best regards, Global Market Data NYSE Technologies www.nyxdata.com