Cambio Horario Globex

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Cambio Horario Globex

Mensaje por X-Trader »

Aunque no debería afectar a la mayor parte del mundo, desde anoche entra en vigor un nuevo horario para los futuros sobre índices negociados en Globex, os pego el comunicado que he recibido:
Equity Index Later Close for CME Globex Trading Day, Daily Price Limits:
Starting November 18, CME Globex Trading Day for Equity Index Products to End at 4:15 p.m. CT

- Change to CME Globex trading hours will coordinate with switch to daily price limits for U.S. Equity Index Products
- Settlement time will remain unchanged (3:15 p.m. CT)

Effective Sunday, November 18 (for first trade date Monday, November 19), the end of the CME Globex trading day for electronically traded equity index futures and options contracts will change from 3:15 p.m. CT to 4:15 p.m. CT. Settlement times will remain unchanged.

Under the revised hours:

- There will be a 15-minute halt in electronic trading from 3:15 p.m.to 3:30 p.m. CT.
- Trading for equity index contracts listed on CME Globex will resume at 3:30 p.m. CT for the same trade date for 45 minutes, closing at 4:15 p.m. CT. This includes Fridays, meaning that the end of trading week on CME Globex will also be changed to 4:15 p.m. CT.
- CME Globex trades that take place during the 3:30 p.m. - 4:15 p.m. time frame will be subject to the daily settlement prices calculated at 3:15 p.m. CT (i.e., settlement times will not change).
- Trading of equity index contracts on CME Globex will be closed from 4:15 p.m. - 5:00 p.m. CT.
- Trading re-opens at 5:00 p.m. on CME Globex (Sundays-Thursdays) for the new trade date.

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New Trading Hours for CME Group Equity Index Products Summary - Starting Today | November 18, 2012


15-minute Trading Halt on CME Globex - 3:15 p.m. - 3:30 p.m.

Trading on CME Globex resumes for SAME TRADE DATE - 3:30 p.m. - 4:15 p.m.

Close of CME Globex trading for trade date - 4:15 p.m. - 5:00 p.m.

Market Re-Opens and Trades until the next days 15-minute Trading Halt at 3:15 p.m.

Recordad que para convertir las horas del comunicado a hora española hay que sumar 7 horas ya que hacen referencia a la hora de Chicago.


Saludos,
X-Trader
"Los sistemas de trading pueden funcionar en ciertas condiciones de mercado todo el tiempo, en todas las condiciones de mercado en algún momento del tiempo, pero nunca en todas las condiciones de mercado todo el tiempo."
gorka
Mensajes: 18
Registrado: 13 May 2010 10:23

Re: Cambio Horario Globex

Mensaje por gorka »

Gracias Alberto !!!

Ahora el problema está en determinar qué valores son los válidos para calcular los pivot points... se coge el cierre de las 22,15h o el de las 23,15? ...vaya follón..!!!!

saludos
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