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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?


To: Patrick Slevin who wrote (6855)10/2/2001 8:43:13 AM
From: fut_trade  Read Replies (1) | Respond to of 7434
 
"An order for any quantity may be accepted for E-mini S&P 500 futures. However, CME would require that orders in excess of 250 contracts be entered into the GLOBEX2 system as multiple entries, the quantity of any single entry not to exceed 250 contracts. I.e., customers could convey and brokers could accept GLOBEX2 orders of any quantity. However, they must be entered onto the GLOBEX2 system as a series of entries - no single one of which may exceed 250 cotnracts. During pit trading hours, orders for 31 or more contracts may be traded on an All-or-None (AON) basis via open outcry."

cme.com

Looks like the limit is now 250. I think it's been that way for the last few months.