ALSI Nearing Circuit Breaker Threshold: Clients are reminded that the static circuit breaker threshold for index futures is 5%. Once this value is breached, a 2min volatility auction will commence. Th
ALSI Nearing Circuit Breaker Threshold: Clients are reminded that the static circuit breaker threshold for index futures is 5%. Once this value is breached, a 2min volatility auction will commence. The traded price out of the auction will reset the static circuit breaker for the new 5% range.
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