UK Large Cap – Circuit Breakers and Limits
FTSE 100 index securities constituting approximately 75% of the market capitalisation of the index (SET0/FE00 & SET1/FE10):
• Dynamic threshold (potential order book trade price vs last executed orderbook trade price) are set at 3%;
• Static thresholds (potential order book trade price vs last auction uncrossing price) are set at 8%;
• Closing auction price monitoring extension threshold set at 1%,
Extension / Suspension Type - Price / Auction Period
Opening auction Price Monitoring extension - 5 minutes
Intraday Static or Dynamic suspension - 5 minutes
Closing Auction – Price Monitoring Extension - 5 minutes [Max 2 extensions]