Price Limits

Check daily price limits during the trading day to make sure your trades are never left hanging during a price limit halt. Find daily price limits for CME Group Agricultural, Energy, Equity Index, Interest Rates, and Metals products.

A price limit is the maximum price range permitted for a futures contract in each trading session. When markets hit the price limit, different actions occur depending on the product being traded. Markets may temporarily halt until price limits can be expanded, remain in a limit condition or stop trading for the day, based on regulatory rules.

Find price limits for leading Agricultural futures products, including calendar spread limits.

Current Daily Price Limit

See Agricultural Notices for amendments to the Daily Price Limit Rule of all Livestock and Dairy Futures Contracts.

For trade date Thursday, January 21, 2021, price limits for the following agricultural commodities will be:

Commodity Outrights Calendar Spreads
Australian Wheat FOB (Platts) Futures $50.00 N/A
Black Sea Corn Financially Settled (Platts) Futures $40.00 $80.00
Black Sea Sunflower Oil Financially Settled (Platts) Futures $145.00 N/A
Black Sea Wheat Financially Settled (Platts) Futures $45.00 $90.00
Block Cheese Futures $0.15 $0.30
Cash Butter $0.075 $0.150
Cash Settled Cheese $0.15 $0.30
Chicago SRW Wheat & mini-sized Chicago SRW Wheat   $0.40 $0.80
Class III Milk Futures $1.50 $3.00
Class IV Milk Futures $0.75 $1.50
Corn & mini-sized Corn $0.25 $0.50
Dry Whey $0.08 $0.16
Ethanol $0.30 $0.60
Feeder Cattle  $0.05 $0.10
FOB Santos Soybeans Financially Settled (Platts) Futures $40.00 $60.00
KC HRW Wheat & mini-sized KC HRW Wheat $0.40 $0.80
Lean Hog $0.03 $0.06
Live Cattle $0.04 $0.08
Lumber $48.00 $96.00
MGEX Wheat and MGEX Wheat Options $0.60 $1.20
Non Fat Dry Milk $0.04 $0.08
Oats $0.20 $0.40
Pork Cutout Futures $0.045 $0.09
Rough Rice $0.85 $1.70
Soybean Crush

$1.525

 N/A
Soybean Meal $25.00 $50.00
Soybean Oil $0.025 $0.050
Soybeans & mini-sized Soybeans $0.70 $1.40
Thailand Long Grain White Rice (Platts) Futures $70.00 $140.00

* Note expansion changes in bold text

Back to Top

Expanded Price Limits

See SER-8674 for details on variable price limit calculations.

Commodity Expanded Price Limit
Australian Wheat FOB (Platts) Futures $75.00
Black Sea Corn Financially Settled (Platts) Futures $60.00
Black Sea Sunflower Oil Financially Settled (Platts) Futures $220.00
Black Sea Wheat Financially Settled (Platts) Futures $67.50
Block Cheese Futures $0.15
Cash Butter $0.15
Cash Settled Cheese $0.15
Chicago SRW Wheat $0.60
Class III Milk Futures $1.50
Class IV Milk Futures $1.50
Corn $0.40
Dry Whey $0.08
Feeder Cattle $0.075
FOB Santos Soybeans Financially Settled (Platts) Futures $60.00
KC HRW Wheat $0.60
Lean Hog $0.045
Live Cattle $0.06
Lumber $48.00
Non Fat Dry Milk $0.08
Oats $0.30
Pork Cutout Futures $0.0675
Rough Rice $1.30
Soybean Crush $2.37
Soybean Meal $40.00
Soybean Oil $0.040
Soybeans $1.05
Thailand Long Grain White Rice (Platts) Futures $105.00

Back to Top

    Effective as of March 19, 2020 and until further notice, NYMEX increased the dynamic circuit breakers of CL, QM, WS, BZ and all Associated Products. See SER 8566 for additional information.

    Effective as of March 13, 2020 and until further notice, NYMEX increased the dynamic circuit breakers of PA, RB, HO and all Associated Products. See SER 8561 for additional information.

These products use Dynamic Circuit Breakers. Limits update using a variant derived from the prior day’s settlement. DCB FAQs can be found here.

Natural Gas

Back to Top

Crude Oil

Back to Top

Refined Products

Back to Top

CME Group U.S. equity index price limits (and corresponding CME and CBOT rules) are designed to coordinate with circuit breakers provisions as applied by the New York Stock Exchange (NYSE).

  • 7%, 13%, and 20% price limits are applied to the futures fixing price and are effective from 8:30 a.m. CT – 2:25 p.m. CT. Mondays through Fridays. From 2:25 p.m. to 3:00 p.m. CT, only the 20% price limit will be applied to the futures price fixing.
  • 7% up-and-down limits are effective 5:00 p.m. - 8:30 a.m. CT. Sundays through Fridays; and 3:00 p.m. - 4:00 p.m. CT, Mondays through Fridays. Between 3:00 p.m. - 4:00 p.m. the 7% price limit will not be allowed to breech the 20% daily limit.
  • The fixing price is the volume weighted average price, VWAP, calculated during the 30 seconds of trading from 2:59:30 p.m. – 3:00:00 p.m. CT. View Equity Index Fixing Prices page

    Limits for prelisted contracts will not be accurate until activation date

Bitcoin

Back to Top

Equity Limits

ContractsReference Price7% Price Limit (Overnight Hours) & 5:00 p.m. to 8:30 a.m. up and down7% Price Limit Down only13% Price Limit Down only20% Price Limit Down only
E-mini S&P 500 Futures (ESH1) 384500411450 /
357550		357550334450307500
E-mini S&P 500 ESG Index Futures (ESGH1) 3265234940 /
30364		303642840226114
E-mini S&P 500 Futures (ESM1) 383500410450 /
356550		356550333450306500
E-mini S&P 500 ESG Index Futures (ESGM1) 3274235030 /
30454		304542849226204
E-mini S&P 500 Futures (ESU1) 382450409400 /
355500		355500332400305450
E-mini S&P 500 ESG Index Futures (ESGU1) 3276235050 /
30474		304742851226224
E-mini S&P 500 Futures (ESZ1) 381000407950 /
354050		354050330950304000
E-mini S&P 500 ESG Index Futures (ESGZ1) 3278235070 /
30494		304942853226244
E-mini S&P 500 Futures (ESH2) 379600406550 /
352650		352650329550302600
E-mini S&P 500 ESG Index Futures (ESGH2) 3280035088 /
30512		305122855026262
E-mini Nasdaq-100 Futures (NQH1) 13294001422475 /
1236325		123632511565501063475
E-mini Nasdaq-100 Futures (NQM1) 13280501421125 /
1234975		123497511552001062125
E-mini Nasdaq-100 Futures (NQU1) 13275251420600 /
1234450		123445011546751061600
E-mini Nasdaq-100 Futures (NQZ1) 13264251419500 /
1233350		123335011535751060500
E-mini Nasdaq-100 Futures (NQH2) 13253251418400 /
1232250		123225011524751059400
E-mini Dow ($5) Futures (YMH1) 3109633279 /
28913		289132704224859
E-mini Dow ($5) Futures (YMM1) 3098133164 /
28798		287982692724744
E-mini Dow ($5) Futures (YMU1) 3092833111 /
28745		287452687424691
E-mini Dow ($5) Futures (YMZ1) 3082433007 /
28641		286412677024587
Dow Jones Real Estate Futures (RXH1) 33593595 /
3123		312329212685
Dow Jones Real Estate Futures (RXM1) 33453581 /
3109		310929072671
Dow Jones Real Estate Futures (RXU1) 33283564 /
3092		309228902654
Dow Jones Real Estate Futures (RXZ1) 33113547 /
3075		307528732637
E-mini Communication Services Select Sector Futures (XAZH1) 3585538360 /
33350		333503120028690
E-mini Communication Services Select Sector Futures (XAZM1) 3605538560 /
33550		335503140028890
E-mini Communication Services Select Sector Futures (XAZU1) 3617538680 /
33670		336703152029010
E-mini Communication Services Select Sector Futures (XAZZ1) 3629538800 /
33790		337903164029130
E-mini Communication Services Select Sector Futures (XAZH2) 3641538920 /
33910		339103176029250
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 171650183660 /
159640		159640149340137320
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 172180184190 /
160170		160170149870137850
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 172430184440 /
160420		160420150120138100
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 172680184690 /
160670		160670150370138350
E-mini Consumer Discretionary Select Sector Futures (XAYH2) 172940184950 /
160930		160930150630138610
E-mini Consumer Staples Select Sector Futures (XAPH1) 6575070370 /
61130		611305717052540
E-mini Consumer Staples Select Sector Futures (XAPM1) 6591070530 /
61290		612905733052700
E-mini Consumer Staples Select Sector Futures (XAPU1) 6581070430 /
61190		611905723052600
E-mini Consumer Staples Select Sector Futures (XAPZ1) 6571070330 /
61090		610905713052500
E-mini Consumer Staples Select Sector Futures (XAPH2) 6561070230 /
60990		609905703052400
E-mini Energy Select Sector Futures (XAEH1) 4542048630 /
42210		422103946036250
E-mini Energy Select Sector Futures (XAEM1) 4582049030 /
42610		426103986036650
E-mini Energy Select Sector Futures (XAEU1) 4578048990 /
42570		425703982036610
E-mini Energy Select Sector Futures (XAEZ1) 4575048960 /
42540		425403979036580
E-mini Energy Select Sector Futures (XAEH2) 4571048920 /
42500		425003975036540
E-mini Financial Select Sector Futures (XAFH1) 3797040630 /
35310		353103303030370
E-mini Financial Select Sector Futures (XAFM1) 3818040840 /
35520		355203324030580
E-mini Financial Select Sector Futures (XAFU1) 3827040930 /
35610		356103333030670
E-mini Financial Select Sector Futures (XAFZ1) 3835041010 /
35690		356903341030750
E-mini Financial Select Sector Futures (XAFH2) 3844041100 /
35780		357803350030840
E-mini FTSE Emerging Index Futures (EIH1) 6813072910 /
63350		633505924054460
E-mini FTSE Emerging Index Futures (EIM1) 6766072440 /
62880		628805877053990
E-mini FTSE Emerging Index Futures (EIU1) 6720071980 /
62420		624205831053530
E-mini FTSE Emerging Index Futures (EIZ1) 6673071510 /
61950		619505784053060
E-mini FTSE Emerging Index Futures (EIH2) 6626071040 /
61480		614805737052590
E-mini Health Care Select Sector Futures (XAVH1) 119650128030 /
111270		11127010408095690
E-mini Health Care Select Sector Futures (XAVM1) 119820128200 /
111440		11144010425095860
E-mini Health Care Select Sector Futures (XAVU1) 119810128190 /
111430		11143010424095850
E-mini Health Care Select Sector Futures (XAVZ1) 119790128170 /
111410		11141010422095830
E-mini Health Care Select Sector Futures (XAVH2) 119780128160 /
111400		11140010421095820
E-mini Industrial Select Sector Futures (XAIH1) 9014096460 /
83820		838207840072070
E-mini Industrial Select Sector Futures (XAIM1) 9063096950 /
84310		843107889072560
E-mini Industrial Select Sector Futures (XAIU1) 9079097110 /
84470		844707905072720
E-mini Industrial Select Sector Futures (XAIZ1) 9094097260 /
84620		846207920072870
E-mini Industrial Select Sector Futures (XAIH2) 9110097420 /
84780		847807936073030
E-mini IPOX 100 U.S. Index Futures (IPOH1) 569300609100 /
529500		529500495300455500
E-mini IPOX 100 U.S. Index Futures (IPOM1) 569100608900 /
529300		529300495100455300
E-mini IPOX 100 U.S. Index Futures (IPOU1) 568900608700 /
529100		529100494900455100
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 568700608500 /
528900		528900494700454900
E-mini IPOX 100 U.S. Index Futures (IPOH2) 568500608300 /
528700		528700494500454700
E-mini Materials Select Sector Futures (XABH1) 8023085850 /
74610		746106978064150
E-mini Materials Select Sector Futures (XABM1) 8050086120 /
74880		748807005064420
E-mini Materials Select Sector Futures (XABU1) 8053086150 /
74910		749107008064450
E-mini Materials Select Sector Futures (XABZ1) 8057086190 /
74950		749507012064490
E-mini Materials Select Sector Futures (XABH2) 8060086220 /
74980		749807015064520
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 518980555310 /
482650		482650451510415170
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 524410560740 /
488080		488080456940420600
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 527600563930 /
491270		491270460130423790
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 530780567110 /
494450		494450463310426970
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH2) 533970570300 /
497640		497640466500430160
E-mini Nasdaq Composite Futures (QCNH1) 13452501439450 /
1251050		125105011703501076150
E-mini Nasdaq Composite Futures (QCNM1) 13432501437450 /
1249050		124905011683501074150
E-mini Real Estate Select Sector Futures (XARH1) 1789019145 /
16635		166351556014300
E-mini Real Estate Select Sector Futures (XARM1) 1783019085 /
16575		165751550014240
E-mini Real Estate Select Sector Futures (XARU1) 1775019005 /
16495		164951542014160
E-mini Real Estate Select Sector Futures (XARZ1) 1767018925 /
16415		164151534014080
E-mini Real Estate Select Sector Futures (XARH2) 1759018845 /
16335		163351526014000
E-mini Russell 1000 Growth Index Futures (RSGH1) 247920265270 /
230570		230570215690198330
E-mini Russell 1000 Growth Index Futures (RSGM1) 246970264320 /
229620		229620214740197380
E-mini Russell 1000 Growth Index Futures (RSGU1) 246290263640 /
228940		228940214060196700
E-mini Russell 1000 Growth Index Futures (RSGZ1) 245610262960 /
228260		228260213380196020
E-mini Russell 1000 Growth Index Futures (RSGH2) 244930262280 /
227580		227580212700195340
E-mini Russell 1000 Index Futures (RS1H1) 217960233230 /
202690		202690189600174320
E-mini Russell 1000 Index Futures (RS1M1) 217030232300 /
201760		201760188670173390
E-mini Russell 1000 Index Futures (RS1U1) 216240231510 /
200970		200970187880172600
E-mini Russell 1000 Index Futures (RS1Z1) 215450230720 /
200180		200180187090171810
E-mini Russell 1000 Index Futures (RS1H2) 214660229930 /
199390		199390186300171020
E-mini Russell 1000 Value Index Futures (RSVH1) 139600149390 /
129810		129810121410111620
E-mini Russell 1000 Value Index Futures (RSVM1) 138990148780 /
129200		129200120800111010
E-mini Russell 1000 Value Index Futures (RSVU1) 138360148150 /
128570		128570120170110380
E-mini Russell 1000 Value Index Futures (RSVZ1) 137730147520 /
127940		127940119540109750
E-mini Russell 1000 Value Index Futures (RSVH2) 137100146890 /
127310		127310118910109120
E-mini Russell 2000 Growth Index Futures (R2GH1) 160040171220 /
148860		148860139280128100
E-mini Russell 2000 Growth Index Futures (R2GM1) 160510171690 /
149330		149330139750128570
E-mini Russell 2000 Growth Index Futures (R2GU1) 160980172160 /
149800		149800140220129040
E-mini Russell 2000 Growth Index Futures (R2GZ1) 161440172620 /
150260		150260140680129500
E-mini Russell 2000 Growth Index Futures (R2GH2) 161910173090 /
150730		150730141150129970
E-mini Russell 2000 Index Futures (RTYH1) 215760230880 /
200640		200640187680172550
E-mini Russell 2000 Index Futures (RTYM1) 215320230440 /
200200		200200187240172110
E-mini Russell 2000 Index Futures (RTYU1) 214880230000 /
199760		199760186800171670
E-mini Russell 2000 Index Futures (RTYZ1) 214420229540 /
199300		199300186340171210
E-mini Russell 2000 Index Futures (RTYH2) 213960229080 /
198840		198840185880170750
E-mini Russell 2000 Value Index Futures (R2VH1) 215340230390 /
200290		200290187390172330
E-mini Russell 2000 Value Index Futures (R2VM1) 215750230800 /
200700		200700187800172740
E-mini Russell 2000 Value Index Futures (R2VU1) 216160231210 /
201110		201110188210173150
E-mini Russell 2000 Value Index Futures (R2VZ1) 216570231620 /
201520		201520188620173560
E-mini Russell 2000 Value Index Futures (R2VH2) 216980232030 /
201930		201930189030173970
E-mini S&P 600 SmallCap Futures (SMCH1) 123040131640 /
114440		11444010706098450
E-mini S&P 600 SmallCap Futures (SMCM1) 123120131720 /
114520		11452010714098530
E-mini S&P 600 SmallCap Futures (SMCU1) 123200131800 /
114600		11460010722098610
E-mini S&P 600 SmallCap Futures (SMCZ1) 123270131870 /
114670		11467010729098680
E-mini S&P 600 SmallCap Futures (SMCH2) 123350131950 /
114750		11475010737098760
E-mini S&P MidCap 400 Futures (EMDH1) 246650263930 /
229370		229370214560197270
E-mini S&P MidCap 400 Futures (EMDM1) 247700264980 /
230420		230420215610198320
E-mini S&P MidCap 400 Futures (EMDU1) 248180265460 /
230900		230900216090198800
E-mini S&P MidCap 400 Futures (EMDZ1) 248660265940 /
231380		231380216570199280
E-mini S&P MidCap 400 Futures (EMDH2) 249140266420 /
231860		231860217050199760
E-mini Technology Select Sector Futures (XAKH1) 132600141880 /
123320		123320115360106070
E-mini Technology Select Sector Futures (XAKM1) 133120142400 /
123840		123840115880106590
E-mini Technology Select Sector Futures (XAKU1) 133390142670 /
124110		124110116150106860
E-mini Technology Select Sector Futures (XAKZ1) 133650142930 /
124370		124370116410107120
E-mini Technology Select Sector Futures (XAKH2) 133920143200 /
124640		124640116680107390
E-mini Utilities Select Sector Futures (XAUH1) 6362068100 /
59140		591405530050820
E-mini Utilities Select Sector Futures (XAUM1) 6370068180 /
59220		592205538050900
E-mini Utilities Select Sector Futures (XAUU1) 6349067970 /
59010		590105517050690
E-mini Utilities Select Sector Futures (XAUZ1) 6328067760 /
58800		588005496050480
E-mini Utilities Select Sector Futures (XAUH2) 6307067550 /
58590		585905475050270
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 3109633279 /
28913		289132704224859
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 3098133164 /
28798		287982692724744
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 3092833111 /
28745		287452687424691
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ1) 3082433007 /
28641		286412677024587
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 13294001422475 /
1236325		123632511565501063475
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 13280501421125 /
1234975		123497511552001062125
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 13275251420600 /
1234450		123445011546751061600
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 13264251419500 /
1233350		123335011535751060500
Micro E-mini Nasdaq-100 Index Futures (MNQH2) 13253251418400 /
1232250		123225011524751059400
Micro E-mini Russell 2000 Index Futures (M2KH1) 215760230880 /
200640		200640187680172550
Micro E-mini Russell 2000 Index Futures (M2KM1) 215320230440 /
200200		200200187240172110
Micro E-mini Russell 2000 Index Futures (M2KU1) 214880230000 /
199760		199760186800171670
Micro E-mini Russell 2000 Index Futures (M2KZ1) 214420229540 /
199300		199300186340171210
Micro E-mini Russell 2000 Index Futures (M2KH2) 213960229080 /
198840		198840185880170750
Micro E-mini S&P 500 Index Futures (MESH1) 384500411450 /
357550		357550334450307500
Micro E-mini S&P 500 Index Futures (MESM1) 383500410450 /
356550		356550333450306500
Micro E-mini S&P 500 Index Futures (MESU1) 382450409400 /
355500		355500332400305450
Micro E-mini S&P 500 Index Futures (MESZ1) 381000407950 /
354050		354050330950304000
Micro E-mini S&P 500 Index Futures (MESH2) 379600406550 /
352650		352650329550302600
S&P 500 Futures (SPH1) 384500411450 /
357550		357550334450307500
S&P 500 Futures (SPM1) 383500410450 /
356550		356550333450306500
S&P 500 Futures (SPU1) 382450409400 /
355500		355500332400305450
S&P 500 Futures (SPZ1) 381000407950 /
354050		354050330950304000
S&P 500 Futures (SPH2) 379600406550 /
352650		352650329550302600
S&P 500 Futures (SPM2) 378350405300 /
351400		351400328300301350
S&P 500 Futures (SPU2) 377100404050 /
350150		350150327050300100
S&P 500 Futures (SPZ2) 375850402800 /
348900		348900325800298850
S&P 500 Futures (SPZ3) 370850397800 /
343900		343900320800293850
S&P 500 Futures (SPZ4) 365750392700 /
338800		338800315700288750
S&P 500 Futures (SPZ5) 360750387700 /
333800		333800310700283750
S&P 500 Growth Futures (SGH1) 263060281490 /
244630		244630228820210390
S&P 500 Growth Futures (SGM1) 262380280810 /
243950		243950228140209710
S&P 500 Value Futures (SUH1) 129890139020 /
120760		120760112940103810
S&P 500 Value Futures (SUM1) 128930138060 /
119800		119800111980102850
S&P MLP Total Return Index Futures (SLPH1) 357900382900 /
332900		332900311300286300
S&P MLP Total Return Index Futures (SLPM1) 357600382600 /
332600		332600311000286000
S&P MLP Total Return Index Futures (SLPU1) 357400382400 /
332400		332400310800285800
S&P MLP Total Return Index Futures (SLPZ1) 357100382100 /
332100		332100310500285500
S&P MLP Total Return Index Futures (SLPH2) 356800381800 /
331800		331800310200285200
As of Trade Date: 01/21/2021

Back to Top

Equity Limits for Nikkei and Topix

ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH1) 2850030450 / 2655031420 / 2558032400 / 24600
E-mini Nikkei 225 - Yen denominated Futures (ENYM1) 2831030260 / 2636031230 / 2539032210 / 24410
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2824030190 / 2629031160 / 2532032140 / 24340
E-mini Nikkei 225 - Yen denominated Futures (ENYZ1) 2784029790 / 2589030760 / 2492031740 / 23940
Nikkei/USD Futures (NKDH1) 2850030450 / 2655031420 / 2558032400 / 24600
Nikkei/USD Futures (NKDM1) 2831030260 / 2636031230 / 2539032210 / 24410
Nikkei/USD Futures (NKDU1) 2824030190 / 2629031160 / 2532032140 / 24340
Nikkei/USD Futures (NKDZ1) 2784029790 / 2589030760 / 2492031740 / 23940
Nikkei/USD Futures (NKDH2) 2770029650 / 2575030620 / 2478031600 / 23800
Nikkei/USD Futures (NKDM2) 2756029510 / 2561030480 / 2464031460 / 23660
Nikkei/USD Futures (NKDU2) 2743029380 / 2548030350 / 2451031330 / 23530
Nikkei/USD Futures (NKDZ2) 2729029240 / 2534030210 / 2437031190 / 23390
Nikkei/USD Futures (NKDH3) 2715029100 / 2520030070 / 2423031050 / 23250
Nikkei/USD Futures (NKDM3) 2702028970 / 2507029940 / 2410030920 / 23120
Nikkei/USD Futures (NKDU3) 2688028830 / 2493029800 / 2396030780 / 22980
Nikkei/USD Futures (NKDZ3) 2674028690 / 2479029660 / 2382030640 / 22840
Nikkei/USD Futures (NKDZ4) 2618028130 / 2423029100 / 2326030080 / 22280
Nikkei/USD Futures (NKDZ5) 2563027580 / 2368028550 / 2271029530 / 21730
Nikkei/USD Futures (NKDZ6) 2508027030 / 2313028000 / 2216028980 / 21180
Nikkei/Yen Futures (NIYG1) 2829030240 / 2634031210 / 2537032190 / 24390
Nikkei/Yen Futures (NIYH1) 2850030450 / 2655031420 / 2558032400 / 24600
Nikkei/Yen Futures (NIYJ1) 2821030160 / 2626031130 / 2529032110 / 24310
Nikkei/Yen Futures (NIYK1) 2816030110 / 2621031080 / 2524032060 / 24260
Nikkei/Yen Futures (NIYM1) 2831030260 / 2636031230 / 2539032210 / 24410
Nikkei/Yen Futures (NIYU1) 2824030190 / 2629031160 / 2532032140 / 24340
Nikkei/Yen Futures (NIYZ1) 2784029790 / 2589030760 / 2492031740 / 23940
Nikkei/Yen Futures (NIYH2) 2770029650 / 2575030620 / 2478031600 / 23800
Nikkei/Yen Futures (NIYM2) 2756029510 / 2561030480 / 2464031460 / 23660
Nikkei/Yen Futures (NIYU2) 2743029380 / 2548030350 / 2451031330 / 23530
Nikkei/Yen Futures (NIYZ2) 2729029240 / 2534030210 / 2437031190 / 23390
Nikkei/Yen Futures (NIYH3) 2715029100 / 2520030070 / 2423031050 / 23250
Nikkei/Yen Futures (NIYM3) 2702028970 / 2507029940 / 2410030920 / 23120
Nikkei/Yen Futures (NIYU3) 2688028830 / 2493029800 / 2396030780 / 22980
Nikkei/Yen Futures (NIYZ3) 2674028690 / 2479029660 / 2382030640 / 22840
Nikkei/Yen Futures (NIYZ4) 2618028130 / 2423029100 / 2326030080 / 22280
Nikkei/Yen Futures (NIYZ5) 2563027580 / 2368028550 / 2271029530 / 21730
Nikkei/Yen Futures (NIYZ6) 2508027030 / 2313028000 / 2216028980 / 21180
Yen Denominated TOPIX Futures (TPYH1) 184800198100 / 171500204750 / 164850211400 / 158200
Yen Denominated TOPIX Futures (TPYM1) 182750196050 / 169450202700 / 162800209350 / 156150
Yen Denominated TOPIX Futures (TPYU1) 180650193950 / 167350200600 / 160700207250 / 154050
Yen Denominated TOPIX Futures (TPYZ1) 178600191900 / 165300198550 / 158650205200 / 152000
Yen Denominated TOPIX Futures (TPYH2) 176500189800 / 163200196450 / 156550203100 / 149900
As of Trade Date: 01/21/2021

Back to Top

Equity Limits for FTSE

ContractsReference Price7% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 669600716750 /
622450
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 663500710650 /
616350
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 657450704600 /
610300
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 651350698500 /
604200
E-mini FTSE 100 Index (GBP) Futures (FT1H2) 645300692450 /
598150
E-mini FTSE China 50 Index Futures (FT5F1) 2343725080 /
21795
E-mini FTSE China 50 Index Futures (FT5G1) 2338025022 /
21737
E-mini FTSE China 50 Index Futures (FT5H1) 2331524957 /
21672
E-mini FTSE China 50 Index Futures (FT5M1) 2313224775 /
21490
E-mini FTSE China 50 Index Futures (FT5U1) 2295024592 /
21307
E-mini FTSE China 50 Index Futures (FT5Z1) 2276524407 /
21122
E-mini FTSE Developed Europe Index Futures (DVEH1) 2626528115 /
24415
E-mini FTSE Developed Europe Index Futures (DVEM1) 2595527805 /
24105
E-mini FTSE Developed Europe Index Futures (DVEU1) 2564527495 /
23795
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2533027180 /
23480
E-mini FTSE Developed Europe Index Futures (DVEH2) 2502026870 /
23170
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 99620106580 /
92660
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 99890106850 /
92930
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 100150107110 /
93190
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 100420107380 /
93460
E-mini USD Denominated FTSE 100 Index Futures (FTUH2) 100680107640 /
93720
As of Trade Date: 01/21/2021

Back to Top

Equity Limits for Ibovespa

ContractsReference Price10% Price Limit up and down
USD-Denominated Ibovespa Index Futures (IBVG1) 120626132685 /
108565
USD-Denominated Ibovespa Index Futures (IBVJ1) 120923133015 /
108835
USD-Denominated Ibovespa Index Futures (IBVM1) 121349133480 /
109215
USD-Denominated Ibovespa Index Futures (IBVQ1) 121967134160 /
109775
As of Trade Date: 01/21/2021

Nasdaq Veles California Water Index

Eurodollar and STIR Futures

How do circuit breakers work in Eurodollar and Fed Funds futures?

  • Limit bid/offer will trigger circuit breaker by lead month contract.
  • A two (2) minute timer (monitoring period) begins after triggering event, future and option groups remain open.
  • At the conclusion of the 2-minute timer:
    • Limit Bid or Offer is true, preopen futures 2 minutes/options 2 minutes 10 seconds and expand limits to next level
    • Limit Bid or Offer is false, expand limits to next level in open trading (no pause)

Circuit Breakers during Regular Trading Hours (RTH) – 7:00 to 16:00 Central

  Eurodollar Fed Funds
  ED ZQ
Level 1 150 bps 150 bps
Level 2 200 bps 200 bps
Level 3 250 bps 250 bps
Level 4 300 bps 300 bps
Level 5 No limit No limit

Circuit Breakers during Extending Trading Hours (ETH) – 17:00 to 7:00 Central

  Eurodollar Fed Funds
  ED ZQ
Level 1 50 bps 50 bps
Level 2 100 bps 100 bps
Level 3 150 bps 150 bps
Level 4 200 bps 200 bps
Level 5 No limit No limit

For more detail, see: https://www.cmegroup.com/rulebook/files/special-price-fluctuation-limits.xlsx

Treasury Futures

How do circuit breakers work in Treasury futures?

Please see Link - https://www.cmegroup.com/education/articles-and-reports/understanding-price-limits-and-circuit-breakers.html

Dynamically Calculated Variant - All Trading Hours

2-Yr Note 3-Yr Note 5-Yr Note 10-Yr Note Ultra 10-Yr 30-Yr Bond Ultra-Bond
TU Z3N FV TY TN US UB
0.75 of 1 point 1.00 point 1.50 points 2.00 points 3.00 points 4.50 points 8.00 points

    Effective as of March 19, 2020 and until further notice, NYMEX increased the dynamic circuit breakers of CL, QM, WS, BZ and all Associated Products. See SER 8566 for additional information.

    Effective as of March 13, 2020 and until further notice, NYMEX increased the dynamic circuit breakers of PA, RB, HO and all Associated Products. See SER 8561 for additional information.

These products use Dynamic Circuit Breakers. Limits update using a variant derived from the prior day’s settlement. DCB FAQs can be found here.

Back to Top

CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2021 CME Group Inc. All rights reserved.

Disclaimer  |  Privacy Policy  |  Cookie Policy  |  Terms of Use  |  Data Terms of Use  |  Modern Slavery Act Transparency Statement  |  Report a Security Concern