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 SER-8600R for amendments to the Daily Price Limit Rule of all Livestock and Dairy Futures Contracts.
For trade date Monday, September 28, 2020, 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 | $35.00 | $70.00 |
| Black Sea Sunflower Oil Financially Settled (Platts) Futures | $145.00 | N/A |
| Black Sea Wheat Financially Settled (Platts) Futures | $40.00 | $80.00 |
| 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 | $0.045 | $0.09 |
| KC HRW Wheat & mini-sized KC HRW Wheat | $0.40 | $0.80 |
| Lean Hog | $0.03 | $0.06 |
| Live Cattle | $0.03 | $0.06 |
| Lumber | $29.00 | $58.00 |
| MGEX Wheat and MGEX Wheat Options | $0.60 | $1.20 |
| $0.04 | $0.08 | |
| Oats | $0.20 | $0.40 |
| Rough Rice | $0.95 | $1.90 |
| Soybean Crush | $1.26 |
N/A |
| Soybean Meal | $20.00 | $40.00 |
| Soybean Oil | $0.020 | $0.040 |
| Soybeans & mini-sized Soybeans | $0.60 | $1.20 |
* Note expansion changes in bold text
Expanded Price Limits
See SER-8590 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 | $52.50 |
| Black Sea Sunflower Oil Financially Settled (Platts) Futures | $220.00 |
| Black Sea Wheat Financially Settled (Platts) Futures | $60.00 |
| 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 | $0.0675 |
| KC HRW Wheat | $0.60 |
| Lean Hog | $0.045 |
| Live Cattle | $0.045 |
| Lumber | $29.00 |
| Non Fat Dry Milk | $0.08 |
| Oats | $0.30 |
| Rough Rice | $1.50 |
| Soybean Crush | $1.89 |
| Soybean Meal | $30.00 |
| Soybean Oil | $0.030 |
| Soybeans | $.90 |
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.
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.
- 5% 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 5% 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
| Contracts | Reference Price | 5% Price Limit (Overnight Hours) & 5:00 p.m. to 8:30 a.m. up and down | 7% Price Limit Down only | 13% Price Limit Down only | 20% Price Limit Down only |
|---|---|---|---|---|---|
| E-mini S&P 500 Futures (ESZ0) | 328800 | 345250 / 312350 | 305750 | 285950 | 262850 |
| E-mini S&P 500 ESG Index Futures (ESGZ0) | 28182 | 29594 / 26770 | 26204 | 24508 | 22528 |
| E-mini S&P 500 Futures (ESH1) | 327900 | 344350 / 311450 | 304850 | 285050 | 261950 |
| E-mini S&P 500 ESG Index Futures (ESGH1) | 28314 | 29726 / 26902 | 26336 | 24640 | 22660 |
| E-mini S&P 500 Futures (ESM1) | 326800 | 343250 / 310350 | 303750 | 283950 | 260850 |
| E-mini S&P 500 ESG Index Futures (ESGM1) | 28330 | 29742 / 26918 | 26352 | 24656 | 22676 |
| E-mini S&P 500 Futures (ESU1) | 325700 | 342150 / 309250 | 302650 | 282850 | 259750 |
| E-mini S&P 500 ESG Index Futures (ESGU1) | 28348 | 29760 / 26936 | 26370 | 24674 | 22694 |
| E-mini S&P 500 Futures (ESZ1) | 324650 | 341100 / 308200 | 301600 | 281800 | 258700 |
| E-mini S&P 500 ESG Index Futures (ESGZ1) | 28364 | 29776 / 26952 | 26386 | 24690 | 22710 |
| E-mini Nasdaq-100 Futures (NQZ0) | 1113650 | 1169400 / 1057900 | 1035600 | 968700 | 890650 |
| E-mini Nasdaq-100 Futures (NQH1) | 1112775 | 1168525 / 1057025 | 1034725 | 967825 | 889775 |
| E-mini Nasdaq-100 Futures (NQM1) | 1112650 | 1168400 / 1056900 | 1034600 | 967700 | 889650 |
| E-mini Nasdaq-100 Futures (NQU1) | 1111725 | 1167475 / 1055975 | 1033675 | 966775 | 888725 |
| E-mini Nasdaq-100 Futures (NQZ1) | 1110800 | 1166550 / 1055050 | 1032750 | 965850 | 887800 |
| E-mini Dow ($5) Futures (YMZ0) | 27057 | 28415 / 25699 | 25155 | 23525 | 21623 |
| E-mini Dow ($5) Futures (YMH1) | 26961 | 28319 / 25603 | 25059 | 23429 | 21527 |
| E-mini Dow ($5) Futures (YMM1) | 26918 | 28276 / 25560 | 25016 | 23386 | 21484 |
| E-mini Dow ($5) Futures (YMU1) | 26827 | 28185 / 25469 | 24925 | 23295 | 21393 |
| Dow Jones Real Estate Futures (JRZ0) | 3082 | 3237 / 2927 | 2865 | 2679 | 2462 |
| Dow Jones Real Estate Futures (JRH1) | 3075 | 3230 / 2920 | 2858 | 2672 | 2455 |
| Dow Jones Real Estate Futures (JRM1) | 3059 | 3214 / 2904 | 2842 | 2656 | 2439 |
| Dow Jones Real Estate Futures (JRU1) | 3044 | 3199 / 2889 | 2827 | 2641 | 2424 |
| E-mini Communication Services Select Sector Futures (XAZZ0) | 30605 | 32135 / 29075 | 28460 | 26625 | 24480 |
| E-mini Communication Services Select Sector Futures (XAZH1) | 30850 | 32380 / 29320 | 28705 | 26870 | 24725 |
| E-mini Communication Services Select Sector Futures (XAZM1) | 30950 | 32480 / 29420 | 28805 | 26970 | 24825 |
| E-mini Communication Services Select Sector Futures (XAZU1) | 31055 | 32585 / 29525 | 28910 | 27075 | 24930 |
| E-mini Communication Services Select Sector Futures (XAZZ1) | 31155 | 32685 / 29625 | 29010 | 27175 | 25030 |
| E-mini Consumer Discretionary Select Sector Futures (XAYZ0) | 145230 | 152490 / 137970 | 135060 | 126330 | 116160 |
| E-mini Consumer Discretionary Select Sector Futures (XAYH1) | 145870 | 153130 / 138610 | 135700 | 126970 | 116800 |
| E-mini Consumer Discretionary Select Sector Futures (XAYM1) | 146090 | 153350 / 138830 | 135920 | 127190 | 117020 |
| E-mini Consumer Discretionary Select Sector Futures (XAYU1) | 146300 | 153560 / 139040 | 136130 | 127400 | 117230 |
| E-mini Consumer Discretionary Select Sector Futures (XAYZ1) | 146510 | 153770 / 139250 | 136340 | 127610 | 117440 |
| E-mini Consumer Staples Select Sector Futures (XAPZ0) | 63200 | 66370 / 60030 | 58760 | 54950 | 50500 |
| E-mini Consumer Staples Select Sector Futures (XAPH1) | 63320 | 66490 / 60150 | 58880 | 55070 | 50620 |
| E-mini Consumer Staples Select Sector Futures (XAPM1) | 63230 | 66400 / 60060 | 58790 | 54980 | 50530 |
| E-mini Consumer Staples Select Sector Futures (XAPU1) | 63130 | 66300 / 59960 | 58690 | 54880 | 50430 |
| E-mini Consumer Staples Select Sector Futures (XAPZ1) | 63030 | 66200 / 59860 | 58590 | 54780 | 50330 |
| E-mini Energy Select Sector Futures (XAEZ0) | 31170 | 32750 / 29590 | 28960 | 27060 | 24840 |
| E-mini Energy Select Sector Futures (XAEH1) | 31640 | 33220 / 30060 | 29430 | 27530 | 25310 |
| E-mini Energy Select Sector Futures (XAEM1) | 31610 | 33190 / 30030 | 29400 | 27500 | 25280 |
| E-mini Energy Select Sector Futures (XAEU1) | 31590 | 33170 / 30010 | 29380 | 27480 | 25260 |
| E-mini Energy Select Sector Futures (XAEZ1) | 31560 | 33140 / 29980 | 29350 | 27450 | 25230 |
| E-mini Financial Select Sector Futures (XAFZ0) | 28860 | 30300 / 27420 | 26840 | 25100 | 23070 |
| E-mini Financial Select Sector Futures (XAFH1) | 29130 | 30570 / 27690 | 27110 | 25370 | 23340 |
| E-mini Financial Select Sector Futures (XAFM1) | 29190 | 30630 / 27750 | 27170 | 25430 | 23400 |
| E-mini Financial Select Sector Futures (XAFU1) | 29260 | 30700 / 27820 | 27240 | 25500 | 23470 |
| E-mini Financial Select Sector Futures (XAFZ1) | 29320 | 30760 / 27880 | 27300 | 25560 | 23530 |
| E-mini FTSE Emerging Index Futures (EIZ0) | 52580 | 55200 / 49960 | 48900 | 45750 | 42070 |
| E-mini FTSE Emerging Index Futures (EIH1) | 51910 | 54530 / 49290 | 48230 | 45080 | 41400 |
| E-mini FTSE Emerging Index Futures (EIM1) | 51550 | 54170 / 48930 | 47870 | 44720 | 41040 |
| E-mini FTSE Emerging Index Futures (EIU1) | 51190 | 53810 / 48570 | 47510 | 44360 | 40680 |
| E-mini FTSE Emerging Index Futures (EIZ1) | 50830 | 53450 / 48210 | 47150 | 44000 | 40320 |
| E-mini Health Care Select Sector Futures (XAVZ0) | 103850 | 109060 / 98640 | 96560 | 90310 | 83010 |
| E-mini Health Care Select Sector Futures (XAVH1) | 104200 | 109410 / 98990 | 96910 | 90660 | 83360 |
| E-mini Health Care Select Sector Futures (XAVM1) | 104190 | 109400 / 98980 | 96900 | 90650 | 83350 |
| E-mini Health Care Select Sector Futures (XAVU1) | 104170 | 109380 / 98960 | 96880 | 90630 | 83330 |
| E-mini Health Care Select Sector Futures (XAVZ1) | 104160 | 109370 / 98950 | 96870 | 90620 | 83320 |
| E-mini Industrial Select Sector Futures (XAIZ0) | 76790 | 80640 / 72940 | 71400 | 66780 | 61390 |
| E-mini Industrial Select Sector Futures (XAIH1) | 77340 | 81190 / 73490 | 71950 | 67330 | 61940 |
| E-mini Industrial Select Sector Futures (XAIM1) | 77470 | 81320 / 73620 | 72080 | 67460 | 62070 |
| E-mini Industrial Select Sector Futures (XAIU1) | 77600 | 81450 / 73750 | 72210 | 67590 | 62200 |
| E-mini Industrial Select Sector Futures (XAIZ1) | 77740 | 81590 / 73890 | 72350 | 67730 | 62340 |
| E-mini IPOX 100 U.S. Index Futures (IPOZ0) | 420200 | 441200 / 399200 | 390800 | 365600 | 336200 |
| E-mini IPOX 100 U.S. Index Futures (IPOH1) | 420100 | 441100 / 399100 | 390700 | 365500 | 336100 |
| E-mini IPOX 100 U.S. Index Futures (IPOM1) | 419900 | 440900 / 398900 | 390500 | 365300 | 335900 |
| E-mini IPOX 100 U.S. Index Futures (IPOU1) | 419800 | 440800 / 398800 | 390400 | 365200 | 335800 |
| E-mini IPOX 100 U.S. Index Futures (IPOZ1) | 419700 | 440700 / 398700 | 390300 | 365100 | 335700 |
| E-mini Materials Select Sector Futures (XABZ0) | 65890 | 69190 / 62590 | 61260 | 57290 | 52660 |
| E-mini Materials Select Sector Futures (XABH1) | 66220 | 69520 / 62920 | 61590 | 57620 | 52990 |
| E-mini Materials Select Sector Futures (XABM1) | 66250 | 69550 / 62950 | 61620 | 57650 | 53020 |
| E-mini Materials Select Sector Futures (XABU1) | 66270 | 69570 / 62970 | 61640 | 57670 | 53040 |
| E-mini Materials Select Sector Futures (XABZ1) | 66300 | 69600 / 63000 | 61670 | 57700 | 53070 |
| E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ0) | 419260 | 440250 / 398270 | 389880 | 364690 | 335300 |
| E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) | 424750 | 445740 / 403760 | 395370 | 370180 | 340790 |
| E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) | 427320 | 448310 / 406330 | 397940 | 372750 | 343360 |
| E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) | 429900 | 450890 / 408910 | 400520 | 375330 | 345940 |
| E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) | 432470 | 453460 / 411480 | 403090 | 377900 | 348510 |
| E-mini Nasdaq Composite Futures (QCNZ0) | 1090050 | 1144600 / 1035500 | 1013700 | 948200 | 871800 |
| E-mini Nasdaq Composite Futures (QCNH1) | 1088450 | 1143000 / 1033900 | 1012100 | 946600 | 870200 |
| E-mini Real Estate Select Sector Futures (XARZ0) | 16740 | 17580 / 15900 | 15565 | 14555 | 13375 |
| E-mini Real Estate Select Sector Futures (XARH1) | 16695 | 17535 / 15855 | 15520 | 14510 | 13330 |
| E-mini Real Estate Select Sector Futures (XARM1) | 16615 | 17455 / 15775 | 15440 | 14430 | 13250 |
| E-mini Real Estate Select Sector Futures (XARU1) | 16540 | 17380 / 15700 | 15365 | 14355 | 13175 |
| E-mini Real Estate Select Sector Futures (XARZ1) | 16465 | 17305 / 15625 | 15290 | 14280 | 13100 |
| E-mini Russell 1000 Growth Index Futures (RSGZ0) | 213280 | 223950 / 202610 | 198340 | 185520 | 170570 |
| E-mini Russell 1000 Growth Index Futures (RSGH1) | 212500 | 223170 / 201830 | 197560 | 184740 | 169790 |
| E-mini Russell 1000 Growth Index Futures (RSGM1) | 211910 | 222580 / 201240 | 196970 | 184150 | 169200 |
| E-mini Russell 1000 Growth Index Futures (RSGU1) | 211320 | 221990 / 200650 | 196380 | 183560 | 168610 |
| E-mini Russell 1000 Growth Index Futures (RSGZ1) | 210740 | 221410 / 200070 | 195800 | 182980 | 168030 |
| E-mini Russell 1000 Index Futures (RS1Z0) | 183080 | 192260 / 173900 | 170230 | 159210 | 146360 |
| E-mini Russell 1000 Index Futures (RS1H1) | 182430 | 191610 / 173250 | 169580 | 158560 | 145710 |
| E-mini Russell 1000 Index Futures (RS1M1) | 181770 | 190950 / 172590 | 168920 | 157900 | 145050 |
| E-mini Russell 1000 Index Futures (RS1U1) | 181100 | 190280 / 171920 | 168250 | 157230 | 144380 |
| E-mini Russell 1000 Index Futures (RS1Z1) | 180440 | 189620 / 171260 | 167590 | 156570 | 143720 |
| E-mini Russell 1000 Value Index Futures (RSVZ0) | 114310 | 120050 / 108570 | 106270 | 99380 | 91340 |
| E-mini Russell 1000 Value Index Futures (RSVH1) | 113920 | 119660 / 108180 | 105880 | 98990 | 90950 |
| E-mini Russell 1000 Value Index Futures (RSVM1) | 113410 | 119150 / 107670 | 105370 | 98480 | 90440 |
| E-mini Russell 1000 Value Index Futures (RSVU1) | 112890 | 118630 / 107150 | 104850 | 97960 | 89920 |
| E-mini Russell 1000 Value Index Futures (RSVZ1) | 112380 | 118120 / 106640 | 104340 | 97450 | 89410 |
| E-mini Russell 2000 Growth Index Futures (R2GZ0) | 110370 | 115870 / 104870 | 102670 | 96060 | 88360 |
| E-mini Russell 2000 Growth Index Futures (R2GH1) | 110690 | 116190 / 105190 | 102990 | 96380 | 88680 |
| E-mini Russell 2000 Growth Index Futures (R2GM1) | 111010 | 116510 / 105510 | 103310 | 96700 | 89000 |
| E-mini Russell 2000 Growth Index Futures (R2GU1) | 111330 | 116830 / 105830 | 103630 | 97020 | 89320 |
| E-mini Russell 2000 Growth Index Futures (R2GZ1) | 111660 | 117160 / 106160 | 103960 | 97350 | 89650 |
| E-mini Russell 2000 Index Futures (RTYZ0) | 146980 | 154350 / 139610 | 136660 | 127810 | 117490 |
| E-mini Russell 2000 Index Futures (RTYH1) | 146650 | 154020 / 139280 | 136330 | 127480 | 117160 |
| E-mini Russell 2000 Index Futures (RTYM1) | 146470 | 153840 / 139100 | 136150 | 127300 | 116980 |
| E-mini Russell 2000 Index Futures (RTYU1) | 146130 | 153500 / 138760 | 135810 | 126960 | 116640 |
| E-mini Russell 2000 Index Futures (RTYZ1) | 145780 | 153150 / 138410 | 135460 | 126610 | 116290 |
| E-mini Russell 2000 Value Index Futures (R2VZ0) | 145490 | 152750 / 138230 | 135330 | 126620 | 116450 |
| E-mini Russell 2000 Value Index Futures (R2VH1) | 145770 | 153030 / 138510 | 135610 | 126900 | 116730 |
| E-mini Russell 2000 Value Index Futures (R2VM1) | 146050 | 153310 / 138790 | 135890 | 127180 | 117010 |
| E-mini Russell 2000 Value Index Futures (R2VU1) | 146330 | 153590 / 139070 | 136170 | 127460 | 117290 |
| E-mini Russell 2000 Value Index Futures (R2VZ1) | 146600 | 153860 / 139340 | 136440 | 127730 | 117560 |
| E-mini S&P 600 SmallCap Futures (SMCZ0) | 83550 | 87720 / 79380 | 77710 | 72700 | 66860 |
| E-mini S&P 600 SmallCap Futures (SMCH1) | 83610 | 87780 / 79440 | 77770 | 72760 | 66920 |
| E-mini S&P 600 SmallCap Futures (SMCM1) | 83660 | 87830 / 79490 | 77820 | 72810 | 66970 |
| E-mini S&P 600 SmallCap Futures (SMCU1) | 83720 | 87890 / 79550 | 77880 | 72870 | 67030 |
| E-mini S&P 600 SmallCap Futures (SMCZ1) | 83770 | 87940 / 79600 | 77930 | 72920 | 67080 |
| E-mini S&P MidCap 400 Futures (EMDZ0) | 181170 | 190250 / 172090 | 168450 | 157550 | 144830 |
| E-mini S&P MidCap 400 Futures (EMDH1) | 180970 | 190050 / 171890 | 168250 | 157350 | 144630 |
| E-mini S&P MidCap 400 Futures (EMDM1) | 181160 | 190240 / 172080 | 168440 | 157540 | 144820 |
| E-mini S&P MidCap 400 Futures (EMDU1) | 181160 | 190240 / 172080 | 168440 | 157540 | 144820 |
| E-mini S&P MidCap 400 Futures (EMDZ1) | 183540 | 192620 / 174460 | 170820 | 159920 | 147200 |
| E-mini Technology Select Sector Futures (XAKZ0) | 114620 | 120360 / 108880 | 106590 | 99700 | 91660 |
| E-mini Technology Select Sector Futures (XAKH1) | 115270 | 121010 / 109530 | 107240 | 100350 | 92310 |
| E-mini Technology Select Sector Futures (XAKM1) | 115500 | 121240 / 109760 | 107470 | 100580 | 92540 |
| E-mini Technology Select Sector Futures (XAKU1) | 115730 | 121470 / 109990 | 107700 | 100810 | 92770 |
| E-mini Technology Select Sector Futures (XAKZ1) | 115960 | 121700 / 110220 | 107930 | 101040 | 93000 |
| E-mini Utilities Select Sector Futures (XAUZ0) | 59120 | 62090 / 56150 | 54960 | 51390 | 47220 |
| E-mini Utilities Select Sector Futures (XAUH1) | 59150 | 62120 / 56180 | 54990 | 51420 | 47250 |
| E-mini Utilities Select Sector Futures (XAUM1) | 58950 | 61920 / 55980 | 54790 | 51220 | 47050 |
| E-mini Utilities Select Sector Futures (XAUU1) | 58760 | 61730 / 55790 | 54600 | 51030 | 46860 |
| E-mini Utilities Select Sector Futures (XAUZ1) | 58560 | 61530 / 55590 | 54400 | 50830 | 46660 |
| Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ0) | 27057 | 28415 / 25699 | 25155 | 23525 | 21623 |
| Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) | 26961 | 28319 / 25603 | 25059 | 23429 | 21527 |
| Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) | 26918 | 28276 / 25560 | 25016 | 23386 | 21484 |
| Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) | 26827 | 28185 / 25469 | 24925 | 23295 | 21393 |
| Micro E-mini Nasdaq-100 Index Futures (MNQZ0) | 1113650 | 1169400 / 1057900 | 1035600 | 968700 | 890650 |
| Micro E-mini Nasdaq-100 Index Futures (MNQH1) | 1112775 | 1168525 / 1057025 | 1034725 | 967825 | 889775 |
| Micro E-mini Nasdaq-100 Index Futures (MNQM1) | 1112650 | 1168400 / 1056900 | 1034600 | 967700 | 889650 |
| Micro E-mini Nasdaq-100 Index Futures (MNQU1) | 1111725 | 1167475 / 1055975 | 1033675 | 966775 | 888725 |
| Micro E-mini Nasdaq-100 Index Futures (MNQZ1) | 1110800 | 1166550 / 1055050 | 1032750 | 965850 | 887800 |
| Micro E-mini Russell 2000 Index Futures (M2KZ0) | 146980 | 154350 / 139610 | 136660 | 127810 | 117490 |
| Micro E-mini Russell 2000 Index Futures (M2KH1) | 146650 | 154020 / 139280 | 136330 | 127480 | 117160 |
| Micro E-mini Russell 2000 Index Futures (M2KM1) | 146470 | 153840 / 139100 | 136150 | 127300 | 116980 |
| Micro E-mini Russell 2000 Index Futures (M2KU1) | 146130 | 153500 / 138760 | 135810 | 126960 | 116640 |
| Micro E-mini Russell 2000 Index Futures (M2KZ1) | 145780 | 153150 / 138410 | 135460 | 126610 | 116290 |
| Micro E-mini S&P 500 Index Futures (MESZ0) | 328800 | 345250 / 312350 | 305750 | 285950 | 262850 |
| Micro E-mini S&P 500 Index Futures (MESH1) | 327900 | 344350 / 311450 | 304850 | 285050 | 261950 |
| Micro E-mini S&P 500 Index Futures (MESM1) | 326800 | 343250 / 310350 | 303750 | 283950 | 260850 |
| Micro E-mini S&P 500 Index Futures (MESU1) | 325700 | 342150 / 309250 | 302650 | 282850 | 259750 |
| Micro E-mini S&P 500 Index Futures (MESZ1) | 324650 | 341100 / 308200 | 301600 | 281800 | 258700 |
| S&P 500 Futures (SPZ0) | 328800 | 345250 / 312350 | 305750 | 285950 | 262850 |
| S&P 500 Futures (SPH1) | 327900 | 344350 / 311450 | 304850 | 285050 | 261950 |
| S&P 500 Futures (SPM1) | 326800 | 343250 / 310350 | 303750 | 283950 | 260850 |
| S&P 500 Futures (SPU1) | 325700 | 342150 / 309250 | 302650 | 282850 | 259750 |
| S&P 500 Futures (SPZ1) | 324650 | 341100 / 308200 | 301600 | 281800 | 258700 |
| S&P 500 Futures (SPH2) | 323600 | 340050 / 307150 | 300550 | 280750 | 257650 |
| S&P 500 Futures (SPM2) | 322500 | 338950 / 306050 | 299450 | 279650 | 256550 |
| S&P 500 Futures (SPU2) | 321450 | 337900 / 305000 | 298400 | 278600 | 255500 |
| S&P 500 Futures (SPZ2) | 320350 | 336800 / 303900 | 297300 | 277500 | 254400 |
| S&P 500 Futures (SPZ3) | 316100 | 332550 / 299650 | 293050 | 273250 | 250150 |
| S&P 500 Futures (SPZ4) | 311750 | 328200 / 295300 | 288700 | 268900 | 245800 |
| S&P 500 Growth Futures (SGZ0) | 228210 | 239640 / 216780 | 212210 | 198490 | 182480 |
| S&P 500 Growth Futures (SGH1) | 227610 | 239040 / 216180 | 211610 | 197890 | 181880 |
| S&P 500 Value Futures (SUZ0) | 108790 | 114260 / 103320 | 101130 | 94560 | 86900 |
| S&P 500 Value Futures (SUH1) | 107980 | 113450 / 102510 | 100320 | 93750 | 86090 |
| S&P MLP Total Return Index Futures (SLPZ0) | 240000 | 252000 / 228000 | 223200 | 208800 | 192000 |
| S&P MLP Total Return Index Futures (SLPH1) | 239800 | 251800 / 227800 | 223000 | 208600 | 191800 |
| S&P MLP Total Return Index Futures (SLPM1) | 239600 | 251600 / 227600 | 222800 | 208400 | 191600 |
| S&P MLP Total Return Index Futures (SLPU1) | 239400 | 251400 / 227400 | 222600 | 208200 | 191400 |
| S&P MLP Total Return Index Futures (SLPZ1) | 239200 | 251200 / 227200 | 222400 | 208000 | 191200 |
| As of Trade Date: 09/28/2020 |
| Contracts | Reference Price | 8% Price Limit Up / Down | 12% Price Limit Up / Down | 16% Price Limit Up / Down |
|---|---|---|---|---|
| E-mini Nikkei 225 - Yen denominated Futures (ENYZ0) | 23050 | 24860 / 21240 | 25770 / 20330 | 26670 / 19430 |
| E-mini Nikkei 225 - Yen denominated Futures (ENYH1) | 22990 | 24800 / 21180 | 25710 / 20270 | 26610 / 19370 |
| E-mini Nikkei 225 - Yen denominated Futures (ENYM1) | 22850 | 24660 / 21040 | 25570 / 20130 | 26470 / 19230 |
| E-mini Nikkei 225 - Yen denominated Futures (ENYU1) | 22760 | 24570 / 20950 | 25480 / 20040 | 26380 / 19140 |
| Nikkei/USD Futures (NKZ0) | 23050 | 24860 / 21240 | 25770 / 20330 | 26670 / 19430 |
| Nikkei/USD Futures (NKH1) | 22990 | 24800 / 21180 | 25710 / 20270 | 26610 / 19370 |
| Nikkei/USD Futures (NKM1) | 22850 | 24660 / 21040 | 25570 / 20130 | 26470 / 19230 |
| Nikkei/USD Futures (NKU1) | 22760 | 24570 / 20950 | 25480 / 20040 | 26380 / 19140 |
| Nikkei/USD Futures (NKZ1) | 22650 | 24460 / 20840 | 25370 / 19930 | 26270 / 19030 |
| Nikkei/USD Futures (NKH2) | 22540 | 24350 / 20730 | 25260 / 19820 | 26160 / 18920 |
| Nikkei/USD Futures (NKM2) | 22430 | 24240 / 20620 | 25150 / 19710 | 26050 / 18810 |
| Nikkei/USD Futures (NKU2) | 22310 | 24120 / 20500 | 25030 / 19590 | 25930 / 18690 |
| Nikkei/USD Futures (NKZ2) | 22200 | 24010 / 20390 | 24920 / 19480 | 25820 / 18580 |
| Nikkei/USD Futures (NKH3) | 22090 | 23900 / 20280 | 24810 / 19370 | 25710 / 18470 |
| Nikkei/USD Futures (NKM3) | 21980 | 23790 / 20170 | 24700 / 19260 | 25600 / 18360 |
| Nikkei/USD Futures (NKU3) | 21860 | 23670 / 20050 | 24580 / 19140 | 25480 / 18240 |
| Nikkei/USD Futures (NKZ3) | 21750 | 23560 / 19940 | 24470 / 19030 | 25370 / 18130 |
| Nikkei/USD Futures (NKZ4) | 21300 | 23110 / 19490 | 24020 / 18580 | 24920 / 17680 |
| Nikkei/USD Futures (NKZ5) | 20850 | 22660 / 19040 | 23570 / 18130 | 24470 / 17230 |
| Nikkei/Yen Futures (NIYV0) | 23180 | 24990 / 21370 | 25900 / 20460 | 26800 / 19560 |
| Nikkei/Yen Futures (NIYX0) | 23130 | 24940 / 21320 | 25850 / 20410 | 26750 / 19510 |
| Nikkei/Yen Futures (NIYZ0) | 23050 | 24860 / 21240 | 25770 / 20330 | 26670 / 19430 |
| Nikkei/Yen Futures (NIYF1) | 23060 | 24870 / 21250 | 25780 / 20340 | 26680 / 19440 |
| Nikkei/Yen Futures (NIYH1) | 22990 | 24800 / 21180 | 25710 / 20270 | 26610 / 19370 |
| Nikkei/Yen Futures (NIYM1) | 22850 | 24660 / 21040 | 25570 / 20130 | 26470 / 19230 |
| Nikkei/Yen Futures (NIYU1) | 22760 | 24570 / 20950 | 25480 / 20040 | 26380 / 19140 |
| Nikkei/Yen Futures (NIYZ1) | 22650 | 24460 / 20840 | 25370 / 19930 | 26270 / 19030 |
| Nikkei/Yen Futures (NIYH2) | 22540 | 24350 / 20730 | 25260 / 19820 | 26160 / 18920 |
| Nikkei/Yen Futures (NIYM2) | 22430 | 24240 / 20620 | 25150 / 19710 | 26050 / 18810 |
| Nikkei/Yen Futures (NIYU2) | 22310 | 24120 / 20500 | 25030 / 19590 | 25930 / 18690 |
| Nikkei/Yen Futures (NIYZ2) | 22200 | 24010 / 20390 | 24920 / 19480 | 25820 / 18580 |
| Nikkei/Yen Futures (NIYH3) | 22090 | 23900 / 20280 | 24810 / 19370 | 25710 / 18470 |
| Nikkei/Yen Futures (NIYM3) | 21980 | 23790 / 20170 | 24700 / 19260 | 25600 / 18360 |
| Nikkei/Yen Futures (NIYU3) | 21860 | 23670 / 20050 | 24580 / 19140 | 25480 / 18240 |
| Nikkei/Yen Futures (NIYZ3) | 21750 | 23560 / 19940 | 24470 / 19030 | 25370 / 18130 |
| Nikkei/Yen Futures (NIYZ4) | 21300 | 23110 / 19490 | 24020 / 18580 | 24920 / 17680 |
| Nikkei/Yen Futures (NIYZ5) | 20850 | 22660 / 19040 | 23570 / 18130 | 24470 / 17230 |
| Yen Denominated TOPIX Futures (TPYZ0) | 162000 | 174600 / 149400 | 180900 / 143100 | 187200 / 136800 |
| Yen Denominated TOPIX Futures (TPYH1) | 160050 | 172650 / 147450 | 178950 / 141150 | 185250 / 134850 |
| Yen Denominated TOPIX Futures (TPYM1) | 158200 | 170800 / 145600 | 177100 / 139300 | 183400 / 133000 |
| Yen Denominated TOPIX Futures (TPYU1) | 156350 | 168950 / 143750 | 175250 / 137450 | 181550 / 131150 |
| Yen Denominated TOPIX Futures (TPYZ1) | 154500 | 167100 / 141900 | 173400 / 135600 | 179700 / 129300 |
| As of Trade Date: 09/28/2020 |
| Contracts | Reference Price | 5% Price Limit up and down |
|---|---|---|
| E-mini FTSE 100 Index (GBP) Futures (FT1Z0) | 578250 | 607450 / 549050 |
| E-mini FTSE 100 Index (GBP) Futures (FT1H1) | 572950 | 602150 / 543750 |
| E-mini FTSE 100 Index (GBP) Futures (FT1M1) | 567700 | 596900 / 538500 |
| E-mini FTSE 100 Index (GBP) Futures (FT1U1) | 562450 | 591650 / 533250 |
| E-mini FTSE 100 Index (GBP) Futures (FT1Z1) | 557200 | 586400 / 528000 |
| E-mini FTSE China 50 Index Futures (FT5Z0) | 17950 | 18840 / 17060 |
| E-mini FTSE China 50 Index Futures (FT5H1) | 18010 | 18900 / 17120 |
| E-mini FTSE China 50 Index Futures (FT5M1) | 18070 | 18960 / 17180 |
| E-mini FTSE China 50 Index Futures (FT5U1) | 18135 | 19025 / 17245 |
| E-mini FTSE China 50 Index Futures (FT5Z1) | 18195 | 19085 / 17305 |
| E-mini FTSE Developed Europe Index Futures (DVEZ0) | 22570 | 23710 / 21430 |
| E-mini FTSE Developed Europe Index Futures (DVEH1) | 22305 | 23445 / 21165 |
| E-mini FTSE Developed Europe Index Futures (DVEM1) | 22035 | 23175 / 20895 |
| E-mini FTSE Developed Europe Index Futures (DVEU1) | 21765 | 22905 / 20625 |
| E-mini FTSE Developed Europe Index Futures (DVEZ1) | 21495 | 22635 / 20355 |
| E-mini USD Denominated FTSE 100 Index Futures (FTUZ0) | 80360 | 84370 / 76350 |
| E-mini USD Denominated FTSE 100 Index Futures (FTUH1) | 80580 | 84590 / 76570 |
| E-mini USD Denominated FTSE 100 Index Futures (FTUM1) | 80790 | 84800 / 76780 |
| E-mini USD Denominated FTSE 100 Index Futures (FTUU1) | 81010 | 85020 / 77000 |
| E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) | 81220 | 85230 / 77210 |
| USD-Denominated Ibovespa Index Futures (IBVV0) | 97087 | 106795 / 87380 |
| USD-Denominated Ibovespa Index Futures (IBVZ0) | 97369 | 107105 / 87635 |
| USD-Denominated Ibovespa Index Futures (IBVG1) | 97660 | 107425 / 87895 |
| USD-Denominated Ibovespa Index Futures (IBVJ1) | 97978 | 107775 / 88185 |
| As of Trade Date: 09/28/2020 |
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
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 |
© 2020 CME Group Inc. All rights reserved.