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

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

    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

Crude Oil

Refined Products

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

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

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

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

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

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.