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 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
Non Fat Dry Milk $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.

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.
  • 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

Bitcoin

Equity Limits

ContractsReference Price5% 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 (ESZ0) 328800345250 /
312350
305750285950262850
E-mini S&P 500 ESG Index Futures (ESGZ0) 2818229594 /
26770
262042450822528
E-mini S&P 500 Futures (ESH1) 327900344350 /
311450
304850285050261950
E-mini S&P 500 ESG Index Futures (ESGH1) 2831429726 /
26902
263362464022660
E-mini S&P 500 Futures (ESM1) 326800343250 /
310350
303750283950260850
E-mini S&P 500 ESG Index Futures (ESGM1) 2833029742 /
26918
263522465622676
E-mini S&P 500 Futures (ESU1) 325700342150 /
309250
302650282850259750
E-mini S&P 500 ESG Index Futures (ESGU1) 2834829760 /
26936
263702467422694
E-mini S&P 500 Futures (ESZ1) 324650341100 /
308200
301600281800258700
E-mini S&P 500 ESG Index Futures (ESGZ1) 2836429776 /
26952
263862469022710
E-mini Nasdaq-100 Futures (NQZ0) 11136501169400 /
1057900
1035600968700890650
E-mini Nasdaq-100 Futures (NQH1) 11127751168525 /
1057025
1034725967825889775
E-mini Nasdaq-100 Futures (NQM1) 11126501168400 /
1056900
1034600967700889650
E-mini Nasdaq-100 Futures (NQU1) 11117251167475 /
1055975
1033675966775888725
E-mini Nasdaq-100 Futures (NQZ1) 11108001166550 /
1055050
1032750965850887800
E-mini Dow ($5) Futures (YMZ0) 2705728415 /
25699
251552352521623
E-mini Dow ($5) Futures (YMH1) 2696128319 /
25603
250592342921527
E-mini Dow ($5) Futures (YMM1) 2691828276 /
25560
250162338621484
E-mini Dow ($5) Futures (YMU1) 2682728185 /
25469
249252329521393
Dow Jones Real Estate Futures (JRZ0) 30823237 /
2927
286526792462
Dow Jones Real Estate Futures (JRH1) 30753230 /
2920
285826722455
Dow Jones Real Estate Futures (JRM1) 30593214 /
2904
284226562439
Dow Jones Real Estate Futures (JRU1) 30443199 /
2889
282726412424
E-mini Communication Services Select Sector Futures (XAZZ0) 3060532135 /
29075
284602662524480
E-mini Communication Services Select Sector Futures (XAZH1) 3085032380 /
29320
287052687024725
E-mini Communication Services Select Sector Futures (XAZM1) 3095032480 /
29420
288052697024825
E-mini Communication Services Select Sector Futures (XAZU1) 3105532585 /
29525
289102707524930
E-mini Communication Services Select Sector Futures (XAZZ1) 3115532685 /
29625
290102717525030
E-mini Consumer Discretionary Select Sector Futures (XAYZ0) 145230152490 /
137970
135060126330116160
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 145870153130 /
138610
135700126970116800
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 146090153350 /
138830
135920127190117020
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 146300153560 /
139040
136130127400117230
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 146510153770 /
139250
136340127610117440
E-mini Consumer Staples Select Sector Futures (XAPZ0) 6320066370 /
60030
587605495050500
E-mini Consumer Staples Select Sector Futures (XAPH1) 6332066490 /
60150
588805507050620
E-mini Consumer Staples Select Sector Futures (XAPM1) 6323066400 /
60060
587905498050530
E-mini Consumer Staples Select Sector Futures (XAPU1) 6313066300 /
59960
586905488050430
E-mini Consumer Staples Select Sector Futures (XAPZ1) 6303066200 /
59860
585905478050330
E-mini Energy Select Sector Futures (XAEZ0) 3117032750 /
29590
289602706024840
E-mini Energy Select Sector Futures (XAEH1) 3164033220 /
30060
294302753025310
E-mini Energy Select Sector Futures (XAEM1) 3161033190 /
30030
294002750025280
E-mini Energy Select Sector Futures (XAEU1) 3159033170 /
30010
293802748025260
E-mini Energy Select Sector Futures (XAEZ1) 3156033140 /
29980
293502745025230
E-mini Financial Select Sector Futures (XAFZ0) 2886030300 /
27420
268402510023070
E-mini Financial Select Sector Futures (XAFH1) 2913030570 /
27690
271102537023340
E-mini Financial Select Sector Futures (XAFM1) 2919030630 /
27750
271702543023400
E-mini Financial Select Sector Futures (XAFU1) 2926030700 /
27820
272402550023470
E-mini Financial Select Sector Futures (XAFZ1) 2932030760 /
27880
273002556023530
E-mini FTSE Emerging Index Futures (EIZ0) 5258055200 /
49960
489004575042070
E-mini FTSE Emerging Index Futures (EIH1) 5191054530 /
49290
482304508041400
E-mini FTSE Emerging Index Futures (EIM1) 5155054170 /
48930
478704472041040
E-mini FTSE Emerging Index Futures (EIU1) 5119053810 /
48570
475104436040680
E-mini FTSE Emerging Index Futures (EIZ1) 5083053450 /
48210
471504400040320
E-mini Health Care Select Sector Futures (XAVZ0) 103850109060 /
98640
965609031083010
E-mini Health Care Select Sector Futures (XAVH1) 104200109410 /
98990
969109066083360
E-mini Health Care Select Sector Futures (XAVM1) 104190109400 /
98980
969009065083350
E-mini Health Care Select Sector Futures (XAVU1) 104170109380 /
98960
968809063083330
E-mini Health Care Select Sector Futures (XAVZ1) 104160109370 /
98950
968709062083320
E-mini Industrial Select Sector Futures (XAIZ0) 7679080640 /
72940
714006678061390
E-mini Industrial Select Sector Futures (XAIH1) 7734081190 /
73490
719506733061940
E-mini Industrial Select Sector Futures (XAIM1) 7747081320 /
73620
720806746062070
E-mini Industrial Select Sector Futures (XAIU1) 7760081450 /
73750
722106759062200
E-mini Industrial Select Sector Futures (XAIZ1) 7774081590 /
73890
723506773062340
E-mini IPOX 100 U.S. Index Futures (IPOZ0) 420200441200 /
399200
390800365600336200
E-mini IPOX 100 U.S. Index Futures (IPOH1) 420100441100 /
399100
390700365500336100
E-mini IPOX 100 U.S. Index Futures (IPOM1) 419900440900 /
398900
390500365300335900
E-mini IPOX 100 U.S. Index Futures (IPOU1) 419800440800 /
398800
390400365200335800
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 419700440700 /
398700
390300365100335700
E-mini Materials Select Sector Futures (XABZ0) 6589069190 /
62590
612605729052660
E-mini Materials Select Sector Futures (XABH1) 6622069520 /
62920
615905762052990
E-mini Materials Select Sector Futures (XABM1) 6625069550 /
62950
616205765053020
E-mini Materials Select Sector Futures (XABU1) 6627069570 /
62970
616405767053040
E-mini Materials Select Sector Futures (XABZ1) 6630069600 /
63000
616705770053070
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ0) 419260440250 /
398270
389880364690335300
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 424750445740 /
403760
395370370180340790
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 427320448310 /
406330
397940372750343360
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 429900450890 /
408910
400520375330345940
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 432470453460 /
411480
403090377900348510
E-mini Nasdaq Composite Futures (QCNZ0) 10900501144600 /
1035500
1013700948200871800
E-mini Nasdaq Composite Futures (QCNH1) 10884501143000 /
1033900
1012100946600870200
E-mini Real Estate Select Sector Futures (XARZ0) 1674017580 /
15900
155651455513375
E-mini Real Estate Select Sector Futures (XARH1) 1669517535 /
15855
155201451013330
E-mini Real Estate Select Sector Futures (XARM1) 1661517455 /
15775
154401443013250
E-mini Real Estate Select Sector Futures (XARU1) 1654017380 /
15700
153651435513175
E-mini Real Estate Select Sector Futures (XARZ1) 1646517305 /
15625
152901428013100
E-mini Russell 1000 Growth Index Futures (RSGZ0) 213280223950 /
202610
198340185520170570
E-mini Russell 1000 Growth Index Futures (RSGH1) 212500223170 /
201830
197560184740169790
E-mini Russell 1000 Growth Index Futures (RSGM1) 211910222580 /
201240
196970184150169200
E-mini Russell 1000 Growth Index Futures (RSGU1) 211320221990 /
200650
196380183560168610
E-mini Russell 1000 Growth Index Futures (RSGZ1) 210740221410 /
200070
195800182980168030
E-mini Russell 1000 Index Futures (RS1Z0) 183080192260 /
173900
170230159210146360
E-mini Russell 1000 Index Futures (RS1H1) 182430191610 /
173250
169580158560145710
E-mini Russell 1000 Index Futures (RS1M1) 181770190950 /
172590
168920157900145050
E-mini Russell 1000 Index Futures (RS1U1) 181100190280 /
171920
168250157230144380
E-mini Russell 1000 Index Futures (RS1Z1) 180440189620 /
171260
167590156570143720
E-mini Russell 1000 Value Index Futures (RSVZ0) 114310120050 /
108570
1062709938091340
E-mini Russell 1000 Value Index Futures (RSVH1) 113920119660 /
108180
1058809899090950
E-mini Russell 1000 Value Index Futures (RSVM1) 113410119150 /
107670
1053709848090440
E-mini Russell 1000 Value Index Futures (RSVU1) 112890118630 /
107150
1048509796089920
E-mini Russell 1000 Value Index Futures (RSVZ1) 112380118120 /
106640
1043409745089410
E-mini Russell 2000 Growth Index Futures (R2GZ0) 110370115870 /
104870
1026709606088360
E-mini Russell 2000 Growth Index Futures (R2GH1) 110690116190 /
105190
1029909638088680
E-mini Russell 2000 Growth Index Futures (R2GM1) 111010116510 /
105510
1033109670089000
E-mini Russell 2000 Growth Index Futures (R2GU1) 111330116830 /
105830
1036309702089320
E-mini Russell 2000 Growth Index Futures (R2GZ1) 111660117160 /
106160
1039609735089650
E-mini Russell 2000 Index Futures (RTYZ0) 146980154350 /
139610
136660127810117490
E-mini Russell 2000 Index Futures (RTYH1) 146650154020 /
139280
136330127480117160
E-mini Russell 2000 Index Futures (RTYM1) 146470153840 /
139100
136150127300116980
E-mini Russell 2000 Index Futures (RTYU1) 146130153500 /
138760
135810126960116640
E-mini Russell 2000 Index Futures (RTYZ1) 145780153150 /
138410
135460126610116290
E-mini Russell 2000 Value Index Futures (R2VZ0) 145490152750 /
138230
135330126620116450
E-mini Russell 2000 Value Index Futures (R2VH1) 145770153030 /
138510
135610126900116730
E-mini Russell 2000 Value Index Futures (R2VM1) 146050153310 /
138790
135890127180117010
E-mini Russell 2000 Value Index Futures (R2VU1) 146330153590 /
139070
136170127460117290
E-mini Russell 2000 Value Index Futures (R2VZ1) 146600153860 /
139340
136440127730117560
E-mini S&P 600 SmallCap Futures (SMCZ0) 8355087720 /
79380
777107270066860
E-mini S&P 600 SmallCap Futures (SMCH1) 8361087780 /
79440
777707276066920
E-mini S&P 600 SmallCap Futures (SMCM1) 8366087830 /
79490
778207281066970
E-mini S&P 600 SmallCap Futures (SMCU1) 8372087890 /
79550
778807287067030
E-mini S&P 600 SmallCap Futures (SMCZ1) 8377087940 /
79600
779307292067080
E-mini S&P MidCap 400 Futures (EMDZ0) 181170190250 /
172090
168450157550144830
E-mini S&P MidCap 400 Futures (EMDH1) 180970190050 /
171890
168250157350144630
E-mini S&P MidCap 400 Futures (EMDM1) 181160190240 /
172080
168440157540144820
E-mini S&P MidCap 400 Futures (EMDU1) 181160190240 /
172080
168440157540144820
E-mini S&P MidCap 400 Futures (EMDZ1) 183540192620 /
174460
170820159920147200
E-mini Technology Select Sector Futures (XAKZ0) 114620120360 /
108880
1065909970091660
E-mini Technology Select Sector Futures (XAKH1) 115270121010 /
109530
10724010035092310
E-mini Technology Select Sector Futures (XAKM1) 115500121240 /
109760
10747010058092540
E-mini Technology Select Sector Futures (XAKU1) 115730121470 /
109990
10770010081092770
E-mini Technology Select Sector Futures (XAKZ1) 115960121700 /
110220
10793010104093000
E-mini Utilities Select Sector Futures (XAUZ0) 5912062090 /
56150
549605139047220
E-mini Utilities Select Sector Futures (XAUH1) 5915062120 /
56180
549905142047250
E-mini Utilities Select Sector Futures (XAUM1) 5895061920 /
55980
547905122047050
E-mini Utilities Select Sector Futures (XAUU1) 5876061730 /
55790
546005103046860
E-mini Utilities Select Sector Futures (XAUZ1) 5856061530 /
55590
544005083046660
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ0) 2705728415 /
25699
251552352521623
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 2696128319 /
25603
250592342921527
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 2691828276 /
25560
250162338621484
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 2682728185 /
25469
249252329521393
Micro E-mini Nasdaq-100 Index Futures (MNQZ0) 11136501169400 /
1057900
1035600968700890650
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 11127751168525 /
1057025
1034725967825889775
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 11126501168400 /
1056900
1034600967700889650
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 11117251167475 /
1055975
1033675966775888725
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 11108001166550 /
1055050
1032750965850887800
Micro E-mini Russell 2000 Index Futures (M2KZ0) 146980154350 /
139610
136660127810117490
Micro E-mini Russell 2000 Index Futures (M2KH1) 146650154020 /
139280
136330127480117160
Micro E-mini Russell 2000 Index Futures (M2KM1) 146470153840 /
139100
136150127300116980
Micro E-mini Russell 2000 Index Futures (M2KU1) 146130153500 /
138760
135810126960116640
Micro E-mini Russell 2000 Index Futures (M2KZ1) 145780153150 /
138410
135460126610116290
Micro E-mini S&P 500 Index Futures (MESZ0) 328800345250 /
312350
305750285950262850
Micro E-mini S&P 500 Index Futures (MESH1) 327900344350 /
311450
304850285050261950
Micro E-mini S&P 500 Index Futures (MESM1) 326800343250 /
310350
303750283950260850
Micro E-mini S&P 500 Index Futures (MESU1) 325700342150 /
309250
302650282850259750
Micro E-mini S&P 500 Index Futures (MESZ1) 324650341100 /
308200
301600281800258700
S&P 500 Futures (SPZ0) 328800345250 /
312350
305750285950262850
S&P 500 Futures (SPH1) 327900344350 /
311450
304850285050261950
S&P 500 Futures (SPM1) 326800343250 /
310350
303750283950260850
S&P 500 Futures (SPU1) 325700342150 /
309250
302650282850259750
S&P 500 Futures (SPZ1) 324650341100 /
308200
301600281800258700
S&P 500 Futures (SPH2) 323600340050 /
307150
300550280750257650
S&P 500 Futures (SPM2) 322500338950 /
306050
299450279650256550
S&P 500 Futures (SPU2) 321450337900 /
305000
298400278600255500
S&P 500 Futures (SPZ2) 320350336800 /
303900
297300277500254400
S&P 500 Futures (SPZ3) 316100332550 /
299650
293050273250250150
S&P 500 Futures (SPZ4) 311750328200 /
295300
288700268900245800
S&P 500 Growth Futures (SGZ0) 228210239640 /
216780
212210198490182480
S&P 500 Growth Futures (SGH1) 227610239040 /
216180
211610197890181880
S&P 500 Value Futures (SUZ0) 108790114260 /
103320
1011309456086900
S&P 500 Value Futures (SUH1) 107980113450 /
102510
1003209375086090
S&P MLP Total Return Index Futures (SLPZ0) 240000252000 /
228000
223200208800192000
S&P MLP Total Return Index Futures (SLPH1) 239800251800 /
227800
223000208600191800
S&P MLP Total Return Index Futures (SLPM1) 239600251600 /
227600
222800208400191600
S&P MLP Total Return Index Futures (SLPU1) 239400251400 /
227400
222600208200191400
S&P MLP Total Return Index Futures (SLPZ1) 239200251200 /
227200
222400208000191200
As of Trade Date: 09/28/2020

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 (ENYZ0) 2305024860 / 2124025770 / 2033026670 / 19430
E-mini Nikkei 225 - Yen denominated Futures (ENYH1) 2299024800 / 2118025710 / 2027026610 / 19370
E-mini Nikkei 225 - Yen denominated Futures (ENYM1) 2285024660 / 2104025570 / 2013026470 / 19230
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2276024570 / 2095025480 / 2004026380 / 19140
Nikkei/USD Futures (NKZ0) 2305024860 / 2124025770 / 2033026670 / 19430
Nikkei/USD Futures (NKH1) 2299024800 / 2118025710 / 2027026610 / 19370
Nikkei/USD Futures (NKM1) 2285024660 / 2104025570 / 2013026470 / 19230
Nikkei/USD Futures (NKU1) 2276024570 / 2095025480 / 2004026380 / 19140
Nikkei/USD Futures (NKZ1) 2265024460 / 2084025370 / 1993026270 / 19030
Nikkei/USD Futures (NKH2) 2254024350 / 2073025260 / 1982026160 / 18920
Nikkei/USD Futures (NKM2) 2243024240 / 2062025150 / 1971026050 / 18810
Nikkei/USD Futures (NKU2) 2231024120 / 2050025030 / 1959025930 / 18690
Nikkei/USD Futures (NKZ2) 2220024010 / 2039024920 / 1948025820 / 18580
Nikkei/USD Futures (NKH3) 2209023900 / 2028024810 / 1937025710 / 18470
Nikkei/USD Futures (NKM3) 2198023790 / 2017024700 / 1926025600 / 18360
Nikkei/USD Futures (NKU3) 2186023670 / 2005024580 / 1914025480 / 18240
Nikkei/USD Futures (NKZ3) 2175023560 / 1994024470 / 1903025370 / 18130
Nikkei/USD Futures (NKZ4) 2130023110 / 1949024020 / 1858024920 / 17680
Nikkei/USD Futures (NKZ5) 2085022660 / 1904023570 / 1813024470 / 17230
Nikkei/Yen Futures (NIYV0) 2318024990 / 2137025900 / 2046026800 / 19560
Nikkei/Yen Futures (NIYX0) 2313024940 / 2132025850 / 2041026750 / 19510
Nikkei/Yen Futures (NIYZ0) 2305024860 / 2124025770 / 2033026670 / 19430
Nikkei/Yen Futures (NIYF1) 2306024870 / 2125025780 / 2034026680 / 19440
Nikkei/Yen Futures (NIYH1) 2299024800 / 2118025710 / 2027026610 / 19370
Nikkei/Yen Futures (NIYM1) 2285024660 / 2104025570 / 2013026470 / 19230
Nikkei/Yen Futures (NIYU1) 2276024570 / 2095025480 / 2004026380 / 19140
Nikkei/Yen Futures (NIYZ1) 2265024460 / 2084025370 / 1993026270 / 19030
Nikkei/Yen Futures (NIYH2) 2254024350 / 2073025260 / 1982026160 / 18920
Nikkei/Yen Futures (NIYM2) 2243024240 / 2062025150 / 1971026050 / 18810
Nikkei/Yen Futures (NIYU2) 2231024120 / 2050025030 / 1959025930 / 18690
Nikkei/Yen Futures (NIYZ2) 2220024010 / 2039024920 / 1948025820 / 18580
Nikkei/Yen Futures (NIYH3) 2209023900 / 2028024810 / 1937025710 / 18470
Nikkei/Yen Futures (NIYM3) 2198023790 / 2017024700 / 1926025600 / 18360
Nikkei/Yen Futures (NIYU3) 2186023670 / 2005024580 / 1914025480 / 18240
Nikkei/Yen Futures (NIYZ3) 2175023560 / 1994024470 / 1903025370 / 18130
Nikkei/Yen Futures (NIYZ4) 2130023110 / 1949024020 / 1858024920 / 17680
Nikkei/Yen Futures (NIYZ5) 2085022660 / 1904023570 / 1813024470 / 17230
Yen Denominated TOPIX Futures (TPYZ0) 162000174600 / 149400180900 / 143100187200 / 136800
Yen Denominated TOPIX Futures (TPYH1) 160050172650 / 147450178950 / 141150185250 / 134850
Yen Denominated TOPIX Futures (TPYM1) 158200170800 / 145600177100 / 139300183400 / 133000
Yen Denominated TOPIX Futures (TPYU1) 156350168950 / 143750175250 / 137450181550 / 131150
Yen Denominated TOPIX Futures (TPYZ1) 154500167100 / 141900173400 / 135600179700 / 129300
As of Trade Date: 09/28/2020

Equity Limits for FTSE and Ibovespa

ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1Z0) 578250607450 /
549050
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 572950602150 /
543750
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 567700596900 /
538500
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 562450591650 /
533250
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 557200586400 /
528000
E-mini FTSE China 50 Index Futures (FT5Z0) 1795018840 /
17060
E-mini FTSE China 50 Index Futures (FT5H1) 1801018900 /
17120
E-mini FTSE China 50 Index Futures (FT5M1) 1807018960 /
17180
E-mini FTSE China 50 Index Futures (FT5U1) 1813519025 /
17245
E-mini FTSE China 50 Index Futures (FT5Z1) 1819519085 /
17305
E-mini FTSE Developed Europe Index Futures (DVEZ0) 2257023710 /
21430
E-mini FTSE Developed Europe Index Futures (DVEH1) 2230523445 /
21165
E-mini FTSE Developed Europe Index Futures (DVEM1) 2203523175 /
20895
E-mini FTSE Developed Europe Index Futures (DVEU1) 2176522905 /
20625
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2149522635 /
20355
E-mini USD Denominated FTSE 100 Index Futures (FTUZ0) 8036084370 /
76350
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 8058084590 /
76570
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 8079084800 /
76780
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 8101085020 /
77000
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 8122085230 /
77210
USD-Denominated Ibovespa Index Futures (IBVV0) 97087106795 /
87380
USD-Denominated Ibovespa Index Futures (IBVZ0) 97369107105 /
87635
USD-Denominated Ibovespa Index Futures (IBVG1) 97660107425 /
87895
USD-Denominated Ibovespa Index Futures (IBVJ1) 97978107775 /
88185
As of Trade Date: 09/28/2020

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.