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 Monday, January 25, 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 $0.075 $0.150
Cash Butter $0.075 $0.150
Cash Settled Cheese $0.075 $0.150
Chicago SRW Wheat & mini-sized Chicago SRW Wheat   $0.40 $0.80
Class III Milk Futures $0.75 $1.50
Class IV Milk Futures $0.75 $1.50
Corn & mini-sized Corn $0.25 $0.50
Dry Whey $0.04 $0.08
Ethanol $0.30 $0.60
Feeder Cattle  $0.075 $0.15
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 $0.06 $0.12
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) 383400410250 /
356550
356550333500306600
E-mini S&P 500 ESG Index Futures (ESGH1) 3265634944 /
30368
303682840826120
E-mini S&P 500 Futures (ESM1) 382400409250 /
355550
355550332500305600
E-mini S&P 500 ESG Index Futures (ESGM1) 3274435032 /
30456
304562849626208
E-mini S&P 500 Futures (ESU1) 381550408400 /
354700
354700331650304750
E-mini S&P 500 ESG Index Futures (ESGU1) 3276435052 /
30476
304762851626228
E-mini S&P 500 Futures (ESZ1) 379950406800 /
353100
353100330050303150
E-mini S&P 500 ESG Index Futures (ESGZ1) 3278435072 /
30496
304962853626248
E-mini S&P 500 Futures (ESH2) 378700405550 /
351850
351850328800301900
E-mini S&P 500 ESG Index Futures (ESGH2) 3280435092 /
30516
305162855626268
E-mini Nasdaq-100 Futures (NQH1) 13361251429675 /
1242575
124257511623751068800
E-mini Nasdaq-100 Futures (NQM1) 13347501428300 /
1241200
124120011610001067425
E-mini Nasdaq-100 Futures (NQU1) 13347501428300 /
1241200
124120011610001067425
E-mini Nasdaq-100 Futures (NQZ1) 13336501427200 /
1240100
124010011599001066325
E-mini Nasdaq-100 Futures (NQH2) 13325501426100 /
1239000
123900011588001065225
E-mini Dow ($5) Futures (YMH1) 3090933078 /
28740
287402688024710
E-mini Dow ($5) Futures (YMM1) 3079932968 /
28630
286302677024600
E-mini Dow ($5) Futures (YMU1) 3074932918 /
28580
285802672024550
E-mini Dow ($5) Futures (YMZ1) 3064732816 /
28478
284782661824448
Dow Jones Real Estate Futures (RXH1) 33603595 /
3125
312529222686
Dow Jones Real Estate Futures (RXM1) 33473582 /
3112
311229092673
Dow Jones Real Estate Futures (RXU1) 33303565 /
3095
309528922656
Dow Jones Real Estate Futures (RXZ1) 33123547 /
3077
307728742638
E-mini Communication Services Select Sector Futures (XAZH1) 3602538545 /
33505
335053134528825
E-mini Communication Services Select Sector Futures (XAZM1) 3623038750 /
33710
337103155029030
E-mini Communication Services Select Sector Futures (XAZU1) 3635038870 /
33830
338303167029150
E-mini Communication Services Select Sector Futures (XAZZ1) 3647038990 /
33950
339503179029270
E-mini Communication Services Select Sector Futures (XAZH2) 3659539115 /
34075
340753191529395
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 171840183870 /
159810
159810149500137470
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 172420184450 /
160390
160390150080138050
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 172680184710 /
160650
160650150340138310
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 172930184960 /
160900
160900150590138560
E-mini Consumer Discretionary Select Sector Futures (XAYH2) 173180185210 /
161150
161150150840138810
E-mini Consumer Staples Select Sector Futures (XAPH1) 6538069970 /
60790
607905686052270
E-mini Consumer Staples Select Sector Futures (XAPM1) 6546070050 /
60870
608705694052350
E-mini Consumer Staples Select Sector Futures (XAPU1) 6536069950 /
60770
607705684052250
E-mini Consumer Staples Select Sector Futures (XAPZ1) 6526069850 /
60670
606705674052150
E-mini Consumer Staples Select Sector Futures (XAPH2) 6516069750 /
60570
605705664052050
E-mini Energy Select Sector Futures (XAEH1) 4367046750 /
40590
405903794034850
E-mini Energy Select Sector Futures (XAEM1) 4412047200 /
41040
410403839035300
E-mini Energy Select Sector Futures (XAEU1) 4409047170 /
41010
410103836035270
E-mini Energy Select Sector Futures (XAEZ1) 4405047130 /
40970
409703832035230
E-mini Energy Select Sector Futures (XAEH2) 4402047100 /
40940
409403829035200
E-mini Financial Select Sector Futures (XAFH1) 3730039910 /
34690
346903245029830
E-mini Financial Select Sector Futures (XAFM1) 3752040130 /
34910
349103267030050
E-mini Financial Select Sector Futures (XAFU1) 3760040210 /
34990
349903275030130
E-mini Financial Select Sector Futures (XAFZ1) 3768040290 /
35070
350703283030210
E-mini Financial Select Sector Futures (XAFH2) 3777040380 /
35160
351603292030300
E-mini FTSE Emerging Index Futures (EIH1) 6757072310 /
62830
628305875054000
E-mini FTSE Emerging Index Futures (EIM1) 6710071840 /
62360
623605828053530
E-mini FTSE Emerging Index Futures (EIU1) 6664071380 /
61900
619005782053070
E-mini FTSE Emerging Index Futures (EIZ1) 6618070920 /
61440
614405736052610
E-mini FTSE Emerging Index Futures (EIH2) 6572070460 /
60980
609805690052150
E-mini Health Care Select Sector Futures (XAVH1) 118690127010 /
110370
11037010324094920
E-mini Health Care Select Sector Futures (XAVM1) 118940127260 /
110620
11062010349095170
E-mini Health Care Select Sector Futures (XAVU1) 118920127240 /
110600
11060010347095150
E-mini Health Care Select Sector Futures (XAVZ1) 118910127230 /
110590
11059010346095140
E-mini Health Care Select Sector Futures (XAVH2) 118890127210 /
110570
11057010344095120
E-mini Industrial Select Sector Futures (XAIH1) 8899095230 /
82750
827507740071160
E-mini Industrial Select Sector Futures (XAIM1) 8948095720 /
83240
832407789071650
E-mini Industrial Select Sector Futures (XAIU1) 8963095870 /
83390
833907804071800
E-mini Industrial Select Sector Futures (XAIZ1) 8979096030 /
83550
835507820071960
E-mini Industrial Select Sector Futures (XAIH2) 8994096180 /
83700
837007835072110
E-mini IPOX 100 U.S. Index Futures (IPOH1) 571000610900 /
531100
531100496800456900
E-mini IPOX 100 U.S. Index Futures (IPOM1) 570900610800 /
531000
531000496700456800
E-mini IPOX 100 U.S. Index Futures (IPOU1) 570700610600 /
530800
530800496500456600
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 570500610400 /
530600
530600496300456400
E-mini IPOX 100 U.S. Index Futures (IPOH2) 570300610200 /
530400
530400496100456200
E-mini Materials Select Sector Futures (XABH1) 7867084190 /
73150
731506842062900
E-mini Materials Select Sector Futures (XABM1) 7896084480 /
73440
734406871063190
E-mini Materials Select Sector Futures (XABU1) 7900084520 /
73480
734806875063230
E-mini Materials Select Sector Futures (XABZ1) 7903084550 /
73510
735106878063260
E-mini Materials Select Sector Futures (XABH2) 7906084580 /
73540
735406881063290
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 517900554180 /
481620
481620450520414240
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 523670559950 /
487390
487390456290420010
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 526850563130 /
490570
490570459470423190
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 530030566310 /
493750
493750462650426370
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH2) 533210569490 /
496930
496930465830429550
E-mini Nasdaq Composite Futures (QCNH1) 13539001448700 /
1259100
125910011778501083050
E-mini Nasdaq Composite Futures (QCNM1) 13519001446700 /
1257100
125710011758501081050
E-mini Real Estate Select Sector Futures (XARH1) 1789019145 /
16635
166351556014305
E-mini Real Estate Select Sector Futures (XARM1) 1783019085 /
16575
165751550014245
E-mini Real Estate Select Sector Futures (XARU1) 1775019005 /
16495
164951542014165
E-mini Real Estate Select Sector Futures (XARZ1) 1767018925 /
16415
164151534014085
E-mini Real Estate Select Sector Futures (XARH2) 1759018845 /
16335
163351526014005
E-mini Russell 1000 Growth Index Futures (RSGH1) 249190266630 /
231750
231750216790199340
E-mini Russell 1000 Growth Index Futures (RSGM1) 248330265770 /
230890
230890215930198480
E-mini Russell 1000 Growth Index Futures (RSGU1) 247640265080 /
230200
230200215240197790
E-mini Russell 1000 Growth Index Futures (RSGZ1) 246960264400 /
229520
229520214560197110
E-mini Russell 1000 Growth Index Futures (RSGH2) 246270263710 /
228830
228830213870196420
E-mini Russell 1000 Index Futures (RS1H1) 217380232610 /
202150
202150189100173870
E-mini Russell 1000 Index Futures (RS1M1) 216470231700 /
201240
201240188190172960
E-mini Russell 1000 Index Futures (RS1U1) 215680230910 /
200450
200450187400172170
E-mini Russell 1000 Index Futures (RS1Z1) 214900230130 /
199670
199670186620171390
E-mini Russell 1000 Index Futures (RS1H2) 214110229340 /
198880
198880185830170600
E-mini Russell 1000 Value Index Futures (RSVH1) 138030147710 /
128350
128350120050110360
E-mini Russell 1000 Value Index Futures (RSVM1) 137460147140 /
127780
127780119480109790
E-mini Russell 1000 Value Index Futures (RSVU1) 136840146520 /
127160
127160118860109170
E-mini Russell 1000 Value Index Futures (RSVZ1) 136220145900 /
126540
126540118240108550
E-mini Russell 1000 Value Index Futures (RSVH2) 135590145270 /
125910
125910117610107920
E-mini Russell 2000 Growth Index Futures (R2GH1) 160980172220 /
149740
149740140100128850
E-mini Russell 2000 Growth Index Futures (R2GM1) 161450172690 /
150210
150210140570129320
E-mini Russell 2000 Growth Index Futures (R2GU1) 161920173160 /
150680
150680141040129790
E-mini Russell 2000 Growth Index Futures (R2GZ1) 162390173630 /
151150
151150141510130260
E-mini Russell 2000 Growth Index Futures (R2GH2) 162860174100 /
151620
151620141980130730
E-mini Russell 2000 Index Futures (RTYH1) 216400231580 /
201220
201220188210173030
E-mini Russell 2000 Index Futures (RTYM1) 215980231160 /
200800
200800187790172610
E-mini Russell 2000 Index Futures (RTYU1) 215660230840 /
200480
200480187470172290
E-mini Russell 2000 Index Futures (RTYZ1) 215200230380 /
200020
200020187010171830
E-mini Russell 2000 Index Futures (RTYH2) 214740229920 /
199560
199560186550171370
E-mini Russell 2000 Value Index Futures (R2VH1) 215520230590 /
200450
200450187530172460
E-mini Russell 2000 Value Index Futures (R2VM1) 215930231000 /
200860
200860187940172870
E-mini Russell 2000 Value Index Futures (R2VU1) 216340231410 /
201270
201270188350173280
E-mini Russell 2000 Value Index Futures (R2VZ1) 216750231820 /
201680
201680188760173690
E-mini Russell 2000 Value Index Futures (R2VH2) 217160232230 /
202090
202090189170174100
E-mini S&P 600 SmallCap Futures (SMCH1) 123220131840 /
114600
11460010721098590
E-mini S&P 600 SmallCap Futures (SMCM1) 123290131910 /
114670
11467010728098660
E-mini S&P 600 SmallCap Futures (SMCU1) 123370131990 /
114750
11475010736098740
E-mini S&P 600 SmallCap Futures (SMCZ1) 123450132070 /
114830
11483010744098820
E-mini S&P 600 SmallCap Futures (SMCH2) 123530132150 /
114910
11491010752098900
E-mini S&P MidCap 400 Futures (EMDH1) 245880263110 /
228650
228650213870196630
E-mini S&P MidCap 400 Futures (EMDM1) 247140264370 /
229910
229910215130197890
E-mini S&P MidCap 400 Futures (EMDU1) 247620264850 /
230390
230390215610198370
E-mini S&P MidCap 400 Futures (EMDZ1) 248100265330 /
230870
230870216090198850
E-mini S&P MidCap 400 Futures (EMDH2) 248580265810 /
231350
231350216570199330
E-mini Technology Select Sector Futures (XAKH1) 133720143090 /
124350
124350116320106950
E-mini Technology Select Sector Futures (XAKM1) 134380143750 /
125010
125010116980107610
E-mini Technology Select Sector Futures (XAKU1) 134650144020 /
125280
125280117250107880
E-mini Technology Select Sector Futures (XAKZ1) 134910144280 /
125540
125540117510108140
E-mini Technology Select Sector Futures (XAKH2) 135180144550 /
125810
125810117780108410
E-mini Utilities Select Sector Futures (XAUH1) 6334067800 /
58880
588805506050600
E-mini Utilities Select Sector Futures (XAUM1) 6346067920 /
59000
590005518050720
E-mini Utilities Select Sector Futures (XAUU1) 6325067710 /
58790
587905497050510
E-mini Utilities Select Sector Futures (XAUZ1) 6305067510 /
58590
585905477050310
E-mini Utilities Select Sector Futures (XAUH2) 6284067300 /
58380
583805456050100
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 3090933078 /
28740
287402688024710
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 3079932968 /
28630
286302677024600
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 3074932918 /
28580
285802672024550
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ1) 3064732816 /
28478
284782661824448
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 13361251429675 /
1242575
124257511623751068800
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 13347501428300 /
1241200
124120011610001067425
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 13347501428300 /
1241200
124120011610001067425
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 13336501427200 /
1240100
124010011599001066325
Micro E-mini Nasdaq-100 Index Futures (MNQH2) 13325501426100 /
1239000
123900011588001065225
Micro E-mini Russell 2000 Index Futures (M2KH1) 216400231580 /
201220
201220188210173030
Micro E-mini Russell 2000 Index Futures (M2KM1) 215980231160 /
200800
200800187790172610
Micro E-mini Russell 2000 Index Futures (M2KU1) 215660230840 /
200480
200480187470172290
Micro E-mini Russell 2000 Index Futures (M2KZ1) 215200230380 /
200020
200020187010171830
Micro E-mini Russell 2000 Index Futures (M2KH2) 214740229920 /
199560
199560186550171370
Micro E-mini S&P 500 Index Futures (MESH1) 383400410250 /
356550
356550333500306600
Micro E-mini S&P 500 Index Futures (MESM1) 382400409250 /
355550
355550332500305600
Micro E-mini S&P 500 Index Futures (MESU1) 381550408400 /
354700
354700331650304750
Micro E-mini S&P 500 Index Futures (MESZ1) 379950406800 /
353100
353100330050303150
Micro E-mini S&P 500 Index Futures (MESH2) 378700405550 /
351850
351850328800301900
S&P 500 Futures (SPH1) 383400410250 /
356550
356550333500306600
S&P 500 Futures (SPM1) 382400409250 /
355550
355550332500305600
S&P 500 Futures (SPU1) 381550408400 /
354700
354700331650304750
S&P 500 Futures (SPZ1) 379950406800 /
353100
353100330050303150
S&P 500 Futures (SPH2) 378700405550 /
351850
351850328800301900
S&P 500 Futures (SPM2) 377450404300 /
350600
350600327550300650
S&P 500 Futures (SPU2) 376200403050 /
349350
349350326300299400
S&P 500 Futures (SPZ2) 374950401800 /
348100
348100325050298150
S&P 500 Futures (SPZ3) 370000396850 /
343150
343150320100293200
S&P 500 Futures (SPZ4) 364900391750 /
338050
338050315000288100
S&P 500 Futures (SPZ5) 359900386750 /
333050
333050310000283100
S&P 500 Growth Futures (SGH1) 264770283320 /
246220
246220230320211770
S&P 500 Growth Futures (SGM1) 264080282630 /
245530
245530229630211080
S&P 500 Value Futures (SUH1) 128330137340 /
119320
119320111590102570
S&P 500 Value Futures (SUM1) 127380136390 /
118370
118370110640101620
S&P MLP Total Return Index Futures (SLPH1) 345000369100 /
320900
320900300200276000
S&P MLP Total Return Index Futures (SLPM1) 344800368900 /
320700
320700300000275800
S&P MLP Total Return Index Futures (SLPU1) 344500368600 /
320400
320400299700275500
S&P MLP Total Return Index Futures (SLPZ1) 344200368300 /
320100
320100299400275200
S&P MLP Total Return Index Futures (SLPH2) 344000368100 /
319900
319900299200275000
As of Trade Date: 01/25/2021

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) 2863030580 / 2668031550 / 2571032530 / 24730
E-mini Nikkei 225 - Yen denominated Futures (ENYM1) 2844030390 / 2649031360 / 2552032340 / 24540
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2837030320 / 2642031290 / 2545032270 / 24470
E-mini Nikkei 225 - Yen denominated Futures (ENYZ1) 2817030120 / 2622031090 / 2525032070 / 24270
Nikkei/USD Futures (NKDH1) 2863030580 / 2668031550 / 2571032530 / 24730
Nikkei/USD Futures (NKDM1) 2844030390 / 2649031360 / 2552032340 / 24540
Nikkei/USD Futures (NKDU1) 2837030320 / 2642031290 / 2545032270 / 24470
Nikkei/USD Futures (NKDZ1) 2817030120 / 2622031090 / 2525032070 / 24270
Nikkei/USD Futures (NKDH2) 2803029980 / 2608030950 / 2511031930 / 24130
Nikkei/USD Futures (NKDM2) 2789029840 / 2594030810 / 2497031790 / 23990
Nikkei/USD Futures (NKDU2) 2775029700 / 2580030670 / 2483031650 / 23850
Nikkei/USD Futures (NKDZ2) 2762029570 / 2567030540 / 2470031520 / 23720
Nikkei/USD Futures (NKDH3) 2748029430 / 2553030400 / 2456031380 / 23580
Nikkei/USD Futures (NKDM3) 2734029290 / 2539030260 / 2442031240 / 23440
Nikkei/USD Futures (NKDU3) 2720029150 / 2525030120 / 2428031100 / 23300
Nikkei/USD Futures (NKDZ3) 2707029020 / 2512029990 / 2415030970 / 23170
Nikkei/USD Futures (NKDZ4) 2650028450 / 2455029420 / 2358030400 / 22600
Nikkei/USD Futures (NKDZ5) 2595027900 / 2400028870 / 2303029850 / 22050
Nikkei/USD Futures (NKDZ6) 2540027350 / 2345028320 / 2248029300 / 21500
Nikkei/Yen Futures (NIYG1) 2862030570 / 2667031540 / 2570032520 / 24720
Nikkei/Yen Futures (NIYH1) 2863030580 / 2668031550 / 2571032530 / 24730
Nikkei/Yen Futures (NIYJ1) 2854030490 / 2659031460 / 2562032440 / 24640
Nikkei/Yen Futures (NIYK1) 2849030440 / 2654031410 / 2557032390 / 24590
Nikkei/Yen Futures (NIYM1) 2844030390 / 2649031360 / 2552032340 / 24540
Nikkei/Yen Futures (NIYU1) 2837030320 / 2642031290 / 2545032270 / 24470
Nikkei/Yen Futures (NIYZ1) 2817030120 / 2622031090 / 2525032070 / 24270
Nikkei/Yen Futures (NIYH2) 2803029980 / 2608030950 / 2511031930 / 24130
Nikkei/Yen Futures (NIYM2) 2789029840 / 2594030810 / 2497031790 / 23990
Nikkei/Yen Futures (NIYU2) 2775029700 / 2580030670 / 2483031650 / 23850
Nikkei/Yen Futures (NIYZ2) 2762029570 / 2567030540 / 2470031520 / 23720
Nikkei/Yen Futures (NIYH3) 2748029430 / 2553030400 / 2456031380 / 23580
Nikkei/Yen Futures (NIYM3) 2734029290 / 2539030260 / 2442031240 / 23440
Nikkei/Yen Futures (NIYU3) 2720029150 / 2525030120 / 2428031100 / 23300
Nikkei/Yen Futures (NIYZ3) 2707029020 / 2512029990 / 2415030970 / 23170
Nikkei/Yen Futures (NIYZ4) 2650028450 / 2455029420 / 2358030400 / 22600
Nikkei/Yen Futures (NIYZ5) 2595027900 / 2400028870 / 2303029850 / 22050
Nikkei/Yen Futures (NIYZ6) 2540027350 / 2345028320 / 2248029300 / 21500
Yen Denominated TOPIX Futures (TPYH1) 185500198800 / 172200205450 / 165550212100 / 158900
Yen Denominated TOPIX Futures (TPYM1) 183450196750 / 170150203400 / 163500210050 / 156850
Yen Denominated TOPIX Futures (TPYU1) 181350194650 / 168050201300 / 161400207950 / 154750
Yen Denominated TOPIX Futures (TPYZ1) 179250192550 / 165950199200 / 159300205850 / 152650
Yen Denominated TOPIX Futures (TPYH2) 177200190500 / 163900197150 / 157250203800 / 150600
As of Trade Date: 01/25/2021

Equity Limits for FTSE

ContractsReference Price7% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 665450712300 /
618600
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 659400706250 /
612550
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 653400700250 /
606550
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 647350694200 /
600500
E-mini FTSE 100 Index (GBP) Futures (FT1H2) 641300688150 /
594450
E-mini FTSE China 50 Index Futures (FT5F1) 2312724745 /
21510
E-mini FTSE China 50 Index Futures (FT5G1) 2307224690 /
21455
E-mini FTSE China 50 Index Futures (FT5H1) 2300724625 /
21390
E-mini FTSE China 50 Index Futures (FT5J1) 6322227 /
0
E-mini FTSE China 50 Index Futures (FT5M1) 2282724445 /
21210
E-mini FTSE China 50 Index Futures (FT5U1) 2264724265 /
21030
E-mini FTSE China 50 Index Futures (FT5Z1) 2246524082 /
20847
E-mini FTSE Developed Europe Index Futures (DVEH1) 2610027940 /
24260
E-mini FTSE Developed Europe Index Futures (DVEM1) 2579527635 /
23955
E-mini FTSE Developed Europe Index Futures (DVEU1) 2548527325 /
23645
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2517527015 /
23335
E-mini FTSE Developed Europe Index Futures (DVEH2) 2486526705 /
23025
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 99130106060 /
92200
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 99400106330 /
92470
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 99660106590 /
92730
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 99920106850 /
92990
E-mini USD Denominated FTSE 100 Index Futures (FTUH2) 100190107120 /
93260
As of Trade Date: 01/25/2021

Equity Limits for Ibovespa

ContractsReference Price10% Price Limit up and down
USD-Denominated Ibovespa Index Futures (IBVG1) 118416130255 /
106575
USD-Denominated Ibovespa Index Futures (IBVJ1) 118712130580 /
106845
USD-Denominated Ibovespa Index Futures (IBVM1) 119147131060 /
107235
USD-Denominated Ibovespa Index Futures (IBVQ1) 119781131755 /
107805
As of Trade Date: 01/25/2021

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.