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, April 12, 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 $0.150 $0.300
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 $1.50 $3.00
Corn & mini-sized Corn $0.25 $0.50
Dry Whey $0.04 $0.08
Ethanol $0.30 $0.60
Feeder Cattle  $0.05 $0.10
FOB Santos Soybeans Financially Settled (Platts) Futures $40.00 $80.00
KC HRW Wheat & mini-sized KC HRW Wheat $0.40 $0.80
Lean Hog $0.03 $0.06
Live Cattle $0.04 $0.06
Lumber $32.00 $64.00
MGEX Wheat and MGEX Wheat Options $0.60 $1.20
Non Fat Dry Milk $0.08 $0.16
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

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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

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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

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Crude Oil

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Refined Products

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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

Cryptocurrencies

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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 (ESM1) 411900440800 /
383000		383000358250329350
E-mini S&P 500 ESG Index Futures (ESGM1) 3513437596 /
32672		326723056028096
E-mini S&P 500 Futures (ESU1) 410900439800 /
382000		382000357250328350
E-mini S&P 500 ESG Index Futures (ESGU1) 3523037692 /
32768		327683065628192
E-mini S&P 500 Futures (ESZ1) 410000438900 /
381100		381100356350327450
E-mini S&P 500 ESG Index Futures (ESGZ1) 3525037712 /
32788		327883067628212
E-mini S&P 500 Futures (ESH2) 408950437850 /
380050		380050355300326400
E-mini S&P 500 ESG Index Futures (ESGH2) 3527237734 /
32810		328103069828234
E-mini S&P 500 Futures (ESM2) 407950436850 /
379050		379050354300325400
E-mini S&P 500 ESG Index Futures (ESGM2) 3529237754 /
32830		328303071828254
E-mini Nasdaq-100 Futures (NQM1) 13829501479850 /
1286050		128605012029751106050
E-mini Nasdaq-100 Futures (NQU1) 13817251478625 /
1284825		128482512017501104825
E-mini Nasdaq-100 Futures (NQZ1) 13809501477850 /
1284050		128405012009751104050
E-mini Nasdaq-100 Futures (NQH2) 13801251477025 /
1283225		128322512001501103225
E-mini Nasdaq-100 Futures (NQM2) 13790001475900 /
1282100		128210011990251102100
E-mini Dow ($5) Futures (YMM1) 3368136047 /
31315		313152928726921
E-mini Dow ($5) Futures (YMU1) 3356335929 /
31197		311972916926803
E-mini Dow ($5) Futures (YMZ1) 3348735853 /
31121		311212909326727
E-mini Dow ($5) Futures (YMH2) 3337435740 /
31008		310082898026614
Dow Jones Real Estate Futures (RXM1) 36573913 /
3401		340131802923
Dow Jones Real Estate Futures (RXU1) 36393895 /
3383		338331622905
Dow Jones Real Estate Futures (RXZ1) 36213877 /
3365		336531442887
Dow Jones Real Estate Futures (RXH2) 36023858 /
3346		334631252868
E-mini Communication Services Select Sector Futures (XAZM1) 4023043045 /
37415		374153500032185
E-mini Communication Services Select Sector Futures (XAZU1) 4048043295 /
37665		376653525032435
E-mini Communication Services Select Sector Futures (XAZZ1) 4061543430 /
37800		378003538532570
E-mini Communication Services Select Sector Futures (XAZH2) 4075043565 /
37935		379353552032705
E-mini Communication Services Select Sector Futures (XAZM2) 4088543700 /
38070		380703565532840
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 177730190180 /
165280		165280154610142160
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 178320190770 /
165870		165870155200142750
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 178580191030 /
166130		166130155460143010
E-mini Consumer Discretionary Select Sector Futures (XAYH2) 178840191290 /
166390		166390155720143270
E-mini Consumer Discretionary Select Sector Futures (XAYM2) 179100191550 /
166650		166650155980143530
E-mini Consumer Staples Select Sector Futures (XAPM1) 6916074020 /
64300		643006013055270
E-mini Consumer Staples Select Sector Futures (XAPU1) 6930074160 /
64440		644406027055410
E-mini Consumer Staples Select Sector Futures (XAPZ1) 6920074060 /
64340		643406017055310
E-mini Consumer Staples Select Sector Futures (XAPH2) 6909073950 /
64230		642306006055200
E-mini Consumer Staples Select Sector Futures (XAPM2) 6899073850 /
64130		641305996055100
E-mini Energy Select Sector Futures (XAEM1) 5002053550 /
46490		464904345039910
E-mini Energy Select Sector Futures (XAEU1) 5049054020 /
46960		469604392040380
E-mini Energy Select Sector Futures (XAEZ1) 5045053980 /
46920		469204388040340
E-mini Energy Select Sector Futures (XAEH2) 5041053940 /
46880		468804384040300
E-mini Energy Select Sector Futures (XAEM2) 5037053900 /
46840		468404380040260
E-mini Financial Select Sector Futures (XAFM1) 4319046210 /
40170		401703757034540
E-mini Financial Select Sector Futures (XAFU1) 4346046480 /
40440		404403784034810
E-mini Financial Select Sector Futures (XAFZ1) 4355046570 /
40530		405303793034900
E-mini Financial Select Sector Futures (XAFH2) 4365046670 /
40630		406303803035000
E-mini Financial Select Sector Futures (XAFM2) 4375046770 /
40730		407303813035100
E-mini FTSE Emerging Index Futures (EIM1) 6475069300 /
60200		602005629051730
E-mini FTSE Emerging Index Futures (EIU1) 6431068860 /
59760		597605585051290
E-mini FTSE Emerging Index Futures (EIZ1) 6387068420 /
59320		593205541050850
E-mini FTSE Emerging Index Futures (EIH2) 6342067970 /
58870		588705496050400
E-mini FTSE Emerging Index Futures (EIM2) 6298067530 /
58430		584305452049960
E-mini Health Care Select Sector Futures (XAVM1) 118900127240 /
110560		11056010340095050
E-mini Health Care Select Sector Futures (XAVU1) 119260127600 /
110920		11092010376095410
E-mini Health Care Select Sector Futures (XAVZ1) 119240127580 /
110900		11090010374095390
E-mini Health Care Select Sector Futures (XAVH2) 119230127570 /
110890		11089010373095380
E-mini Health Care Select Sector Futures (XAVM2) 119210127550 /
110870		11087010371095360
E-mini Industrial Select Sector Futures (XAIM1) 101020108110 /
93930		939308786080770
E-mini Industrial Select Sector Futures (XAIU1) 101610108700 /
94520		945208845081360
E-mini Industrial Select Sector Futures (XAIZ1) 101790108880 /
94700		947008863081540
E-mini Industrial Select Sector Futures (XAIH2) 101960109050 /
94870		948708880081710
E-mini Industrial Select Sector Futures (XAIM2) 102140109230 /
95050		950508898081890
E-mini IPOX 100 U.S. Index Futures (IPOM1) 561000600200 /
521800		521800488100448800
E-mini IPOX 100 U.S. Index Futures (IPOU1) 560800600000 /
521600		521600487900448600
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 560600599800 /
521400		521400487700448400
E-mini IPOX 100 U.S. Index Futures (IPOH2) 560400599600 /
521200		521200487500448200
E-mini IPOX 100 U.S. Index Futures (IPOM2) 560200599400 /
521000		521000487300448000
E-mini Materials Select Sector Futures (XABM1) 8439090310 /
78470		784707339067470
E-mini Materials Select Sector Futures (XABU1) 8472090640 /
78800		788007372067800
E-mini Materials Select Sector Futures (XABZ1) 8475090670 /
78830		788307375067830
E-mini Materials Select Sector Futures (XABH2) 8478090700 /
78860		788607378067860
E-mini Materials Select Sector Futures (XABM2) 8482090740 /
78900		789007382067900
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 466380499070 /
433690		433690405660372960
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 472050504740 /
439360		439360411330378630
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 474910507600 /
442220		442220414190381490
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH2) 477780510470 /
445090		445090417060384360
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM2) 480640513330 /
447950		447950419920387220
E-mini Nasdaq Composite Futures (QCNM1) 13882501485550 /
1290950		129095012075501110250
E-mini Nasdaq Composite Futures (QCNU1) 13862001483500 /
1288900		128890012055001108200
E-mini Real Estate Select Sector Futures (XARM1) 1964521025 /
18265		182651708015700
E-mini Real Estate Select Sector Futures (XARU1) 1957520955 /
18195		181951701015630
E-mini Real Estate Select Sector Futures (XARZ1) 1948520865 /
18105		181051692015540
E-mini Real Estate Select Sector Futures (XARH2) 1939520775 /
18015		180151683015450
E-mini Real Estate Select Sector Futures (XARM2) 1931020690 /
17930		179301674515365
E-mini Russell 1000 Growth Index Futures (RSGM1) 258150276240 /
240060		240060224550206450
E-mini Russell 1000 Growth Index Futures (RSGU1) 257280275370 /
239190		239190223680205580
E-mini Russell 1000 Growth Index Futures (RSGZ1) 256570274660 /
238480		238480222970204870
E-mini Russell 1000 Growth Index Futures (RSGH2) 255860273950 /
237770		237770222260204160
E-mini Russell 1000 Growth Index Futures (RSGM2) 255150273240 /
237060		237060221550203450
E-mini Russell 1000 Index Futures (RS1M1) 232080248350 /
215810		215810201850185570
E-mini Russell 1000 Index Futures (RS1U1) 231100247370 /
214830		214830200870184590
E-mini Russell 1000 Index Futures (RS1Z1) 230260246530 /
213990		213990200030183750
E-mini Russell 1000 Index Futures (RS1H2) 229420245690 /
213150		213150199190182910
E-mini Russell 1000 Index Futures (RS1M2) 228580244850 /
212310		212310198350182070
E-mini Russell 1000 Value Index Futures (RSVM1) 152150162830 /
141470		141470132320121640
E-mini Russell 1000 Value Index Futures (RSVU1) 151410162090 /
140730		140730131580120900
E-mini Russell 1000 Value Index Futures (RSVZ1) 150720161400 /
140040		140040130890120210
E-mini Russell 1000 Value Index Futures (RSVH2) 150040160720 /
139360		139360130210119530
E-mini Russell 1000 Value Index Futures (RSVM2) 149350160030 /
138670		138670129520118840
E-mini Russell 2000 Growth Index Futures (R2GM1) 154390165170 /
143610		143610134360123580
E-mini Russell 2000 Growth Index Futures (R2GU1) 154840165620 /
144060		144060134810124030
E-mini Russell 2000 Growth Index Futures (R2GZ1) 155290166070 /
144510		144510135260124480
E-mini Russell 2000 Growth Index Futures (R2GH2) 155740166520 /
144960		144960135710124930
E-mini Russell 2000 Growth Index Futures (R2GM2) 156190166970 /
145410		145410136160125380
E-mini Russell 2000 Index Futures (RTYM1) 223920239620 /
208220		208220194760179060
E-mini Russell 2000 Index Futures (RTYU1) 223520239220 /
207820		207820194360178660
E-mini Russell 2000 Index Futures (RTYZ1) 223020238720 /
207320		207320193860178160
E-mini Russell 2000 Index Futures (RTYH2) 222540238240 /
206840		206840193380177680
E-mini Russell 2000 Index Futures (RTYM2) 222070237770 /
206370		206370192910177210
E-mini Russell 2000 Value Index Futures (R2VM1) 240900257730 /
224070		224070209640192800
E-mini Russell 2000 Value Index Futures (R2VU1) 241360258190 /
224530		224530210100193260
E-mini Russell 2000 Value Index Futures (R2VZ1) 241820258650 /
224990		224990210560193720
E-mini Russell 2000 Value Index Futures (R2VH2) 242280259110 /
225450		225450211020194180
E-mini Russell 2000 Value Index Futures (R2VM2) 242740259570 /
225910		225910211480194640
E-mini S&P 600 SmallCap Futures (SMCM1) 133500142840 /
124160		124160116160106810
E-mini S&P 600 SmallCap Futures (SMCU1) 133590142930 /
124250		124250116250106900
E-mini S&P 600 SmallCap Futures (SMCZ1) 133680143020 /
124340		124340116340106990
E-mini S&P 600 SmallCap Futures (SMCH2) 133760143100 /
124420		124420116420107070
E-mini S&P 600 SmallCap Futures (SMCM2) 133850143190 /
124510		124510116510107160
E-mini S&P MidCap 400 Futures (EMDM1) 266520285210 /
247830		247830231810213110
E-mini S&P MidCap 400 Futures (EMDU1) 266300284990 /
247610		247610231590212890
E-mini S&P MidCap 400 Futures (EMDZ1) 268220286910 /
249530		249530233510214810
E-mini S&P MidCap 400 Futures (EMDH2) 269040287730 /
250350		250350234330215630
E-mini S&P MidCap 400 Futures (EMDM2) 269560288250 /
250870		250870234850216150
E-mini Technology Select Sector Futures (XAKM1) 142670152670 /
132670		132670124100114100
E-mini Technology Select Sector Futures (XAKU1) 143380153380 /
133380		133380124810114810
E-mini Technology Select Sector Futures (XAKZ1) 143660153660 /
133660		133660125090115090
E-mini Technology Select Sector Futures (XAKH2) 143950153950 /
133950		133950125380115380
E-mini Technology Select Sector Futures (XAKM2) 144230154230 /
134230		134230125660115660
E-mini Utilities Select Sector Futures (XAUM1) 6528069870 /
60690		606905674052150
E-mini Utilities Select Sector Futures (XAUU1) 6532069910 /
60730		607305678052190
E-mini Utilities Select Sector Futures (XAUZ1) 6510069690 /
60510		605105656051970
E-mini Utilities Select Sector Futures (XAUH2) 6489069480 /
60300		603005635051760
E-mini Utilities Select Sector Futures (XAUM2) 6467069260 /
60080		600805613051540
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 3368136047 /
31315		313152928726921
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 3356335929 /
31197		311972916926803
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ1) 3348735853 /
31121		311212909326727
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH2) 3337435740 /
31008		310082898026614
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 13829501479850 /
1286050		128605012029751106050
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 13817251478625 /
1284825		128482512017501104825
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 13809501477850 /
1284050		128405012009751104050
Micro E-mini Nasdaq-100 Index Futures (MNQH2) 13801251477025 /
1283225		128322512001501103225
Micro E-mini Nasdaq-100 Index Futures (MNQM2) 13790001475900 /
1282100		128210011990251102100
Micro E-mini Russell 2000 Index Futures (M2KM1) 223920239620 /
208220		208220194760179060
Micro E-mini Russell 2000 Index Futures (M2KU1) 223520239220 /
207820		207820194360178660
Micro E-mini Russell 2000 Index Futures (M2KZ1) 223020238720 /
207320		207320193860178160
Micro E-mini Russell 2000 Index Futures (M2KH2) 222540238240 /
206840		206840193380177680
Micro E-mini Russell 2000 Index Futures (M2KM2) 222070237770 /
206370		206370192910177210
Micro E-mini S&P 500 Index Futures (MESM1) 411900440800 /
383000		383000358250329350
Micro E-mini S&P 500 Index Futures (MESU1) 410900439800 /
382000		382000357250328350
Micro E-mini S&P 500 Index Futures (MESZ1) 410000438900 /
381100		381100356350327450
Micro E-mini S&P 500 Index Futures (MESH2) 408950437850 /
380050		380050355300326400
Micro E-mini S&P 500 Index Futures (MESM2) 407950436850 /
379050		379050354300325400
S&P 500 Futures (SPM1) 411900440800 /
383000		383000358250329350
S&P 500 Futures (SPU1) 410900439800 /
382000		382000357250328350
S&P 500 Futures (SPZ1) 410000438900 /
381100		381100356350327450
S&P 500 Futures (SPH2) 408950437850 /
380050		380050355300326400
S&P 500 Futures (SPM2) 407950436850 /
379050		379050354300325400
S&P 500 Futures (SPU2) 406950435850 /
378050		378050353300324400
S&P 500 Futures (SPZ2) 405900434800 /
377000		377000352250323350
S&P 500 Futures (SPH3) 404900433800 /
376000		376000351250322350
S&P 500 Futures (SPZ3) 401850430750 /
372950		372950348200319300
S&P 500 Futures (SPZ4) 397700426600 /
368800		368800344050315150
S&P 500 Futures (SPZ5) 393600422500 /
364700		364700339950311050
S&P 500 Growth Futures (SGM1) 277260296700 /
257820		257820241150221710
S&P 500 Growth Futures (SGU1) 276540295980 /
257100		257100240430220990
S&P 500 Value Futures (SUM1) 141580151540 /
131620		131620123080113110
S&P 500 Value Futures (SUU1) 140540150500 /
130580		130580122040112070
S&P MLP Total Return Index Futures (SLPM1) 389900417200 /
362600		362600339200311900
S&P MLP Total Return Index Futures (SLPU1) 389600416900 /
362300		362300338900311600
S&P MLP Total Return Index Futures (SLPZ1) 389300416600 /
362000		362000338600311300
S&P MLP Total Return Index Futures (SLPH2) 389000416300 /
361700		361700338300311000
S&P MLP Total Return Index Futures (SLPM2) 388700416000 /
361400		361400338000310700
As of Trade Date: 04/12/2021

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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 (ENYM1) 2978032090 / 2747033250 / 2631034400 / 25160
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2972032030 / 2741033190 / 2625034340 / 25100
E-mini Nikkei 225 - Yen denominated Futures (ENYZ1) 2950031810 / 2719032970 / 2603034120 / 24880
E-mini Nikkei 225 - Yen denominated Futures (ENYH2) 2910031410 / 2679032570 / 2563033720 / 24480
Nikkei/USD Futures (NKDM1) 2978032090 / 2747033250 / 2631034400 / 25160
Nikkei/USD Futures (NKDU1) 2972032030 / 2741033190 / 2625034340 / 25100
Nikkei/USD Futures (NKDZ1) 2950031810 / 2719032970 / 2603034120 / 24880
Nikkei/USD Futures (NKDH2) 2910031410 / 2679032570 / 2563033720 / 24480
Nikkei/USD Futures (NKDM2) 2896031270 / 2665032430 / 2549033580 / 24340
Nikkei/USD Futures (NKDU2) 2882031130 / 2651032290 / 2535033440 / 24200
Nikkei/USD Futures (NKDZ2) 2867030980 / 2636032140 / 2520033290 / 24050
Nikkei/USD Futures (NKDH3) 2853030840 / 2622032000 / 2506033150 / 23910
Nikkei/USD Futures (NKDM3) 2839030700 / 2608031860 / 2492033010 / 23770
Nikkei/USD Futures (NKDU3) 2824030550 / 2593031710 / 2477032860 / 23620
Nikkei/USD Futures (NKDZ3) 2810030410 / 2579031570 / 2463032720 / 23480
Nikkei/USD Futures (NKDH4) 2796030270 / 2565031430 / 2449032580 / 23340
Nikkei/USD Futures (NKDZ4) 2752029830 / 2521030990 / 2405032140 / 22900
Nikkei/USD Futures (NKDZ5) 2694029250 / 2463030410 / 2347031560 / 22320
Nikkei/USD Futures (NKDZ6) 2637028680 / 2406029840 / 2290030990 / 21750
Nikkei/Yen Futures (NIYJ1) 2974032050 / 2743033210 / 2627034360 / 25120
Nikkei/Yen Futures (NIYK1) 2958031890 / 2727033050 / 2611034200 / 24960
Nikkei/Yen Futures (NIYM1) 2978032090 / 2747033250 / 2631034400 / 25160
Nikkei/Yen Futures (NIYN1) 2949031800 / 2718032960 / 2602034110 / 24870
Nikkei/Yen Futures (NIYQ1) 2943031740 / 2712032900 / 2596034050 / 24810
Nikkei/Yen Futures (NIYU1) 2972032030 / 2741033190 / 2625034340 / 25100
Nikkei/Yen Futures (NIYZ1) 2950031810 / 2719032970 / 2603034120 / 24880
Nikkei/Yen Futures (NIYH2) 2910031410 / 2679032570 / 2563033720 / 24480
Nikkei/Yen Futures (NIYM2) 2896031270 / 2665032430 / 2549033580 / 24340
Nikkei/Yen Futures (NIYU2) 2882031130 / 2651032290 / 2535033440 / 24200
Nikkei/Yen Futures (NIYZ2) 2867030980 / 2636032140 / 2520033290 / 24050
Nikkei/Yen Futures (NIYH3) 2853030840 / 2622032000 / 2506033150 / 23910
Nikkei/Yen Futures (NIYM3) 2839030700 / 2608031860 / 2492033010 / 23770
Nikkei/Yen Futures (NIYU3) 2824030550 / 2593031710 / 2477032860 / 23620
Nikkei/Yen Futures (NIYZ3) 2810030410 / 2579031570 / 2463032720 / 23480
Nikkei/Yen Futures (NIYH4) 2796030270 / 2565031430 / 2449032580 / 23340
Nikkei/Yen Futures (NIYZ4) 2752029830 / 2521030990 / 2405032140 / 22900
Nikkei/Yen Futures (NIYZ5) 2694029250 / 2463030410 / 2347031560 / 22320
Nikkei/Yen Futures (NIYZ6) 2637028680 / 2406029840 / 2290030990 / 21750
Yen Denominated TOPIX Futures (TPYM1) 196000211050 / 180950218600 / 173400226100 / 165900
Yen Denominated TOPIX Futures (TPYU1) 195000210050 / 179950217600 / 172400225100 / 164900
Yen Denominated TOPIX Futures (TPYZ1) 188850203900 / 173800211450 / 166250218950 / 158750
Yen Denominated TOPIX Futures (TPYH2) 186650201700 / 171600209250 / 164050216750 / 156550
Yen Denominated TOPIX Futures (TPYM2) 184450199500 / 169400207050 / 161850214550 / 154350
As of Trade Date: 04/12/2021

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Equity Limits for FTSE

ContractsReference Price7% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 687150735550 /
638750
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 680900729300 /
632500
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 674700723100 /
626300
E-mini FTSE 100 Index (GBP) Futures (FT1H2) 668450716850 /
620050
E-mini FTSE 100 Index (GBP) Futures (FT1M2) 662200710600 /
613800
E-mini FTSE China 50 Index Futures (FT5J1) 20852.522312.5 /
19392.5
E-mini FTSE China 50 Index Futures (FT5K1) 20800.022260.0 /
19340.0
E-mini FTSE China 50 Index Futures (FT5M1) 20630.022090.0 /
19170.0
E-mini FTSE China 50 Index Futures (FT5U1) 20577.522037.5 /
19117.5
E-mini FTSE China 50 Index Futures (FT5Z1) 20412.521872.5 /
18952.5
E-mini FTSE China 50 Index Futures (FT5H2) 20252.521712.5 /
18792.5
E-mini FTSE Developed Europe Index Futures (DVEM1) 2788529850 /
25920
E-mini FTSE Developed Europe Index Futures (DVEU1) 2755529520 /
25590
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2722529190 /
25260
E-mini FTSE Developed Europe Index Futures (DVEH2) 2689528860 /
24930
E-mini FTSE Developed Europe Index Futures (DVEM2) 2656028525 /
24595
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 103020110210 /
95830
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 103290110480 /
96100
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 103570110760 /
96380
E-mini USD Denominated FTSE 100 Index Futures (FTUH2) 103840111030 /
96650
E-mini USD Denominated FTSE 100 Index Futures (FTUM2) 104120111310 /
96930
As of Trade Date: 04/12/2021

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Equity Limits for Ibovespa

ContractsReference Price10% Price Limit up and down
USD-Denominated Ibovespa Index Futures (IBVJ1) 118322130150 /
106490
USD-Denominated Ibovespa Index Futures (IBVM1) 118817130695 /
106940
USD-Denominated Ibovespa Index Futures (IBVQ1) 119558131510 /
107605
USD-Denominated Ibovespa Index Futures (IBVV1) 120316132345 /
108285
USD-Denominated Ibovespa Index Futures (IBVZ1) 121296133425 /
109170
As of Trade Date: 04/12/2021

Nasdaq Veles California Water Index

Eurodollar and STIR Futures

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

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

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

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

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

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

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

Treasury Futures

How do circuit breakers work in Treasury futures?

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

Dynamically Calculated Variant - All Trading Hours

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

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

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