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.

View the Agricultural price limits FAQ

For trade date Tuesday, June 15, 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   $0.45 $0.90
Class III Milk Futures $0.75 $1.50
Class IV Milk Futures $0.75 $1.50
Corn & mini-sized Corn $0.40 $0.80
Dry Whey $0.04 $0.08
Ethanol $0.30 $0.60
Feeder Cattle  $0.0625 $0.125
FOB Santos Soybeans Financially Settled (Platts) Futures $55.00 $110.00
KC HRW Wheat & mini-sized KC HRW Wheat $0.45 $0.90
Lean Hog $0.03 $0.06
Live Cattle $0.05 $0.10
Lumber $63.00 $126.00
MGEX Wheat and MGEX Wheat Options $0.60 $1.20
Non Fat Dry Milk $0.04 $0.08
Oats $0.25 $0.50
Pork Cutout Futures $0.045 $0.09
Rough Rice $0.95 $1.90
Soybean Crush

$2.045

N/A
Soybean Meal $30.00 $60.00
Soybean Oil $0.035 $0.070
Soybeans & mini-sized Soybeans $1.00 $2.00
Thailand Long Grain White Rice (Platts) Futures $70.00 $140.00

* Note expansion changes in bold text

Expanded Price Limits

See SER-8761 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 $0.70
Class III Milk Futures $1.50
Class IV Milk Futures $1.50
Corn $0.60
Dry Whey $0.08
Feeder Cattle $0.0925
FOB Santos Soybeans Financially Settled (Platts) Futures $85.00
KC HRW Wheat $0.70
Lean Hog $0.045
Live Cattle $0.075
Lumber $63.00
Non Fat Dry Milk $0.08
Oats $0.40
Pork Cutout Futures $0.0675
Rough Rice $1.45
Soybean Crush $3.095
Soybean Meal $45.00
Soybean Oil $0.055
Soybeans $1.50
Thailand Long Grain White Rice (Platts) Futures $105.00

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

Cryptocurrencies

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) 425450455200 /
395700
395700370150340350
E-mini S&P 500 ESG Index Futures (ESGM1) 3630638846 /
33766
337663158629044
E-mini S&P 500 Futures (ESU1) 424550454300 /
394800
394800369250339450
E-mini S&P 500 ESG Index Futures (ESGU1) 3622638766 /
33686
336863150628964
E-mini S&P 500 Futures (ESZ1) 423600453350 /
393850
393850368300338500
E-mini S&P 500 ESG Index Futures (ESGZ1) 3634438884 /
33804
338043162429082
E-mini S&P 500 Futures (ESH2) 422850452600 /
393100
393100367550337750
E-mini S&P 500 ESG Index Futures (ESGH2) 3636638906 /
33826
338263164629104
E-mini S&P 500 Futures (ESM2) 421450451200 /
391700
391700366150336350
E-mini S&P 500 ESG Index Futures (ESGM2) 3638838928 /
33848
338483166829126
E-mini S&P 500 Futures (ESU2) 420450450200 /
390700
390700365150335350
E-mini S&P 500 ESG Index Futures (ESGU2) 842618 /
0
0-4624-7160
E-mini S&P 500 Futures (ESZ2) 419450449200 /
389700
389700364150334350
E-mini S&P 500 Futures (ESH3) 418450448200 /
388700
388700363150333350
E-mini S&P 500 Futures (ESM3) 417500447250 /
387750
387750362200332400
E-mini S&P 500 Futures (ESU3) 90030600 /
0
0-54300-84000
E-mini S&P 500 Futures (ESZ3) 417300447050 /
387550
387550362000332200
E-mini S&P 500 Futures (ESZ4) 416300446050 /
386550
386550361000331200
E-mini S&P 500 Futures (ESZ5) 417150446900 /
387400
387400361850332050
E-mini Nasdaq-100 Futures (NQM1) 14124501511325 /
1313575
131357512288001129900
E-mini Nasdaq-100 Futures (NQU1) 14117001510575 /
1312825
131282512280501129150
E-mini Nasdaq-100 Futures (NQZ1) 14102501509125 /
1311375
131137512266001127700
E-mini Nasdaq-100 Futures (NQH2) 14085251507400 /
1309650
130965012248751125975
E-mini Nasdaq-100 Futures (NQM2) 14073751506250 /
1308500
130850012237251124825
E-mini Nasdaq-100 Futures (NQU2) 13125111100 /
0
0-168850-266825
E-mini Dow ($5) Futures (YMM1) 3438036787 /
31973
319732990927502
E-mini Dow ($5) Futures (YMU1) 3427436681 /
31867
318672980327396
E-mini Dow ($5) Futures (YMZ1) 3417336580 /
31766
317662970227295
E-mini Dow ($5) Futures (YMH2) 3403436441 /
31627
316272956327156
E-mini Dow ($5) Futures (YMM2) 12413 /
0
0-4479-6892
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRU1) 698598747437 /
649759
649759607897559058
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRZ1) 699009747848 /
650170
650170608308559469
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRH2) 699472748311 /
650633
650633608771559932
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRM2) 700022748861 /
651183
651183609321560482
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRU2) 700642749481 /
651803
651803609941561102
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRZ2) 701384750223 /
652545
652545610683561844
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRH3) 702152750991 /
653313
653313611451562612
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRM3) 702919751758 /
654080
654080612218563379
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRU3) 703738752577 /
654899
654899613037564198
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRZ3) 704697753536 /
655858
655858613996565157
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRZ4) 708428757267 /
659589
659589617727568888
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRZ5) 712736761575 /
663897
663897622035573196
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRZ6) 718247767086 /
669408
669408627546578707
Adjusted Interest Rate FTSE-100 Total Return Declared Dividend Index Futures (AFRZ7) 723912772751 /
675073
675073633211584372
Dow Jones Real Estate Futures (RXM1) 41084395 /
3821
382135743287
Dow Jones Real Estate Futures (RXU1) 40894376 /
3802
380235553268
Dow Jones Real Estate Futures (RXZ1) 40664353 /
3779
377935323245
Dow Jones Real Estate Futures (RXH2) 40454332 /
3758
375835113224
Dow Jones Real Estate Futures (RXM2) 22308 /
0
0-510-797
E-mini Communication Services Select Sector Futures (XAZM1) 4199544930 /
39060
390603654033600
E-mini Communication Services Select Sector Futures (XAZU1) 4197044905 /
39035
390353651533575
E-mini Communication Services Select Sector Futures (XAZZ1) 4227045205 /
39335
393353681533875
E-mini Communication Services Select Sector Futures (XAZH2) 4241045345 /
39475
394753695534015
E-mini Communication Services Select Sector Futures (XAZM2) 4255045485 /
39615
396153709534155
E-mini Communication Services Select Sector Futures (XAZU2) 3003215 /
0
0-5120-8040
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 174700186930 /
162470
162470151980139750
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 174570186800 /
162340
162340151850139620
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 175220187450 /
162990
162990152500140270
E-mini Consumer Discretionary Select Sector Futures (XAYH2) 175470187700 /
163240
163240152750140520
E-mini Consumer Discretionary Select Sector Futures (XAYM2) 175730187960 /
163500
163500153010140780
E-mini Consumer Discretionary Select Sector Futures (XAYU2) 90013060 /
0
0-21690-33860
E-mini Consumer Staples Select Sector Futures (XAPM1) 7113076100 /
66160
661606189056910
E-mini Consumer Staples Select Sector Futures (XAPU1) 7077075740 /
65800
658006153056550
E-mini Consumer Staples Select Sector Futures (XAPZ1) 7087075840 /
65900
659006163056650
E-mini Consumer Staples Select Sector Futures (XAPH2) 7077075740 /
65800
658006153056550
E-mini Consumer Staples Select Sector Futures (XAPM2) 7066075630 /
65690
656906142056440
E-mini Consumer Staples Select Sector Futures (XAPU2) 405020 /
0
0-9210-14200
E-mini Energy Select Sector Futures (XAEM1) 5717061170 /
53170
531704974045740
E-mini Energy Select Sector Futures (XAEU1) 5669060690 /
52690
526904926045260
E-mini Energy Select Sector Futures (XAEZ1) 5707061070 /
53070
530704964045640
E-mini Energy Select Sector Futures (XAEH2) 5702061020 /
53020
530204959045590
E-mini Energy Select Sector Futures (XAEM2) 5698060980 /
52980
529804955045550
E-mini Energy Select Sector Futures (XAEU2) 4904520 /
0
0-7000-11030
E-mini Financial Select Sector Futures (XAFM1) 4565048840 /
42460
424603972036520
E-mini Financial Select Sector Futures (XAFU1) 4555048740 /
42360
423603962036420
E-mini Financial Select Sector Futures (XAFZ1) 4585049040 /
42660
426603992036720
E-mini Financial Select Sector Futures (XAFH2) 4595049140 /
42760
427604002036820
E-mini Financial Select Sector Futures (XAFM2) 4605049240 /
42860
428604012036920
E-mini Financial Select Sector Futures (XAFU2) 2403450 /
0
0-5720-8930
E-mini FTSE Emerging Index Futures (EIM1) 6802072780 /
63260
632605917054410
E-mini FTSE Emerging Index Futures (EIU1) 6756072320 /
62800
628005871053950
E-mini FTSE Emerging Index Futures (EIZ1) 6710071860 /
62340
623405825053490
E-mini FTSE Emerging Index Futures (EIH2) 6663071390 /
61870
618705778053020
E-mini FTSE Emerging Index Futures (EIM2) 6617070930 /
61410
614105732052560
E-mini FTSE Emerging Index Futures (EIU2) 1304880 /
0
0-8700-13460
E-mini Health Care Select Sector Futures (XAVM1) 125640134430 /
116850
116850109310100510
E-mini Health Care Select Sector Futures (XAVU1) 125290134080 /
116500
116500108960100160
E-mini Health Care Select Sector Futures (XAVZ1) 125620134410 /
116830
116830109290100490
E-mini Health Care Select Sector Futures (XAVH2) 125600134390 /
116810
116810109270100470
E-mini Health Care Select Sector Futures (XAVM2) 125590134380 /
116800
116800109260100460
E-mini Health Care Select Sector Futures (XAVU2) 1608950 /
0
0-16160-24950
E-mini Industrial Select Sector Futures (XAIM1) 103480110720 /
96240
962409003082780
E-mini Industrial Select Sector Futures (XAIU1) 103250110490 /
96010
960108980082550
E-mini Industrial Select Sector Futures (XAIZ1) 103870111110 /
96630
966309042083170
E-mini Industrial Select Sector Futures (XAIH2) 104050111290 /
96810
968109060083350
E-mini Industrial Select Sector Futures (XAIM2) 104230111470 /
96990
969909078083530
E-mini Industrial Select Sector Futures (XAIU2) 2007460 /
0
0-13290-20560
E-mini IPOX 100 U.S. Index Futures (IPOM1) 556700595600 /
517800
517800484400445400
E-mini IPOX 100 U.S. Index Futures (IPOU1) 556500595400 /
517600
517600484200445200
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 556300595200 /
517400
517400484000445000
E-mini IPOX 100 U.S. Index Futures (IPOH2) 556100595000 /
517200
517200483800444800
E-mini IPOX 100 U.S. Index Futures (IPOM2) 556000594900 /
517100
517100483700444700
E-mini IPOX 100 U.S. Index Futures (IPOU2) 80039700 /
0
0-71400-110300
E-mini Materials Select Sector Futures (XABM1) 8961095880 /
83340
833407796071690
E-mini Materials Select Sector Futures (XABU1) 8935095620 /
83080
830807770071430
E-mini Materials Select Sector Futures (XABZ1) 8969095960 /
83420
834207804071770
E-mini Materials Select Sector Futures (XABH2) 8973096000 /
83460
834607808071810
E-mini Materials Select Sector Futures (XABM2) 8976096030 /
83490
834907811071840
E-mini Materials Select Sector Futures (XABU2) 2906620 /
0
0-11470-17800
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 508630544220 /
473040
473040442520406920
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 508620544210 /
473030
473030442510406910
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 514870550460 /
479280
479280448760413160
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH2) 517980553570 /
482390
482390451870416270
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM2) 521100556690 /
485510
485510454990419390
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU2) 862043910 /
0
0-56930-92230
E-mini Nasdaq Composite Futures (QCNM1) 14167501515950 /
1317550
131755012325001133300
E-mini Nasdaq Composite Futures (QCNU1) 14147001513900 /
1315500
131550012304501131250
E-mini Nasdaq Composite Futures (QCNZ1) 10450108900 /
0
0-172450-270900
E-mini Real Estate Select Sector Futures (XARM1) 2226023815 /
20705
207051936517805
E-mini Real Estate Select Sector Futures (XARU1) 2217523730 /
20620
206201928017720
E-mini Real Estate Select Sector Futures (XARZ1) 2207023625 /
20515
205151917517615
E-mini Real Estate Select Sector Futures (XARH2) 2197023525 /
20415
204151907517515
E-mini Real Estate Select Sector Futures (XARM2) 2187023425 /
20315
203151897517415
E-mini Real Estate Select Sector Futures (XARU2) 1451695 /
0
0-2735-4290
E-mini Russell 1000 Growth Index Futures (RSGM1) 265030283580 /
246480
246480230570212020
E-mini Russell 1000 Growth Index Futures (RSGU1) 264890283440 /
246340
246340230430211880
E-mini Russell 1000 Growth Index Futures (RSGZ1) 263140281690 /
244590
244590228680210130
E-mini Russell 1000 Growth Index Futures (RSGH2) 262230280780 /
243680
243680227770209220
E-mini Russell 1000 Growth Index Futures (RSGM2) 261320279870 /
242770
242770226860208310
E-mini Russell 1000 Growth Index Futures (RSGU2) 230020690 /
0
0-31860-50260
E-mini Russell 1000 Index Futures (RS1M1) 239330256100 /
222560
222560208190191420
E-mini Russell 1000 Index Futures (RS1U1) 238890255660 /
222120
222120207750190980
E-mini Russell 1000 Index Futures (RS1Z1) 237810254580 /
221040
221040206670189900
E-mini Russell 1000 Index Futures (RS1H2) 236990253760 /
220220
220220205850189080
E-mini Russell 1000 Index Futures (RS1M2) 236170252940 /
219400
219400205030188260
E-mini Russell 1000 Index Futures (RS1U2) 22016960 /
0
0-30870-47610
E-mini Russell 1000 Value Index Futures (RSVM1) 157890168940 /
146840
146840137360126310
E-mini Russell 1000 Value Index Futures (RSVU1) 157360168410 /
146310
146310136830125780
E-mini Russell 1000 Value Index Futures (RSVZ1) 156430167480 /
145380
145380135900124850
E-mini Russell 1000 Value Index Futures (RSVH2) 155720166770 /
144670
144670135190124140
E-mini Russell 1000 Value Index Futures (RSVM2) 155010166060 /
143960
143960134480123430
E-mini Russell 1000 Value Index Futures (RSVU2) 36011440 /
0
0-20220-31310
E-mini Russell 2000 Growth Index Futures (R2GM1) 156060166980 /
145140
145140135770124850
E-mini Russell 2000 Growth Index Futures (R2GU1) 155610166530 /
144690
144690135320124400
E-mini Russell 2000 Growth Index Futures (R2GZ1) 155150166070 /
144230
144230134860123940
E-mini Russell 2000 Growth Index Futures (R2GH2) 154700165620 /
143780
143780134410123490
E-mini Russell 2000 Growth Index Futures (R2GM2) 154240165160 /
143320
143320133950123030
E-mini Russell 2000 Growth Index Futures (R2GU2) 16011070 /
0
0-20110-31030
E-mini Russell 2000 Index Futures (RTYM1) 232680248960 /
216400
216400202450186160
E-mini Russell 2000 Index Futures (RTYU1) 232350248630 /
216070
216070202120185830
E-mini Russell 2000 Index Futures (RTYZ1) 231720248000 /
215440
215440201490185200
E-mini Russell 2000 Index Futures (RTYH2) 231100247380 /
214820
214820200870184580
E-mini Russell 2000 Index Futures (RTYM2) 230610246890 /
214330
214330200380184090
E-mini Russell 2000 Index Futures (RTYU2) 248018650 /
0
0-27560-43740
E-mini Russell 2000 Value Index Futures (R2VM1) 254770272600 /
236940
236940221650203810
E-mini Russell 2000 Value Index Futures (R2VU1) 253810271640 /
235980
235980220690202850
E-mini Russell 2000 Value Index Futures (R2VZ1) 252860270690 /
235030
235030219740201900
E-mini Russell 2000 Value Index Futures (R2VH2) 251900269730 /
234070
234070218780200940
E-mini Russell 2000 Value Index Futures (R2VM2) 250940268770 /
233110
233110217820199980
E-mini Russell 2000 Value Index Futures (R2VU2) 268020470 /
0
0-30360-48160
E-mini S&P 600 SmallCap Futures (SMCM1) 138750148460 /
129040
129040120720111010
E-mini S&P 600 SmallCap Futures (SMCU1) 138840148550 /
129130
129130120810111100
E-mini S&P 600 SmallCap Futures (SMCZ1) 138930148640 /
129220
129220120900111190
E-mini S&P 600 SmallCap Futures (SMCH2) 139020148730 /
129310
129310120990111280
E-mini S&P 600 SmallCap Futures (SMCM2) 139110148820 /
129400
129400121080111370
E-mini S&P 600 SmallCap Futures (SMCU2) 130010970 /
0
0-16670-26350
E-mini S&P MidCap 400 Futures (EMDM1) 272690291770 /
253610
253610237250218170
E-mini S&P MidCap 400 Futures (EMDU1) 272210291290 /
253130
253130236770217690
E-mini S&P MidCap 400 Futures (EMDZ1) 273720292800 /
254640
254640238280219200
E-mini S&P MidCap 400 Futures (EMDH2) 274250293330 /
255170
255170238810219730
E-mini S&P MidCap 400 Futures (EMDM2) 274780293860 /
255700
255700239340220260
E-mini S&P MidCap 400 Futures (EMDU2) 201021120 /
0
0-33480-52600
E-mini Technology Select Sector Futures (XAKM1) 144250154340 /
134160
134160125500115400
E-mini Technology Select Sector Futures (XAKU1) 144130154220 /
134040
134040125380115280
E-mini Technology Select Sector Futures (XAKZ1) 144810154900 /
134720
134720126060115960
E-mini Technology Select Sector Futures (XAKH2) 145100155190 /
135010
135010126350116250
E-mini Technology Select Sector Futures (XAKM2) 145380155470 /
135290
135290126630116530
E-mini Technology Select Sector Futures (XAKU2) 147011460 /
0
0-17090-27080
E-mini Utilities Select Sector Futures (XAUM1) 6665071310 /
61990
619905799053320
E-mini Utilities Select Sector Futures (XAUU1) 6620070860 /
61540
615405754052870
E-mini Utilities Select Sector Futures (XAUZ1) 6622070880 /
61560
615605756052890
E-mini Utilities Select Sector Futures (XAUH2) 6600070660 /
61340
613405734052670
E-mini Utilities Select Sector Futures (XAUM2) 6578070440 /
61120
611205712052450
E-mini Utilities Select Sector Futures (XAUU2) 804740 /
0
0-8570-13230
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 3438036787 /
31973
319732990927502
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 3427436681 /
31867
318672980327396
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ1) 3417336580 /
31766
317662970227295
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH2) 3403436441 /
31627
316272956327156
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM2) 12413 /
0
0-4479-6892
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 14124501511325 /
1313575
131357512288001129900
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 14117001510575 /
1312825
131282512280501129150
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 14102501509125 /
1311375
131137512266001127700
Micro E-mini Nasdaq-100 Index Futures (MNQH2) 14085251507400 /
1309650
130965012248751125975
Micro E-mini Nasdaq-100 Index Futures (MNQM2) 14073751506250 /
1308500
130850012237251124825
Micro E-mini Nasdaq-100 Index Futures (MNQU2) 13125111100 /
0
0-168850-266825
Micro E-mini Russell 2000 Index Futures (M2KM1) 232680248960 /
216400
216400202450186160
Micro E-mini Russell 2000 Index Futures (M2KU1) 232350248630 /
216070
216070202120185830
Micro E-mini Russell 2000 Index Futures (M2KZ1) 231720248000 /
215440
215440201490185200
Micro E-mini Russell 2000 Index Futures (M2KH2) 231100247380 /
214820
214820200870184580
Micro E-mini Russell 2000 Index Futures (M2KM2) 230610246890 /
214330
214330200380184090
Micro E-mini Russell 2000 Index Futures (M2KU2) 248018650 /
0
0-27560-43740
Micro E-mini S&P 500 Index Futures (MESM1) 425450455200 /
395700
395700370150340350
Micro E-mini S&P 500 Index Futures (MESU1) 424550454300 /
394800
394800369250339450
Micro E-mini S&P 500 Index Futures (MESZ1) 423600453350 /
393850
393850368300338500
Micro E-mini S&P 500 Index Futures (MESH2) 422850452600 /
393100
393100367550337750
Micro E-mini S&P 500 Index Futures (MESM2) 421450451200 /
391700
391700366150336350
Micro E-mini S&P 500 Index Futures (MESU2) 420450450200 /
390700
390700365150335350
S&P 500 Futures (SPM1) 425450455200 /
395700
395700370150340350
S&P 500 Futures (SPU1) 424550454300 /
394800
394800369250339450
S&P 500 Futures (SPZ1) 423600453350 /
393850
393850368300338500
S&P 500 Futures (SPH2) 422850452600 /
393100
393100367550337750
S&P 500 Futures (SPM2) 421450451200 /
391700
391700366150336350
S&P 500 Futures (SPU2) 420450450200 /
390700
390700365150335350
S&P 500 Futures (SPZ2) 419450449200 /
389700
389700364150334350
S&P 500 Futures (SPH3) 418450448200 /
388700
388700363150333350
S&P 500 Futures (SPM3) 417500447250 /
387750
387750362200332400
S&P 500 Futures (SPU3) 90030600 /
0
0-54300-84000
S&P 500 Futures (SPZ3) 417300447050 /
387550
387550362000332200
S&P 500 Futures (SPZ4) 416300446050 /
386550
386550361000331200
S&P 500 Futures (SPZ5) 417150446900 /
387400
387400361850332050
S&P 500 Growth Futures (SGM1) 284960304910 /
265010
265010247900227940
S&P 500 Growth Futures (SGU1) 284220304170 /
264270
264270247160227200
S&P 500 Growth Futures (SGZ1) 237022150 /
0
0-34380-54160
S&P 500 Value Futures (SUM1) 147290157600 /
136980
136980128140117820
S&P 500 Value Futures (SUU1) 146210156520 /
135900
135900127060116740
S&P 500 Value Futures (SUZ1) 16010510 /
0
0-19060-29410
S&P MLP Total Return Index Futures (SLPM1) 483600517400 /
449800
449800420800386900
S&P MLP Total Return Index Futures (SLPU1) 483300517100 /
449500
449500420500386600
S&P MLP Total Return Index Futures (SLPZ1) 482900516700 /
449100
449100420100386200
S&P MLP Total Return Index Futures (SLPH2) 482500516300 /
448700
448700419700385800
S&P MLP Total Return Index Futures (SLPM2) 482100515900 /
448300
448300419300385400
S&P MLP Total Return Index Futures (SLPU2) 100034800 /
0
0-61800-95700
As of Trade Date: 06/15/2021

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 (ENYM1) 2897031260 / 2668032400 / 2554033550 / 24390
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2912031410 / 2683032550 / 2569033700 / 24540
E-mini Nikkei 225 - Yen denominated Futures (ENYZ1) 2892031210 / 2663032350 / 2549033500 / 24340
E-mini Nikkei 225 - Yen denominated Futures (ENYH2) 2884031130 / 2655032270 / 2541033420 / 24260
E-mini Nikkei 225 - Yen denominated Futures (ENYM2) 2849030780 / 2620031920 / 2506033070 / 23910
Nikkei/USD Futures (NKDM1) 2897031260 / 2668032400 / 2554033550 / 24390
Nikkei/USD Futures (NKDU1) 2912031410 / 2683032550 / 2569033700 / 24540
Nikkei/USD Futures (NKDZ1) 2892031210 / 2663032350 / 2549033500 / 24340
Nikkei/USD Futures (NKDH2) 2884031130 / 2655032270 / 2541033420 / 24260
Nikkei/USD Futures (NKDM2) 2849030780 / 2620031920 / 2506033070 / 23910
Nikkei/USD Futures (NKDU2) 2835030640 / 2606031780 / 2492032930 / 23770
Nikkei/USD Futures (NKDZ2) 2821030500 / 2592031640 / 2478032790 / 23630
Nikkei/USD Futures (NKDH3) 2807030360 / 2578031500 / 2464032650 / 23490
Nikkei/USD Futures (NKDM3) 2793030220 / 2564031360 / 2450032510 / 23350
Nikkei/USD Futures (NKDU3) 2779030080 / 2550031220 / 2436032370 / 23210
Nikkei/USD Futures (NKDZ3) 2765029940 / 2536031080 / 2422032230 / 23070
Nikkei/USD Futures (NKDH4) 2751029800 / 2522030940 / 2408032090 / 22930
Nikkei/USD Futures (NKDM4) 2736029650 / 2507030790 / 2393031940 / 22780
Nikkei/USD Futures (NKDZ4) 2708029370 / 2479030510 / 2365031660 / 22500
Nikkei/USD Futures (NKDZ5) 2651028800 / 2422029940 / 2308031090 / 21930
Nikkei/USD Futures (NKDZ6) 2595028240 / 2366029380 / 2252030530 / 21370
Nikkei/Yen Futures (NIYM1) 2897031260 / 2668032400 / 2554033550 / 24390
Nikkei/Yen Futures (NIYN1) 2901031300 / 2672032440 / 2558033590 / 24430
Nikkei/Yen Futures (NIYQ1) 2895031240 / 2666032380 / 2552033530 / 24370
Nikkei/Yen Futures (NIYU1) 2912031410 / 2683032550 / 2569033700 / 24540
Nikkei/Yen Futures (NIYV1) 2887031160 / 2658032300 / 2544033450 / 24290
Nikkei/Yen Futures (NIYZ1) 2892031210 / 2663032350 / 2549033500 / 24340
Nikkei/Yen Futures (NIYH2) 2884031130 / 2655032270 / 2541033420 / 24260
Nikkei/Yen Futures (NIYM2) 2849030780 / 2620031920 / 2506033070 / 23910
Nikkei/Yen Futures (NIYU2) 2835030640 / 2606031780 / 2492032930 / 23770
Nikkei/Yen Futures (NIYZ2) 2821030500 / 2592031640 / 2478032790 / 23630
Nikkei/Yen Futures (NIYH3) 2807030360 / 2578031500 / 2464032650 / 23490
Nikkei/Yen Futures (NIYM3) 2793030220 / 2564031360 / 2450032510 / 23350
Nikkei/Yen Futures (NIYU3) 2779030080 / 2550031220 / 2436032370 / 23210
Nikkei/Yen Futures (NIYZ3) 2765029940 / 2536031080 / 2422032230 / 23070
Nikkei/Yen Futures (NIYH4) 2751029800 / 2522030940 / 2408032090 / 22930
Nikkei/Yen Futures (NIYM4) 2736029650 / 2507030790 / 2393031940 / 22780
Nikkei/Yen Futures (NIYZ4) 2708029370 / 2479030510 / 2365031660 / 22500
Nikkei/Yen Futures (NIYZ5) 2651028800 / 2422029940 / 2308031090 / 21930
Nikkei/Yen Futures (NIYZ6) 2595028240 / 2366029380 / 2252030530 / 21370
Yen Denominated TOPIX Futures (TPYM1) 196000211200 / 180800218850 / 173150226450 / 165550
Yen Denominated TOPIX Futures (TPYU1) 195600210800 / 180400218450 / 172750226050 / 165150
Yen Denominated TOPIX Futures (TPYZ1) 195200210400 / 180000218050 / 172350225650 / 164750
Yen Denominated TOPIX Futures (TPYH2) 195150210350 / 179950218000 / 172300225600 / 164700
Yen Denominated TOPIX Futures (TPYM2) 195100210300 / 179900217950 / 172250225550 / 164650
Yen Denominated TOPIX Futures (TPYU2) 195050210250 / 179850217900 / 172200225500 / 164600
As of Trade Date: 06/15/2021

Equity Limits for FTSE

ContractsReference Price7% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 715350765350 /
665350
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 708900758900 /
658900
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 702450752450 /
652450
E-mini FTSE 100 Index (GBP) Futures (FT1H2) 696050746050 /
646050
E-mini FTSE 100 Index (GBP) Futures (FT1M2) 689600739600 /
639600
E-mini FTSE 100 Index (GBP) Futures (FT1U2) 245052350 /
0
E-mini FTSE China 50 Index Futures (FT5M1) 20552.521997.5 /
19107.5
E-mini FTSE China 50 Index Futures (FT5N1) 20555.022000.0 /
19110.0
E-mini FTSE China 50 Index Futures (FT5Q1) 20497.521942.5 /
19052.5
E-mini FTSE China 50 Index Futures (FT5U1) 20445.021890.0 /
19000.0
E-mini FTSE China 50 Index Futures (FT5Z1) 20282.521727.5 /
18837.5
E-mini FTSE China 50 Index Futures (FT5H2) 20125.021570.0 /
18680.0
E-mini FTSE Developed Europe Index Futures (DVEM1) 2952531590 /
27460
E-mini FTSE Developed Europe Index Futures (DVEU1) 2919031255 /
27125
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2884030905 /
26775
E-mini FTSE Developed Europe Index Futures (DVEH2) 2849030555 /
26425
E-mini FTSE Developed Europe Index Futures (DVEM2) 2814530210 /
26080
E-mini FTSE Developed Europe Index Futures (DVEU2) 752135 /
0
E-mini S&P Europe 350 ESG Index Futures (E3GU1) 1666517835 /
15495
E-mini S&P Europe 350 ESG Index Futures (E3GZ1) 1668517855 /
15515
E-mini S&P Europe 350 ESG Index Futures (E3GH2) 1664517815 /
15475
E-mini S&P Europe 350 ESG Index Futures (E3GM2) 1660017770 /
15430
E-mini S&P Europe 350 ESG Index Futures (E3GU2) 1656017730 /
15390
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 109320116960 /
101680
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 109610117250 /
101970
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 109900117540 /
102260
E-mini USD Denominated FTSE 100 Index Futures (FTUH2) 110190117830 /
102550
E-mini USD Denominated FTSE 100 Index Futures (FTUM2) 110480118120 /
102840
E-mini USD Denominated FTSE 100 Index Futures (FTUU2) 2907920 /
0
As of Trade Date: 06/15/2021

Equity Limits for Ibovespa

ContractsReference Price10% Price Limit up and down
USD-Denominated Ibovespa Index Futures (IBVM1) 129370142305 /
116435
USD-Denominated Ibovespa Index Futures (IBVQ1) 130204143220 /
117185
USD-Denominated Ibovespa Index Futures (IBVV1) 131079144185 /
117975
USD-Denominated Ibovespa Index Futures (IBVZ1) 132273145500 /
119050
USD-Denominated Ibovespa Index Futures (IBVG2) 133714147085 /
120345
As of Trade Date: 06/15/2021

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

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