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, November 30, 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 $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  $0.05 $0.10
FOB Santos Soybeans Financially Settled (Platts) Futures $40.00 $60.00
KC HRW Wheat & mini-sized KC HRW Wheat $0.40 $0.80
Lean Hog $0.03 $0.06
Live Cattle $0.04 $0.08
Lumber $32.00 $64.00
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 (ESZ0) 363650389100 /
338200
338200316400290900
E-mini S&P 500 ESG Index Futures (ESGZ0) 3100233172 /
28832
288322697024798
E-mini S&P 500 Futures (ESH1) 362800388250 /
337350
337350315550290050
E-mini S&P 500 ESG Index Futures (ESGH1) 3105033220 /
28880
288802701824846
E-mini S&P 500 Futures (ESM1) 361750387200 /
336300
336300314500289000
E-mini S&P 500 ESG Index Futures (ESGM1) 3106833238 /
28898
288982703624864
E-mini S&P 500 Futures (ESU1) 360050385500 /
334600
334600312800287300
E-mini S&P 500 ESG Index Futures (ESGU1) 3108633256 /
28916
289162705424882
E-mini S&P 500 Futures (ESZ1) 359000384450 /
333550
333550311750286250
E-mini S&P 500 ESG Index Futures (ESGZ1) 3110633276 /
28936
289362707424902
E-mini Nasdaq-100 Futures (NQZ0) 12257501311550 /
1139950
11399501066400980600
E-mini Nasdaq-100 Futures (NQH1) 12252001311000 /
1139400
11394001065850980050
E-mini Nasdaq-100 Futures (NQM1) 12236501309450 /
1137850
11378501064300978500
E-mini Nasdaq-100 Futures (NQU1) 12222001308000 /
1136400
11364001062850977050
E-mini Nasdaq-100 Futures (NQZ1) 12212001307000 /
1135400
11354001061850976050
E-mini Dow ($5) Futures (YMZ0) 2987331966 /
27780
277802598523891
E-mini Dow ($5) Futures (YMH1) 2977031863 /
27677
276772588223788
E-mini Dow ($5) Futures (YMM1) 2969131784 /
27598
275982580323709
E-mini Dow ($5) Futures (YMU1) 2959131684 /
27498
274982570323609
Dow Jones Real Estate Futures (RXZ0) 33153547 /
3083
308328842651
Dow Jones Real Estate Futures (RXH1) 33043536 /
3072
307228732640
Dow Jones Real Estate Futures (RXM1) 32873519 /
3055
305528562623
Dow Jones Real Estate Futures (RXU1) 32703502 /
3038
303828392606
E-mini Communication Services Select Sector Futures (XAZZ0) 3431036710 /
31910
319102985027450
E-mini Communication Services Select Sector Futures (XAZH1) 3444536845 /
32045
320452998527585
E-mini Communication Services Select Sector Futures (XAZM1) 3456036960 /
32160
321603010027700
E-mini Communication Services Select Sector Futures (XAZU1) 3467537075 /
32275
322753021527815
E-mini Communication Services Select Sector Futures (XAZZ1) 3479037190 /
32390
323903033027930
E-mini Consumer Discretionary Select Sector Futures (XAYZ0) 159580170760 /
148400
148400138820127640
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 159960171140 /
148780
148780139200128020
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 160200171380 /
149020
149020139440128260
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 160430171610 /
149250
149250139670128490
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 160660171840 /
149480
149480139900128720
E-mini Consumer Staples Select Sector Futures (XAPZ0) 6708071780 /
62380
623805835053640
E-mini Consumer Staples Select Sector Futures (XAPH1) 6710071800 /
62400
624005837053660
E-mini Consumer Staples Select Sector Futures (XAPM1) 6700071700 /
62300
623005827053560
E-mini Consumer Staples Select Sector Futures (XAPU1) 6689071590 /
62190
621905816053450
E-mini Consumer Staples Select Sector Futures (XAPZ1) 6679071490 /
62090
620905806053350
E-mini Energy Select Sector Futures (XAEZ0) 4024043050 /
37430
374303501032190
E-mini Energy Select Sector Futures (XAEH1) 4023043040 /
37420
374203500032180
E-mini Energy Select Sector Futures (XAEM1) 4020043010 /
37390
373903497032150
E-mini Energy Select Sector Futures (XAEU1) 4017042980 /
37360
373603494032120
E-mini Energy Select Sector Futures (XAEZ1) 4014042950 /
37330
373303491032090
E-mini Financial Select Sector Futures (XAFZ0) 3492037360 /
32480
324803038027930
E-mini Financial Select Sector Futures (XAFH1) 3506037500 /
32620
326203052028070
E-mini Financial Select Sector Futures (XAFM1) 3514037580 /
32700
327003060028150
E-mini Financial Select Sector Futures (XAFU1) 3521037650 /
32770
327703067028220
E-mini Financial Select Sector Futures (XAFZ1) 3529037730 /
32850
328503075028300
E-mini FTSE Emerging Index Futures (EIZ0) 6052064760 /
56280
562805265048410
E-mini FTSE Emerging Index Futures (EIH1) 6011064350 /
55870
558705224048000
E-mini FTSE Emerging Index Futures (EIM1) 5970063940 /
55460
554605183047590
E-mini FTSE Emerging Index Futures (EIU1) 5929063530 /
55050
550505142047180
E-mini FTSE Emerging Index Futures (EIZ1) 5887063110 /
54630
546305100046760
E-mini Health Care Select Sector Futures (XAVZ0) 110260117980 /
102540
1025409592088190
E-mini Health Care Select Sector Futures (XAVH1) 110330118050 /
102610
1026109599088260
E-mini Health Care Select Sector Futures (XAVM1) 110320118040 /
102600
1026009598088250
E-mini Health Care Select Sector Futures (XAVU1) 110310118030 /
102590
1025909597088240
E-mini Health Care Select Sector Futures (XAVZ1) 110290118010 /
102570
1025709595088220
E-mini Industrial Select Sector Futures (XAIZ0) 8912095360 /
82880
828807753071280
E-mini Industrial Select Sector Futures (XAIH1) 8940095640 /
83160
831607781071560
E-mini Industrial Select Sector Futures (XAIM1) 8956095800 /
83320
833207797071720
E-mini Industrial Select Sector Futures (XAIU1) 8971095950 /
83470
834707812071870
E-mini Industrial Select Sector Futures (XAIZ1) 8987096110 /
83630
836307828072030
E-mini IPOX 100 U.S. Index Futures (IPOZ0) 505200540500 /
469900
469900439500404200
E-mini IPOX 100 U.S. Index Futures (IPOH1) 505000540300 /
469700
469700439300404000
E-mini IPOX 100 U.S. Index Futures (IPOM1) 504800540100 /
469500
469500439100403800
E-mini IPOX 100 U.S. Index Futures (IPOU1) 504600539900 /
469300
469300438900403600
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 504500539800 /
469200
469200438800403500
E-mini Materials Select Sector Futures (XABZ0) 7570081000 /
70400
704006585060550
E-mini Materials Select Sector Futures (XABH1) 7590081200 /
70600
706006605060750
E-mini Materials Select Sector Futures (XABM1) 7593081230 /
70630
706306608060780
E-mini Materials Select Sector Futures (XABU1) 7596081260 /
70660
706606611060810
E-mini Materials Select Sector Futures (XABZ1) 7599081290 /
70690
706906614060840
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ0) 449990481520 /
418460
418460391430359890
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 453880485410 /
422350
422350395320363780
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 456640488170 /
425110
425110398080366540
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 459410490940 /
427880
427880400850369310
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 462170493700 /
430640
430640403610372070
E-mini Nasdaq Composite Futures (QCNZ0) 12200001305400 /
1134600
11346001061350975900
E-mini Nasdaq Composite Futures (QCNH1) 12182501303650 /
1132850
11328501059600974150
E-mini Real Estate Select Sector Futures (XARZ0) 1775519000 /
16510
165101544014195
E-mini Real Estate Select Sector Futures (XARH1) 1772018965 /
16475
164751540514160
E-mini Real Estate Select Sector Futures (XARM1) 1764018885 /
16395
163951532514080
E-mini Real Estate Select Sector Futures (XARU1) 1756018805 /
16315
163151524514000
E-mini Real Estate Select Sector Futures (XARZ1) 1748018725 /
16235
162351516513920
E-mini Russell 1000 Growth Index Futures (RSGZ0) 231860248090 /
215630
215630201710185480
E-mini Russell 1000 Growth Index Futures (RSGH1) 231090247320 /
214860
214860200940184710
E-mini Russell 1000 Growth Index Futures (RSGM1) 230450246680 /
214220
214220200300184070
E-mini Russell 1000 Growth Index Futures (RSGU1) 229810246040 /
213580
213580199660183430
E-mini Russell 1000 Growth Index Futures (RSGZ1) 229180245410 /
212950
212950199030182800
E-mini Russell 1000 Index Futures (RS1Z0) 204560218890 /
190230
190230177950163620
E-mini Russell 1000 Index Futures (RS1H1) 203790218120 /
189460
189460177180162850
E-mini Russell 1000 Index Futures (RS1M1) 203050217380 /
188720
188720176440162110
E-mini Russell 1000 Index Futures (RS1U1) 202310216640 /
187980
187980175700161370
E-mini Russell 1000 Index Futures (RS1Z1) 201570215900 /
187240
187240174960160630
E-mini Russell 1000 Value Index Futures (RSVZ0) 131540140750 /
122330
122330114420105200
E-mini Russell 1000 Value Index Futures (RSVH1) 130940140150 /
121730
121730113820104600
E-mini Russell 1000 Value Index Futures (RSVM1) 130340139550 /
121130
121130113220104000
E-mini Russell 1000 Value Index Futures (RSVU1) 129750138960 /
120540
120540112630103410
E-mini Russell 1000 Value Index Futures (RSVZ1) 129160138370 /
119950
119950112040102820
E-mini Russell 2000 Growth Index Futures (R2GZ0) 134470143880 /
125060
125060117000107580
E-mini Russell 2000 Growth Index Futures (R2GH1) 134850144260 /
125440
125440117380107960
E-mini Russell 2000 Growth Index Futures (R2GM1) 135250144660 /
125840
125840117780108360
E-mini Russell 2000 Growth Index Futures (R2GU1) 135640145050 /
126230
126230118170108750
E-mini Russell 2000 Growth Index Futures (R2GZ1) 136030145440 /
126620
126620118560109140
E-mini Russell 2000 Index Futures (RTYZ0) 185300198280 /
172320
172320161190148200
E-mini Russell 2000 Index Futures (RTYH1) 185020198000 /
172040
172040160910147920
E-mini Russell 2000 Index Futures (RTYM1) 184340197320 /
171360
171360160230147240
E-mini Russell 2000 Index Futures (RTYU1) 183900196880 /
170920
170920159790146800
E-mini Russell 2000 Index Futures (RTYZ1) 183460196440 /
170480
170480159350146360
E-mini Russell 2000 Value Index Futures (R2VZ0) 188530201720 /
175340
175340164020150820
E-mini Russell 2000 Value Index Futures (R2VH1) 188880202070 /
175690
175690164370151170
E-mini Russell 2000 Value Index Futures (R2VM1) 189240202430 /
176050
176050164730151530
E-mini Russell 2000 Value Index Futures (R2VU1) 189600202790 /
176410
176410165090151890
E-mini Russell 2000 Value Index Futures (R2VZ1) 189960203150 /
176770
176770165450152250
E-mini S&P 600 SmallCap Futures (SMCZ0) 105940113350 /
98530
985309217084750
E-mini S&P 600 SmallCap Futures (SMCH1) 106010113420 /
98600
986009224084820
E-mini S&P 600 SmallCap Futures (SMCM1) 106080113490 /
98670
986709231084890
E-mini S&P 600 SmallCap Futures (SMCU1) 106140113550 /
98730
987309237084950
E-mini S&P 600 SmallCap Futures (SMCZ1) 106210113620 /
98800
988009244085020
E-mini S&P MidCap 400 Futures (EMDZ0) 220520235960 /
205080
205080191850176410
E-mini S&P MidCap 400 Futures (EMDH1) 220200235640 /
204760
204760191530176090
E-mini S&P MidCap 400 Futures (EMDM1) 220470235910 /
205030
205030191800176360
E-mini S&P MidCap 400 Futures (EMDU1) 220510235950 /
205070
205070191840176400
E-mini S&P MidCap 400 Futures (EMDZ1) 222370237810 /
206930
206930193700178260
E-mini Technology Select Sector Futures (XAKZ0) 123290131920 /
114660
11466010726098630
E-mini Technology Select Sector Futures (XAKH1) 123560132190 /
114930
11493010753098900
E-mini Technology Select Sector Futures (XAKM1) 123800132430 /
115170
11517010777099140
E-mini Technology Select Sector Futures (XAKU1) 124050132680 /
115420
11542010802099390
E-mini Technology Select Sector Futures (XAKZ1) 124290132920 /
115660
11566010826099630
E-mini Utilities Select Sector Futures (XAUZ0) 6414068640 /
59640
596405579051290
E-mini Utilities Select Sector Futures (XAUH1) 6397068470 /
59470
594705562051120
E-mini Utilities Select Sector Futures (XAUM1) 6376068260 /
59260
592605541050910
E-mini Utilities Select Sector Futures (XAUU1) 6355068050 /
59050
590505520050700
E-mini Utilities Select Sector Futures (XAUZ1) 6334067840 /
58840
588405499050490
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ0) 2987331966 /
27780
277802598523891
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 2977031863 /
27677
276772588223788
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 2969131784 /
27598
275982580323709
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 2959131684 /
27498
274982570323609
Micro E-mini Nasdaq-100 Index Futures (MNQZ0) 12257501311550 /
1139950
11399501066400980600
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 12252001311000 /
1139400
11394001065850980050
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 12236501309450 /
1137850
11378501064300978500
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 12222001308000 /
1136400
11364001062850977050
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 12212001307000 /
1135400
11354001061850976050
Micro E-mini Russell 2000 Index Futures (M2KZ0) 185300198280 /
172320
172320161190148200
Micro E-mini Russell 2000 Index Futures (M2KH1) 185020198000 /
172040
172040160910147920
Micro E-mini Russell 2000 Index Futures (M2KM1) 184340197320 /
171360
171360160230147240
Micro E-mini Russell 2000 Index Futures (M2KU1) 183900196880 /
170920
170920159790146800
Micro E-mini Russell 2000 Index Futures (M2KZ1) 183460196440 /
170480
170480159350146360
Micro E-mini S&P 500 Index Futures (MESZ0) 363650389100 /
338200
338200316400290900
Micro E-mini S&P 500 Index Futures (MESH1) 362800388250 /
337350
337350315550290050
Micro E-mini S&P 500 Index Futures (MESM1) 361750387200 /
336300
336300314500289000
Micro E-mini S&P 500 Index Futures (MESU1) 360050385500 /
334600
334600312800287300
Micro E-mini S&P 500 Index Futures (MESZ1) 359000384450 /
333550
333550311750286250
S&P 500 Futures (SPZ0) 363650389100 /
338200
338200316400290900
S&P 500 Futures (SPH1) 362800388250 /
337350
337350315550290050
S&P 500 Futures (SPM1) 361750387200 /
336300
336300314500289000
S&P 500 Futures (SPU1) 360050385500 /
334600
334600312800287300
S&P 500 Futures (SPZ1) 359000384450 /
333550
333550311750286250
S&P 500 Futures (SPH2) 357700383150 /
332250
332250310450284950
S&P 500 Futures (SPM2) 356500381950 /
331050
331050309250283750
S&P 500 Futures (SPU2) 355350380800 /
329900
329900308100282600
S&P 500 Futures (SPZ2) 354150379600 /
328700
328700306900281400
S&P 500 Futures (SPZ3) 349450374900 /
324000
324000302200276700
S&P 500 Futures (SPZ4) 344650370100 /
319200
319200297400271900
S&P 500 Growth Futures (SGZ0) 247740265090 /
230390
230390215510198160
S&P 500 Growth Futures (SGH1) 247110264460 /
229760
229760214880197530
S&P 500 Value Futures (SUZ0) 123780132460 /
115100
11510010766098980
S&P 500 Value Futures (SUH1) 122890131570 /
114210
11421010677098090
S&P MLP Total Return Index Futures (SLPZ0) 320700343100 /
298300
298300279100256600
S&P MLP Total Return Index Futures (SLPH1) 320500342900 /
298100
298100278900256400
S&P MLP Total Return Index Futures (SLPM1) 320200342600 /
297800
297800278600256100
S&P MLP Total Return Index Futures (SLPU1) 320000342400 /
297600
297600278400255900
S&P MLP Total Return Index Futures (SLPZ1) 319700342100 /
297300
297300278100255600
As of Trade Date: 11/30/2020

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) 2662028430 / 2481029340 / 2390030240 / 23000
E-mini Nikkei 225 - Yen denominated Futures (ENYH1) 2655028360 / 2474029270 / 2383030170 / 22930
E-mini Nikkei 225 - Yen denominated Futures (ENYM1) 2636028170 / 2455029080 / 2364029980 / 22740
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2623028040 / 2442028950 / 2351029850 / 22610
Nikkei/USD Futures (NKDZ0) 2662028430 / 2481029340 / 2390030240 / 23000
Nikkei/USD Futures (NKDH1) 2655028360 / 2474029270 / 2383030170 / 22930
Nikkei/USD Futures (NKDM1) 2636028170 / 2455029080 / 2364029980 / 22740
Nikkei/USD Futures (NKDU1) 2623028040 / 2442028950 / 2351029850 / 22610
Nikkei/USD Futures (NKDZ1) 2610027910 / 2429028820 / 2338029720 / 22480
Nikkei/USD Futures (NKDH2) 2597027780 / 2416028690 / 2325029590 / 22350
Nikkei/USD Futures (NKDM2) 2584027650 / 2403028560 / 2312029460 / 22220
Nikkei/USD Futures (NKDU2) 2571027520 / 2390028430 / 2299029330 / 22090
Nikkei/USD Futures (NKDZ2) 2559027400 / 2378028310 / 2287029210 / 21970
Nikkei/USD Futures (NKDH3) 2546027270 / 2365028180 / 2274029080 / 21840
Nikkei/USD Futures (NKDM3) 2533027140 / 2352028050 / 2261028950 / 21710
Nikkei/USD Futures (NKDU3) 2520027010 / 2339027920 / 2248028820 / 21580
Nikkei/USD Futures (NKDZ3) 2507026880 / 2326027790 / 2235028690 / 21450
Nikkei/USD Futures (NKDZ4) 2454026350 / 2273027260 / 2182028160 / 20920
Nikkei/USD Futures (NKDZ5) 2403025840 / 2222026750 / 2131027650 / 20410
Nikkei/Yen Futures (NIYZ0) 2662028430 / 2481029340 / 2390030240 / 23000
Nikkei/Yen Futures (NIYF1) 2658028390 / 2477029300 / 2386030200 / 22960
Nikkei/Yen Futures (NIYG1) 2653028340 / 2472029250 / 2381030150 / 22910
Nikkei/Yen Futures (NIYH1) 2655028360 / 2474029270 / 2383030170 / 22930
Nikkei/Yen Futures (NIYJ1) 2645028260 / 2464029170 / 2373030070 / 22830
Nikkei/Yen Futures (NIYM1) 2636028170 / 2455029080 / 2364029980 / 22740
Nikkei/Yen Futures (NIYU1) 2623028040 / 2442028950 / 2351029850 / 22610
Nikkei/Yen Futures (NIYZ1) 2610027910 / 2429028820 / 2338029720 / 22480
Nikkei/Yen Futures (NIYH2) 2597027780 / 2416028690 / 2325029590 / 22350
Nikkei/Yen Futures (NIYM2) 2584027650 / 2403028560 / 2312029460 / 22220
Nikkei/Yen Futures (NIYU2) 2571027520 / 2390028430 / 2299029330 / 22090
Nikkei/Yen Futures (NIYZ2) 2559027400 / 2378028310 / 2287029210 / 21970
Nikkei/Yen Futures (NIYH3) 2546027270 / 2365028180 / 2274029080 / 21840
Nikkei/Yen Futures (NIYM3) 2533027140 / 2352028050 / 2261028950 / 21710
Nikkei/Yen Futures (NIYU3) 2520027010 / 2339027920 / 2248028820 / 21580
Nikkei/Yen Futures (NIYZ3) 2507026880 / 2326027790 / 2235028690 / 21450
Nikkei/Yen Futures (NIYZ4) 2454026350 / 2273027260 / 2182028160 / 20920
Nikkei/Yen Futures (NIYZ5) 2403025840 / 2222026750 / 2131027650 / 20410
Yen Denominated TOPIX Futures (TPYZ0) 178450191050 / 165850197350 / 159550203650 / 153250
Yen Denominated TOPIX Futures (TPYH1) 176350188950 / 163750195250 / 157450201550 / 151150
Yen Denominated TOPIX Futures (TPYM1) 174300186900 / 161700193200 / 155400199500 / 149100
Yen Denominated TOPIX Futures (TPYU1) 172300184900 / 159700191200 / 153400197500 / 147100
Yen Denominated TOPIX Futures (TPYZ1) 170300182900 / 157700189200 / 151400195500 / 145100
As of Trade Date: 11/30/2020

Equity Limits for FTSE

ContractsReference Price7% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1Z0) 635800680350 /
591250
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 630050674600 /
585500
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 624300668850 /
579750
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 618600663150 /
574050
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 612850657400 /
568300
E-mini FTSE China 50 Index Futures (FT5X0) 2067022155 /
19185
E-mini FTSE China 50 Index Futures (FT5Z0) 2120222687 /
19717
E-mini FTSE China 50 Index Futures (FT5F1) 2115022635 /
19665
E-mini FTSE China 50 Index Futures (FT5G1) 2109022575 /
19605
E-mini FTSE China 50 Index Futures (FT5H1) 2104022525 /
19555
E-mini FTSE China 50 Index Futures (FT5M1) 2087522360 /
19390
E-mini FTSE China 50 Index Futures (FT5U1) 2071022195 /
19225
E-mini FTSE Developed Europe Index Futures (DVEZ0) 2524527015 /
23475
E-mini FTSE Developed Europe Index Futures (DVEH1) 2495026720 /
23180
E-mini FTSE Developed Europe Index Futures (DVEM1) 2465026420 /
22880
E-mini FTSE Developed Europe Index Futures (DVEU1) 2435026120 /
22580
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2405525825 /
22285
E-mini USD Denominated FTSE 100 Index Futures (FTUZ0) 9197098400 /
85540
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 9221098640 /
85780
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 9246098890 /
86030
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 9270099130 /
86270
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 9295099380 /
86520
As of Trade Date: 11/30/2020

Equity Limits for Ibovespa

ContractsReference Price10% Price Limit up and down
USD-Denominated Ibovespa Index Futures (IBVZ0) 110316121345 /
99285
USD-Denominated Ibovespa Index Futures (IBVG1) 110595121650 /
99540
USD-Denominated Ibovespa Index Futures (IBVJ1) 110909121995 /
99820
USD-Denominated Ibovespa Index Futures (IBVM1) 111368122500 /
100235
As of Trade Date: 11/30/2020

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.