Price Limits

Check daily price limits during the trading day to make sure your trades are never left hanging during a price limit halt. Find daily price limits for CME Group Agricultural, Energy, Equity Index, Interest Rates, and Metals products.

A price limit is the maximum price range permitted for a futures contract in each trading session. When markets hit the price limit, different actions occur depending on the product being traded. Markets may temporarily halt until price limits can be expanded, remain in a limit condition or stop trading for the day, based on regulatory rules.

Find price limits for leading Agricultural futures products, including calendar spread limits.

Current Daily Price Limit

See SER-8600R for amendments to the Daily Price Limit Rule of all Livestock and Dairy Futures Contracts.

For trade date Wednesday, August 12, 2020, price limits for the following agricultural commodities will be:

Commodity Outrights Calendar Spreads
Australian Wheat FOB (Platts) Futures $50.00 N/A
Black Sea Corn Financially Settled (Platts) Futures $35.00 $70.00
Black Sea Sunflower Oil Financially Settled (Platts) Futures $145.00 N/A
Black Sea Wheat Financially Settled (Platts) Futures $40.00 $80.00
Block Cheese Futures $0.075 $0.15
Cash Butter $0.075 $0.150
Cash Settled Cheese $0.075 $0.15
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  $0.045 $0.09
KC HRW Wheat & mini-sized KC HRW Wheat $0.40 $0.80
Lean Hog $0.0375 $0.075
Live Cattle $0.03 $0.06
Lumber $29.00 $58.00
MGEX Wheat and MGEX Wheat Options $0.60 $1.20
Non Fat Dry Milk $0.04 $0.08
Oats $0.20 $0.40
Rough Rice $0.95 $1.90
Soybean Crush

$1.26

N/A
Soybean Meal $20.00 $40.00
Soybean Oil $0.020 $0.040
Soybeans & mini-sized Soybeans $0.60 $1.20

* Note expansion changes in bold text

Expanded Price Limits

See SER-8590 for details on variable price limit calculations.

Commodity Expanded Price Limit
Australian Wheat FOB (Platts) Futures $75.00
Black Sea Corn Financially Settled (Platts) Futures $52.50
Black Sea Sunflower Oil Financially Settled (Platts) Futures $220.00
Black Sea Wheat Financially Settled (Platts) Futures $60.00
Block Cheese Futures $0.15
Cash Butter $0.15
Cash Settled Cheese $0.15
Chicago SRW Wheat $0.60
Class III Milk Futures $1.50
Class IV Milk Futures $1.50
Corn $0.40
Dry Whey $0.08
Feeder Cattle $0.0675
KC HRW Wheat $0.60
Lean Hog $0.055
Live Cattle $0.045
Lumber $29.00
Non Fat Dry Milk $0.08
Oats $0.30
Rough Rice $1.50
Soybean Crush $1.89
Soybean Meal $30.00
Soybean Oil $0.030
Soybeans $.90

    Effective as of March 19, 2020 and until further notice, NYMEX increased the dynamic circuit breakers of CL, QM, WS, BZ and all Associated Products. See SER 8566 for additional information.

    Effective as of March 13, 2020 and until further notice, NYMEX increased the dynamic circuit breakers of PA, RB, HO and all Associated Products. See SER 8561 for additional information.

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

Natural Gas

Crude Oil

Refined Products

CME Group U.S. equity index price limits (and corresponding CME and CBOT rules) are designed to coordinate with circuit breakers provisions as applied by the New York Stock Exchange (NYSE).

  • 7%, 13%, and 20% price limits are applied to the futures fixing price and are effective from 8:30 a.m. CT – 2:25 p.m. CT. Mondays through Fridays. From 2:25 p.m. to 3:00 p.m. CT, only the 20% price limit will be applied to the futures price fixing.
  • 5% up-and-down limits are effective 5:00 p.m. - 8:30 a.m. CT. Sundays through Fridays; and 3:00 p.m. - 4:00 p.m. CT, Mondays through Fridays. Between 3:00 p.m. - 4:00 p.m. the 5% price limit will not be allowed to breech the 20% daily limit.
  • The fixing price is the volume weighted average price, VWAP, calculated during the 30 seconds of trading from 2:59:30 p.m. – 3:00:00 p.m. CT. View Equity Index Fixing Prices page

    Limits for prelisted contracts will not be accurate until activation date

Bitcoin

Equity Limits

ContractsReference Price5% Price Limit (Overnight Hours) & 5:00 p.m. to 8:30 a.m. up and down7% Price Limit Down only13% Price Limit Down only20% Price Limit Down only
E-mini S&P 500 Futures (ESU0) 332750349400 /
316100
309450289450266100
E-mini S&P 500 ESG Index Futures (ESGU0) 2847029896 /
27044
264742476422766
E-mini S&P 500 Futures (ESZ0) 331700348350 /
315050
308400288400265050
E-mini S&P 500 ESG Index Futures (ESGZ0) 2854829974 /
27122
265522484222844
E-mini S&P 500 Futures (ESH1) 330900347550 /
314250
307600287600264250
E-mini S&P 500 ESG Index Futures (ESGH1) 2856429990 /
27138
265682485822860
E-mini S&P 500 Futures (ESM1) 329750346400 /
313100
306450286450263100
E-mini S&P 500 ESG Index Futures (ESGM1) 2858230008 /
27156
265862487622878
E-mini S&P 500 Futures (ESU1) 328700345350 /
312050
305400285400262050
E-mini S&P 500 ESG Index Futures (ESGU1) 2859830024 /
27172
266022489222894
E-mini Nasdaq-100 Futures (NQU0) 10867251141100 /
1032350
1010600945350869225
E-mini Nasdaq-100 Futures (NQZ0) 10850501139425 /
1030675
1008925943675867550
E-mini Nasdaq-100 Futures (NQH1) 10850501139425 /
1030675
1008925943675867550
E-mini Nasdaq-100 Futures (NQM1) 10843751138750 /
1030000
1008250943000866875
E-mini Nasdaq-100 Futures (NQU1) 10832751137650 /
1028900
1007150941900865775
E-mini Dow ($5) Futures (YMU0) 2760028984 /
26216
256622400122063
E-mini Dow ($5) Futures (YMZ0) 2746928853 /
26085
255312387021932
E-mini Dow ($5) Futures (YMH1) 2741428798 /
26030
254762381521877
E-mini Dow ($5) Futures (YMM1) 2725128635 /
25867
253132365221714
Dow Jones Real Estate Futures (JRU0) 32093369 /
3049
298427912566
Dow Jones Real Estate Futures (JRZ0) 31953355 /
3035
297027772552
Dow Jones Real Estate Futures (JRH1) 31793339 /
3019
295427612536
Dow Jones Real Estate Futures (JRM1) 31623322 /
3002
293727442519
E-mini Communication Services Select Sector Futures (XAZU0) 3073532270 /
29200
285852674024585
E-mini Communication Services Select Sector Futures (XAZZ0) 3090032435 /
29365
287502690524750
E-mini Communication Services Select Sector Futures (XAZH1) 3100532540 /
29470
288552701024855
E-mini Communication Services Select Sector Futures (XAZM1) 3110532640 /
29570
289552711024955
E-mini Communication Services Select Sector Futures (XAZU1) 3121032745 /
29675
290602721525060
E-mini Consumer Discretionary Select Sector Futures (XAYU0) 143010150160 /
135860
132990124400114380
E-mini Consumer Discretionary Select Sector Futures (XAYZ0) 143480150630 /
136330
133460124870114850
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 143690150840 /
136540
133670125080115060
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 143900151050 /
136750
133880125290115270
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 144110151260 /
136960
134090125500115480
E-mini Consumer Staples Select Sector Futures (XAPU0) 6355066730 /
60370
590905526050800
E-mini Consumer Staples Select Sector Futures (XAPZ0) 6362066800 /
60440
591605533050870
E-mini Consumer Staples Select Sector Futures (XAPH1) 6353066710 /
60350
590705524050780
E-mini Consumer Staples Select Sector Futures (XAPM1) 6343066610 /
60250
589705514050680
E-mini Consumer Staples Select Sector Futures (XAPU1) 6333066510 /
60150
588705504050580
E-mini Energy Select Sector Futures (XAEU0) 3947041460 /
37480
366803429031500
E-mini Energy Select Sector Futures (XAEZ0) 3981041800 /
37820
370203463031840
E-mini Energy Select Sector Futures (XAEH1) 3978041770 /
37790
369903460031810
E-mini Energy Select Sector Futures (XAEM1) 3975041740 /
37760
369603457031780
E-mini Energy Select Sector Futures (XAEU1) 3972041710 /
37730
369303454031750
E-mini Financial Select Sector Futures (XAFU0) 3108032630 /
29530
289102704024860
E-mini Financial Select Sector Futures (XAFZ0) 3124032790 /
29690
290702720025020
E-mini Financial Select Sector Futures (XAFH1) 3130032850 /
29750
291302726025080
E-mini Financial Select Sector Futures (XAFM1) 3137032920 /
29820
292002733025150
E-mini Financial Select Sector Futures (XAFU1) 3144032990 /
29890
292702740025220
E-mini FTSE Emerging Index Futures (EIU0) 5343056120 /
50740
496604643042660
E-mini FTSE Emerging Index Futures (EIZ0) 5336056050 /
50670
495904636042590
E-mini FTSE Emerging Index Futures (EIH1) 5299055680 /
50300
492204599042220
E-mini FTSE Emerging Index Futures (EIM1) 5263055320 /
49940
488604563041860
E-mini FTSE Emerging Index Futures (EIU1) 5226054950 /
49570
484904526041490
E-mini Health Care Select Sector Futures (XAVU0) 106170111480 /
100860
987309235084900
E-mini Health Care Select Sector Futures (XAVZ0) 106350111660 /
101040
989109253085080
E-mini Health Care Select Sector Futures (XAVH1) 106330111640 /
101020
988909251085060
E-mini Health Care Select Sector Futures (XAVM1) 106320111630 /
101010
988809250085050
E-mini Health Care Select Sector Futures (XAVU1) 106310111620 /
101000
988709249085040
E-mini Industrial Select Sector Futures (XAIU0) 7770081590 /
73810
722506758062130
E-mini Industrial Select Sector Futures (XAIZ0) 7808081970 /
74190
726306796062510
E-mini Industrial Select Sector Futures (XAIH1) 7821082100 /
74320
727606809062640
E-mini Industrial Select Sector Futures (XAIM1) 7835082240 /
74460
729006823062780
E-mini Industrial Select Sector Futures (XAIU1) 7848082370 /
74590
730306836062910
E-mini IPOX 100 U.S. Index Futures (IPOU0) 393500413100 /
373900
366000342400314800
E-mini IPOX 100 U.S. Index Futures (IPOZ0) 393300412900 /
373700
365800342200314600
E-mini IPOX 100 U.S. Index Futures (IPOH1) 393200412800 /
373600
365700342100314500
E-mini IPOX 100 U.S. Index Futures (IPOM1) 393100412700 /
373500
365600342000314400
E-mini IPOX 100 U.S. Index Futures (IPOU1) 392900412500 /
373300
365400341800314200
E-mini Materials Select Sector Futures (XABU0) 6558068870 /
62290
609805703052420
E-mini Materials Select Sector Futures (XABZ0) 6583069120 /
62540
612305728052670
E-mini Materials Select Sector Futures (XABH1) 6586069150 /
62570
612605731052700
E-mini Materials Select Sector Futures (XABM1) 6588069170 /
62590
612805733052720
E-mini Materials Select Sector Futures (XABU1) 6591069200 /
62620
613105736052750
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU0) 413610434310 /
392910
384630359780330790
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ0) 417820438520 /
397120
388840363990335000
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 420360441060 /
399660
391380366530337540
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 422900443600 /
402200
393920369070340080
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 425440446140 /
404740
396460371610342620
E-mini Nasdaq Composite Futures (QCNU0) 10780001131900 /
1024100
1002550937850862350
E-mini Nasdaq Composite Futures (QCNZ0) 10764501130350 /
1022550
1001000936300860800
E-mini Real Estate Select Sector Futures (XARU0) 1726018125 /
16395
160501501013795
E-mini Real Estate Select Sector Futures (XARZ0) 1721518080 /
16350
160051496513750
E-mini Real Estate Select Sector Futures (XARH1) 1713518000 /
16270
159251488513670
E-mini Real Estate Select Sector Futures (XARM1) 1706017925 /
16195
158501481013595
E-mini Real Estate Select Sector Futures (XARU1) 1698017845 /
16115
157701473013515
E-mini Russell 1000 Growth Index Futures (RSGU0) 207890218290 /
197490
193320180830166260
E-mini Russell 1000 Growth Index Futures (RSGZ0) 207340217740 /
196940
192770180280165710
E-mini Russell 1000 Growth Index Futures (RSGH1) 206770217170 /
196370
192200179710165140
E-mini Russell 1000 Growth Index Futures (RSGM1) 206200216600 /
195800
191630179140164570
E-mini Russell 1000 Growth Index Futures (RSGU1) 205630216030 /
195230
191060178570164000
E-mini Russell 1000 Index Futures (RS1U0) 184430193660 /
175200
171500160410147480
E-mini Russell 1000 Index Futures (RS1Z0) 183810193040 /
174580
170880159790146860
E-mini Russell 1000 Index Futures (RS1H1) 183140192370 /
173910
170210159120146190
E-mini Russell 1000 Index Futures (RS1M1) 182470191700 /
173240
169540158450145520
E-mini Russell 1000 Index Futures (RS1U1) 181810191040 /
172580
168880157790144860
E-mini Russell 1000 Value Index Futures (RSVU0) 119240125210 /
113270
11087010370095330
E-mini Russell 1000 Value Index Futures (RSVZ0) 118800124770 /
112830
11043010326094890
E-mini Russell 1000 Value Index Futures (RSVH1) 118260124230 /
112290
10989010272094350
E-mini Russell 1000 Value Index Futures (RSVM1) 117730123700 /
111760
10936010219093820
E-mini Russell 1000 Value Index Futures (RSVU1) 117190123160 /
111220
10882010165093280
E-mini Russell 2000 Growth Index Futures (R2GU0) 113380119040 /
107720
1054609866090740
E-mini Russell 2000 Growth Index Futures (R2GZ0) 113710119370 /
108050
1057909899091070
E-mini Russell 2000 Growth Index Futures (R2GH1) 114040119700 /
108380
1061209932091400
E-mini Russell 2000 Growth Index Futures (R2GM1) 114370120030 /
108710
1064509965091730
E-mini Russell 2000 Growth Index Futures (R2GU1) 114700120360 /
109040
1067809998092060
E-mini Russell 2000 Index Futures (RTYU0) 157410165280 /
149540
146390136940125910
E-mini Russell 2000 Index Futures (RTYZ0) 157080164950 /
149210
146060136610125580
E-mini Russell 2000 Index Futures (RTYH1) 156620164490 /
148750
145600136150125120
E-mini Russell 2000 Index Futures (RTYM1) 156250164120 /
148380
145230135780124750
E-mini Russell 2000 Index Futures (RTYU1) 155870163740 /
148000
144850135400124370
E-mini Russell 2000 Value Index Futures (R2VU0) 161580169650 /
153510
150290140600129300
E-mini Russell 2000 Value Index Futures (R2VZ0) 161890169960 /
153820
150600140910129610
E-mini Russell 2000 Value Index Futures (R2VH1) 162200170270 /
154130
150910141220129920
E-mini Russell 2000 Value Index Futures (R2VM1) 162510170580 /
154440
151220141530130230
E-mini Russell 2000 Value Index Futures (R2VU1) 162820170890 /
154750
151530141840130540
E-mini S&P 600 SmallCap Futures (SMCU0) 9201096600 /
87420
855808006073620
E-mini S&P 600 SmallCap Futures (SMCZ0) 9207096660 /
87480
856408012073680
E-mini S&P 600 SmallCap Futures (SMCH1) 9213096720 /
87540
857008018073740
E-mini S&P 600 SmallCap Futures (SMCM1) 9219096780 /
87600
857608024073800
E-mini S&P 600 SmallCap Futures (SMCU1) 9225096840 /
87660
858208030073860
E-mini S&P MidCap 400 Futures (EMDU0) 194240203960 /
184520
180630168960155350
E-mini S&P MidCap 400 Futures (EMDZ0) 193890203610 /
184170
180280168610155000
E-mini S&P MidCap 400 Futures (EMDH1) 194450204170 /
184730
180840169170155560
E-mini S&P MidCap 400 Futures (EMDM1) 195660205380 /
185940
182050170380156770
E-mini S&P MidCap 400 Futures (EMDU1) 196040205760 /
186320
182430170760157150
E-mini Technology Select Sector Futures (XAKU0) 111980117580 /
106380
1041409742089570
E-mini Technology Select Sector Futures (XAKZ0) 112380117980 /
106780
1045409782089970
E-mini Technology Select Sector Futures (XAKH1) 112600118200 /
107000
1047609804090190
E-mini Technology Select Sector Futures (XAKM1) 112830118430 /
107230
1049909827090420
E-mini Technology Select Sector Futures (XAKU1) 113050118650 /
107450
1052109849090640
E-mini Utilities Select Sector Futures (XAUU0) 6045063490 /
57410
562005255048290
E-mini Utilities Select Sector Futures (XAUZ0) 6058063620 /
57540
563305268048420
E-mini Utilities Select Sector Futures (XAUH1) 6038063420 /
57340
561305248048220
E-mini Utilities Select Sector Futures (XAUM1) 6018063220 /
57140
559305228048020
E-mini Utilities Select Sector Futures (XAUU1) 5998063020 /
56940
557305208047820
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU0) 2760028984 /
26216
256622400122063
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ0) 2746928853 /
26085
255312387021932
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 2741428798 /
26030
254762381521877
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 2725128635 /
25867
253132365221714
Micro E-mini Nasdaq-100 Index Futures (MNQU0) 10867251141100 /
1032350
1010600945350869225
Micro E-mini Nasdaq-100 Index Futures (MNQZ0) 10850501139425 /
1030675
1008925943675867550
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 10850501139425 /
1030675
1008925943675867550
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 10843751138750 /
1030000
1008250943000866875
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 10832751137650 /
1028900
1007150941900865775
Micro E-mini Russell 2000 Index Futures (M2KU0) 157410165280 /
149540
146390136940125910
Micro E-mini Russell 2000 Index Futures (M2KZ0) 157080164950 /
149210
146060136610125580
Micro E-mini Russell 2000 Index Futures (M2KH1) 156620164490 /
148750
145600136150125120
Micro E-mini Russell 2000 Index Futures (M2KM1) 156250164120 /
148380
145230135780124750
Micro E-mini Russell 2000 Index Futures (M2KU1) 155870163740 /
148000
144850135400124370
Micro E-mini S&P 500 Index Futures (MESU0) 332750349400 /
316100
309450289450266100
Micro E-mini S&P 500 Index Futures (MESZ0) 331700348350 /
315050
308400288400265050
Micro E-mini S&P 500 Index Futures (MESH1) 330900347550 /
314250
307600287600264250
Micro E-mini S&P 500 Index Futures (MESM1) 329750346400 /
313100
306450286450263100
Micro E-mini S&P 500 Index Futures (MESU1) 328700345350 /
312050
305400285400262050
S&P 500 Futures (SPU0) 332750349400 /
316100
309450289450266100
S&P 500 Futures (SPZ0) 331700348350 /
315050
308400288400265050
S&P 500 Futures (SPH1) 330900347550 /
314250
307600287600264250
S&P 500 Futures (SPM1) 329750346400 /
313100
306450286450263100
S&P 500 Futures (SPU1) 328700345350 /
312050
305400285400262050
S&P 500 Futures (SPZ1) 327600344250 /
310950
304300284300260950
S&P 500 Futures (SPH2) 326500343150 /
309850
303200283200259850
S&P 500 Futures (SPM2) 325450342100 /
308800
302150282150258800
S&P 500 Futures (SPZ2) 323250339900 /
306600
299950279950256600
S&P 500 Futures (SPZ3) 318950335600 /
302300
295650275650252300
S&P 500 Futures (SPZ4) 314550331200 /
297900
291250271250247900
S&P 500 Growth Futures (SGU0) 225950237260 /
214640
210120196550180710
S&P 500 Growth Futures (SGZ0) 225360236670 /
214050
209530195960180120
S&P 500 Value Futures (SUU0) 113980119690 /
108270
1059809912091120
S&P 500 Value Futures (SUZ0) 113140118850 /
107430
1051409828090280
S&P MLP Total Return Index Futures (SLPU0) 297600312400 /
282800
276800259000238100
S&P MLP Total Return Index Futures (SLPZ0) 297300312100 /
282500
276500258700237800
S&P MLP Total Return Index Futures (SLPH1) 297100311900 /
282300
276300258500237600
S&P MLP Total Return Index Futures (SLPM1) 296900311700 /
282100
276100258300237400
S&P MLP Total Return Index Futures (SLPU1) 296600311400 /
281800
275800258000237100
As of Trade Date: 08/12/2020

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 (ENYU0) 2272024310 / 2113025110 / 2033025900 / 19540
E-mini Nikkei 225 - Yen denominated Futures (ENYZ0) 2258024170 / 2099024970 / 2019025760 / 19400
E-mini Nikkei 225 - Yen denominated Futures (ENYH1) 2249024080 / 2090024880 / 2010025670 / 19310
E-mini Nikkei 225 - Yen denominated Futures (ENYM1) 2238023970 / 2079024770 / 1999025560 / 19200
Nikkei/USD Futures (NKU0) 2272024310 / 2113025110 / 2033025900 / 19540
Nikkei/USD Futures (NKZ0) 2258024170 / 2099024970 / 2019025760 / 19400
Nikkei/USD Futures (NKH1) 2249024080 / 2090024880 / 2010025670 / 19310
Nikkei/USD Futures (NKM1) 2238023970 / 2079024770 / 1999025560 / 19200
Nikkei/USD Futures (NKU1) 2227023860 / 2068024660 / 1988025450 / 19090
Nikkei/USD Futures (NKZ1) 2216023750 / 2057024550 / 1977025340 / 18980
Nikkei/USD Futures (NKH2) 2205023640 / 2046024440 / 1966025230 / 18870
Nikkei/USD Futures (NKM2) 2194023530 / 2035024330 / 1955025120 / 18760
Nikkei/USD Futures (NKU2) 2183023420 / 2024024220 / 1944025010 / 18650
Nikkei/USD Futures (NKZ2) 2173023320 / 2014024120 / 1934024910 / 18550
Nikkei/USD Futures (NKH3) 2162023210 / 2003024010 / 1923024800 / 18440
Nikkei/USD Futures (NKM3) 2151023100 / 1992023900 / 1912024690 / 18330
Nikkei/USD Futures (NKZ3) 2129022880 / 1970023680 / 1890024470 / 18110
Nikkei/USD Futures (NKZ4) 2084022430 / 1925023230 / 1845024020 / 17660
Nikkei/USD Futures (NKZ5) 2041022000 / 1882022800 / 1802023590 / 17230
Nikkei/Yen Futures (NIYQ0) 2274024330 / 2115025130 / 2035025920 / 19560
Nikkei/Yen Futures (NIYU0) 2272024310 / 2113025110 / 2033025900 / 19540
Nikkei/Yen Futures (NIYV0) 2268024270 / 2109025070 / 2029025860 / 19500
Nikkei/Yen Futures (NIYX0) 2263024220 / 2104025020 / 2024025810 / 19450
Nikkei/Yen Futures (NIYZ0) 2258024170 / 2099024970 / 2019025760 / 19400
Nikkei/Yen Futures (NIYH1) 2249024080 / 2090024880 / 2010025670 / 19310
Nikkei/Yen Futures (NIYM1) 2238023970 / 2079024770 / 1999025560 / 19200
Nikkei/Yen Futures (NIYU1) 2227023860 / 2068024660 / 1988025450 / 19090
Nikkei/Yen Futures (NIYZ1) 2216023750 / 2057024550 / 1977025340 / 18980
Nikkei/Yen Futures (NIYH2) 2205023640 / 2046024440 / 1966025230 / 18870
Nikkei/Yen Futures (NIYM2) 2194023530 / 2035024330 / 1955025120 / 18760
Nikkei/Yen Futures (NIYU2) 2183023420 / 2024024220 / 1944025010 / 18650
Nikkei/Yen Futures (NIYZ2) 2173023320 / 2014024120 / 1934024910 / 18550
Nikkei/Yen Futures (NIYH3) 2162023210 / 2003024010 / 1923024800 / 18440
Nikkei/Yen Futures (NIYM3) 2151023100 / 1992023900 / 1912024690 / 18330
Nikkei/Yen Futures (NIYZ3) 2129022880 / 1970023680 / 1890024470 / 18110
Nikkei/Yen Futures (NIYZ4) 2084022430 / 1925023230 / 1845024020 / 17660
Nikkei/Yen Futures (NIYZ5) 2041022000 / 1882022800 / 1802023590 / 17230
Yen Denominated TOPIX Futures (TPYU0) 158550170150 / 146950175950 / 141150181750 / 135350
Yen Denominated TOPIX Futures (TPYZ0) 156200167800 / 144600173600 / 138800179400 / 133000
Yen Denominated TOPIX Futures (TPYH1) 154450166050 / 142850171850 / 137050177650 / 131250
Yen Denominated TOPIX Futures (TPYM1) 152650164250 / 141050170050 / 135250175850 / 129450
Yen Denominated TOPIX Futures (TPYU1) 150900162500 / 139300168300 / 133500174100 / 127700
As of Trade Date: 08/12/2020

Equity Limits for FTSE and Ibovespa

ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1U0) 612250643000 /
581500
E-mini FTSE 100 Index (GBP) Futures (FT1Z0) 606700637450 /
575950
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 601150631900 /
570400
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 595600626350 /
564850
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 590050620800 /
559300
E-mini FTSE China 50 Index Futures (FT5U0) 1880019735 /
17865
E-mini FTSE China 50 Index Futures (FT5Z0) 1886519800 /
17930
E-mini FTSE China 50 Index Futures (FT5H1) 1893019865 /
17995
E-mini FTSE China 50 Index Futures (FT5M1) 1899519930 /
18060
E-mini FTSE China 50 Index Futures (FT5U1) 1905519990 /
18120
E-mini FTSE Developed Europe Index Futures (DVEU0) 2370524895 /
22515
E-mini FTSE Developed Europe Index Futures (DVEZ0) 2342524615 /
22235
E-mini FTSE Developed Europe Index Futures (DVEH1) 2314524335 /
21955
E-mini FTSE Developed Europe Index Futures (DVEM1) 2286524055 /
21675
E-mini FTSE Developed Europe Index Futures (DVEU1) 2258023770 /
21390
E-mini USD Denominated FTSE 100 Index Futures (FTUU0) 8713091480 /
82780
E-mini USD Denominated FTSE 100 Index Futures (FTUZ0) 8736091710 /
83010
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 8759091940 /
83240
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 8783092180 /
83480
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 8806092410 /
83710
USD-Denominated Ibovespa Index Futures (IBVQ0) 103429999900 /
0
USD-Denominated Ibovespa Index Futures (IBVV0) 103709114075 /
93340
USD-Denominated Ibovespa Index Futures (IBVZ0) 103994114390 /
93595
USD-Denominated Ibovespa Index Futures (IBVG1) 104285114710 /
93860
USD-Denominated Ibovespa Index Futures (IBVJ1) 104606115065 /
94150
As of Trade Date: 08/12/2020

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.