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

For trade date Friday, May 29, 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 $0.150
Cash Butter $0.10 $0.20
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 $0.06 $0.12
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 $19.00 $38.00
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

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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 $0.10
Cash Settled Cheese $0.15
Chicago SRW Wheat $0.60
Corn $0.40
Dry Whey $0.12
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

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    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

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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.
  • 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

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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 (ESM0) 302600317700 /
287500		281400263250242050
E-mini S&P 500 ESG Index Futures (ESGM0) 2572827014 /
24442		239262238220578
E-mini S&P 500 Futures (ESU0) 301600316700 /
286500		280400262250241050
E-mini S&P 500 ESG Index Futures (ESGU0) 2577027056 /
24484		239682242420620
E-mini S&P 500 Futures (ESZ0) 301000316100 /
285900		279800261650240450
E-mini S&P 500 ESG Index Futures (ESGZ0) 2578427070 /
24498		239822243820634
E-mini S&P 500 Futures (ESH1) 300350315450 /
285250		279150261000239800
E-mini S&P 500 ESG Index Futures (ESGH1) 2580027086 /
24514		239982245420650
E-mini S&P 500 Futures (ESM1) 299400314500 /
284300		278200260050238850
E-mini S&P 500 ESG Index Futures (ESGM1) 2581627102 /
24530		240142247020666
E-mini Nasdaq-100 Futures (NQM0) 941425988500 /
894350		875525819025753100
E-mini Nasdaq-100 Futures (NQU0) 939800986875 /
892725		873900817400751475
E-mini Nasdaq-100 Futures (NQZ0) 939950987025 /
892875		874050817550751625
E-mini Nasdaq-100 Futures (NQH1) 939250986325 /
892175		873350816850750925
E-mini Nasdaq-100 Futures (NQM1) 938550985625 /
891475		872650816150750225
E-mini Dow ($5) Futures (YMM0) 2535826628 /
24088		235802205620278
E-mini Dow ($5) Futures (YMU0) 2523526505 /
23965		234572193320155
E-mini Dow ($5) Futures (YMZ0) 2514526415 /
23875		233672184320065
E-mini Dow ($5) Futures (YMH1) 2503126301 /
23761		232532172919951
Dow Jones Real Estate Futures (JRM0) 30673220 /
2914		285226672452
Dow Jones Real Estate Futures (JRU0) 30583211 /
2905		284326582443
Dow Jones Real Estate Futures (JRZ0) 30423195 /
2889		282726422427
Dow Jones Real Estate Futures (JRH1) 30273180 /
2874		281226272412
E-mini Communication Services Select Sector Futures (XAZM0) 2809529500 /
26690		261302444522475
E-mini Communication Services Select Sector Futures (XAZU0) 2823529640 /
26830		262702458522615
E-mini Communication Services Select Sector Futures (XAZZ0) 2833029735 /
26925		263652468022710
E-mini Communication Services Select Sector Futures (XAZH1) 2842529830 /
27020		264602477522805
E-mini Communication Services Select Sector Futures (XAZM1) 2852029925 /
27115		265552487022900
E-mini Consumer Discretionary Select Sector Futures (XAYM0) 124780131020 /
118540		11604010854099800
E-mini Consumer Discretionary Select Sector Futures (XAYU0) 125220131460 /
118980		116480108980100240
E-mini Consumer Discretionary Select Sector Futures (XAYZ0) 125400131640 /
119160		116660109160100420
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 125580131820 /
119340		116840109340100600
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 125770132010 /
119530		117030109530100790
E-mini Consumer Staples Select Sector Futures (XAPM0) 5917062130 /
56210		550205146047300
E-mini Consumer Staples Select Sector Futures (XAPU0) 5926062220 /
56300		551105155047390
E-mini Consumer Staples Select Sector Futures (XAPZ0) 5917062130 /
56210		550205146047300
E-mini Consumer Staples Select Sector Futures (XAPH1) 5908062040 /
56120		549305137047210
E-mini Consumer Staples Select Sector Futures (XAPM1) 5899061950 /
56030		548405128047120
E-mini Energy Select Sector Futures (XAEM0) 4027042280 /
38260		374603504032220
E-mini Energy Select Sector Futures (XAEU0) 4029042300 /
38280		374803506032240
E-mini Energy Select Sector Futures (XAEZ0) 4026042270 /
38250		374503503032210
E-mini Energy Select Sector Futures (XAEH1) 4023042240 /
38220		374203500032180
E-mini Energy Select Sector Futures (XAEM1) 4020042210 /
38190		373903497032150
E-mini Financial Select Sector Futures (XAFM0) 2902030470 /
27570		269902524023210
E-mini Financial Select Sector Futures (XAFU0) 2916030610 /
27710		271302538023350
E-mini Financial Select Sector Futures (XAFZ0) 2922030670 /
27770		271902544023410
E-mini Financial Select Sector Futures (XAFH1) 2929030740 /
27840		272602551023480
E-mini Financial Select Sector Futures (XAFM1) 2935030800 /
27900		273202557023540
E-mini FTSE Emerging Index Futures (EIM0) 4567047970 /
43370		424503968036460
E-mini FTSE Emerging Index Futures (EIU0) 4568047980 /
43380		424603969036470
E-mini FTSE Emerging Index Futures (EIZ0) 4537047670 /
43070		421503938036160
E-mini FTSE Emerging Index Futures (EIH1) 4505047350 /
42750		418303906035840
E-mini FTSE Emerging Index Futures (EIM1) 4474047040 /
42440		415203875035530
E-mini Health Care Select Sector Futures (XAVM0) 102480107600 /
97360		953008915081970
E-mini Health Care Select Sector Futures (XAVU0) 102600107720 /
97480		954208927082090
E-mini Health Care Select Sector Futures (XAVZ0) 102590107710 /
97470		954108926082080
E-mini Health Care Select Sector Futures (XAVH1) 102570107690 /
97450		953908924082060
E-mini Health Care Select Sector Futures (XAVM1) 102560107680 /
97440		953808923082050
E-mini Industrial Select Sector Futures (XAIM0) 6831071720 /
64900		635305943054640
E-mini Industrial Select Sector Futures (XAIU0) 6854071950 /
65130		637605966054870
E-mini Industrial Select Sector Futures (XAIZ0) 6866072070 /
65250		638805978054990
E-mini Industrial Select Sector Futures (XAIH1) 6877072180 /
65360		639905989055100
E-mini Industrial Select Sector Futures (XAIM1) 6889072300 /
65480		641106001055220
E-mini IPOX 100 U.S. Index Futures (IPOM0) 351200368700 /
333700		326700305600281000
E-mini IPOX 100 U.S. Index Futures (IPOU0) 351100368600 /
333600		326600305500280900
E-mini IPOX 100 U.S. Index Futures (IPOZ0) 351000368500 /
333500		326500305400280800
E-mini IPOX 100 U.S. Index Futures (IPOH1) 350900368400 /
333400		326400305300280700
E-mini IPOX 100 U.S. Index Futures (IPOM1) 350800368300 /
333300		326300305200280600
E-mini Materials Select Sector Futures (XABM0) 5846061380 /
55540		543705085046750
E-mini Materials Select Sector Futures (XABU0) 5860061520 /
55680		545105099046890
E-mini Materials Select Sector Futures (XABZ0) 5862061540 /
55700		545305101046910
E-mini Materials Select Sector Futures (XABH1) 5865061570 /
55730		545605104046940
E-mini Materials Select Sector Futures (XABM1) 5867061590 /
55750		545805106046960
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM0) 414990435740 /
394240		385930361020331960
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU0) 418460439210 /
397710		389400364490335430
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ0) 421000441750 /
400250		391940367030337970
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 423550444300 /
402800		394490369580340520
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 426100446850 /
405350		397040372130343070
E-mini Nasdaq Composite Futures (QCNM0) 936550983350 /
889750		871000814800749200
E-mini Nasdaq Composite Futures (QCNU0) 935150981950 /
888350		869600813400747800
E-mini Real Estate Select Sector Futures (XARM0) 1683017670 /
15990		156501463513455
E-mini Real Estate Select Sector Futures (XARU0) 1679017630 /
15950		156101459513415
E-mini Real Estate Select Sector Futures (XARZ0) 1671517555 /
15875		155351452013340
E-mini Real Estate Select Sector Futures (XARH1) 1664017480 /
15800		154601444513265
E-mini Real Estate Select Sector Futures (XARM1) 1656517405 /
15725		153851437013190
E-mini Russell 1000 Growth Index Futures (RSGM0) 183530192710 /
174350		170680159660146810
E-mini Russell 1000 Growth Index Futures (RSGU0) 183050192230 /
173870		170200159180146330
E-mini Russell 1000 Growth Index Futures (RSGZ0) 182550191730 /
173370		169700158680145830
E-mini Russell 1000 Growth Index Futures (RSGH1) 182040191220 /
172860		169190158170145320
E-mini Russell 1000 Growth Index Futures (RSGM1) 181540190720 /
172360		168690157670144820
E-mini Russell 1000 Index Futures (RS1M0) 167250175620 /
158880		155540145490133770
E-mini Russell 1000 Index Futures (RS1U0) 166700175070 /
158330		154990144940133220
E-mini Russell 1000 Index Futures (RS1Z0) 166100174470 /
157730		154390144340132620
E-mini Russell 1000 Index Futures (RS1H1) 165490173860 /
157120		153780143730132010
E-mini Russell 1000 Index Futures (RS1M1) 164890173260 /
156520		153180143130131410
E-mini Russell 1000 Value Index Futures (RSVM0) 112140117750 /
106530		1042809754089680
E-mini Russell 1000 Value Index Futures (RSVU0) 111720117330 /
106110		1038609712089260
E-mini Russell 1000 Value Index Futures (RSVZ0) 111220116830 /
105610		1033609662088760
E-mini Russell 1000 Value Index Futures (RSVH1) 110710116320 /
105100		1028509611088250
E-mini Russell 1000 Value Index Futures (RSVM1) 110210115820 /
104600		1023509561087750
E-mini Russell 2000 Growth Index Futures (R2GM0) 101310106360 /
96260		942308816081080
E-mini Russell 2000 Growth Index Futures (R2GU0) 101600106650 /
96550		945208845081370
E-mini Russell 2000 Growth Index Futures (R2GZ0) 101900106950 /
96850		948208875081670
E-mini Russell 2000 Growth Index Futures (R2GH1) 102190107240 /
97140		951108904081960
E-mini Russell 2000 Growth Index Futures (R2GM1) 102490107540 /
97440		954108934082260
E-mini Russell 2000 Index Futures (RTYM0) 140180147180 /
133180		130380121980112170
E-mini Russell 2000 Index Futures (RTYU0) 139830146830 /
132830		130030121630111820
E-mini Russell 2000 Index Futures (RTYZ0) 139430146430 /
132430		129630121230111420
E-mini Russell 2000 Index Futures (RTYH1) 139090146090 /
132090		129290120890111080
E-mini Russell 2000 Index Futures (RTYM1) 138760145760 /
131760		128960120560110750
E-mini Russell 2000 Value Index Futures (R2VM0) 143710150880 /
136540		133670125060115020
E-mini Russell 2000 Value Index Futures (R2VU0) 143990151160 /
136820		133950125340115300
E-mini Russell 2000 Value Index Futures (R2VZ0) 144260151430 /
137090		134220125610115570
E-mini Russell 2000 Value Index Futures (R2VH1) 144540151710 /
137370		134500125890115850
E-mini Russell 2000 Value Index Futures (R2VM1) 144810151980 /
137640		134770126160116120
E-mini S&P 600 SmallCap Futures (SMCM0) 8122085270 /
77170		755407068065000
E-mini S&P 600 SmallCap Futures (SMCU0) 8128085330 /
77230		756007074065060
E-mini S&P 600 SmallCap Futures (SMCZ0) 8133085380 /
77280		756507079065110
E-mini S&P 600 SmallCap Futures (SMCH1) 8138085430 /
77330		757007084065160
E-mini S&P 600 SmallCap Futures (SMCM1) 8143085480 /
77380		757507089065210
E-mini S&P MidCap 400 Futures (EMDM0) 177230186090 /
168370		164820154180141770
E-mini S&P MidCap 400 Futures (EMDU0) 176940185800 /
168080		164530153890141480
E-mini S&P MidCap 400 Futures (EMDZ0) 178140187000 /
169280		165730155090142680
E-mini S&P MidCap 400 Futures (EMDH1) 178490187350 /
169630		166080155440143030
E-mini S&P MidCap 400 Futures (EMDM1) 178830187690 /
169970		166420155780143370
E-mini Technology Select Sector Futures (XAKM0) 97220102080 /
92360		904208458077780
E-mini Technology Select Sector Futures (XAKU0) 97490102350 /
92630		906908485078050
E-mini Technology Select Sector Futures (XAKZ0) 97690102550 /
92830		908908505078250
E-mini Technology Select Sector Futures (XAKH1) 97880102740 /
93020		910808524078440
E-mini Technology Select Sector Futures (XAKM1) 98080102940 /
93220		912808544078640
E-mini Utilities Select Sector Futures (XAUM0) 5954062520 /
56560		553605178047600
E-mini Utilities Select Sector Futures (XAUU0) 5950062480 /
56520		553205174047560
E-mini Utilities Select Sector Futures (XAUZ0) 5931062290 /
56330		551305155047370
E-mini Utilities Select Sector Futures (XAUH1) 5911062090 /
56130		549305135047170
E-mini Utilities Select Sector Futures (XAUM1) 5892061900 /
55940		547405116046980
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM0) 2535826628 /
24088		235802205620278
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU0) 2523526505 /
23965		234572193320155
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ0) 2514526415 /
23875		233672184320065
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 2503126301 /
23761		232532172919951
Micro E-mini Nasdaq-100 Index Futures (MNQM0) 941425988500 /
894350		875525819025753100
Micro E-mini Nasdaq-100 Index Futures (MNQU0) 939800986875 /
892725		873900817400751475
Micro E-mini Nasdaq-100 Index Futures (MNQZ0) 939950987025 /
892875		874050817550751625
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 939250986325 /
892175		873350816850750925
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 938550985625 /
891475		872650816150750225
Micro E-mini Russell 2000 Index Futures (M2KM0) 140180147180 /
133180		130380121980112170
Micro E-mini Russell 2000 Index Futures (M2KU0) 139830146830 /
132830		130030121630111820
Micro E-mini Russell 2000 Index Futures (M2KZ0) 139430146430 /
132430		129630121230111420
Micro E-mini Russell 2000 Index Futures (M2KH1) 139090146090 /
132090		129290120890111080
Micro E-mini Russell 2000 Index Futures (M2KM1) 138760145760 /
131760		128960120560110750
Micro E-mini S&P 500 Index Futures (MESM0) 302600317700 /
287500		281400263250242050
Micro E-mini S&P 500 Index Futures (MESU0) 301600316700 /
286500		280400262250241050
Micro E-mini S&P 500 Index Futures (MESZ0) 301000316100 /
285900		279800261650240450
Micro E-mini S&P 500 Index Futures (MESH1) 300350315450 /
285250		279150261000239800
Micro E-mini S&P 500 Index Futures (MESM1) 299400314500 /
284300		278200260050238850
S&P 500 Futures (SPM0) 302600317700 /
287500		281400263250242050
S&P 500 Futures (SPU0) 301600316700 /
286500		280400262250241050
S&P 500 Futures (SPZ0) 301000316100 /
285900		279800261650240450
S&P 500 Futures (SPH1) 300350315450 /
285250		279150261000239800
S&P 500 Futures (SPM1) 299400314500 /
284300		278200260050238850
S&P 500 Futures (SPU1) 298600313700 /
283500		277400259250238050
S&P 500 Futures (SPZ1) 297750312850 /
282650		276550258400237200
S&P 500 Futures (SPH2) 296900312000 /
281800		275700257550236350
S&P 500 Futures (SPZ2) 294400309500 /
279300		273200255050233850
S&P 500 Futures (SPZ3) 291100306200 /
276000		269900251750230550
S&P 500 Futures (SPZ4) 287700302800 /
272600		266500248350227150
S&P 500 Growth Futures (SGM0) 199710209690 /
189730		185730173740159760
S&P 500 Growth Futures (SGU0) 199190209170 /
189210		185210173220159240
S&P 500 Value Futures (SUM0) 108090113500 /
102680		1005209402086450
S&P 500 Value Futures (SUU0) 107290112700 /
101880		997209322085650
S&P MLP Total Return Index Futures (SLPM0) 308700324100 /
293300		287100268600246900
S&P MLP Total Return Index Futures (SLPU0) 308400323800 /
293000		286800268300246600
S&P MLP Total Return Index Futures (SLPZ0) 308200323600 /
292800		286600268100246400
S&P MLP Total Return Index Futures (SLPH1) 308000323400 /
292600		286400267900246200
S&P MLP Total Return Index Futures (SLPM1) 307700323100 /
292300		286100267600245900
As of Trade Date: 05/29/2020

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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 (ENYM0) 2190023240 / 2056023910 / 1989024580 / 19220
E-mini Nikkei 225 - Yen denominated Futures (ENYU0) 2184023180 / 2050023850 / 1983024520 / 19160
E-mini Nikkei 225 - Yen denominated Futures (ENYZ0) 2168023020 / 2034023690 / 1967024360 / 19000
E-mini Nikkei 225 - Yen denominated Futures (ENYH1) 2158022920 / 2024023590 / 1957024260 / 18900
Nikkei/USD Futures (NKM0) 2190023240 / 2056023910 / 1989024580 / 19220
Nikkei/USD Futures (NKU0) 2184023180 / 2050023850 / 1983024520 / 19160
Nikkei/USD Futures (NKZ0) 2168023020 / 2034023690 / 1967024360 / 19000
Nikkei/USD Futures (NKH1) 2158022920 / 2024023590 / 1957024260 / 18900
Nikkei/USD Futures (NKM1) 2147022810 / 2013023480 / 1946024150 / 18790
Nikkei/USD Futures (NKU1) 2136022700 / 2002023370 / 1935024040 / 18680
Nikkei/USD Futures (NKZ1) 2126022600 / 1992023270 / 1925023940 / 18580
Nikkei/USD Futures (NKH2) 2115022490 / 1981023160 / 1914023830 / 18470
Nikkei/USD Futures (NKM2) 2105022390 / 1971023060 / 1904023730 / 18370
Nikkei/USD Futures (NKU2) 2094022280 / 1960022950 / 1893023620 / 18260
Nikkei/USD Futures (NKZ2) 2084022180 / 1950022850 / 1883023520 / 18160
Nikkei/USD Futures (NKH3) 2073022070 / 1939022740 / 1872023410 / 18050
Nikkei/USD Futures (NKZ3) 2042021760 / 1908022430 / 1841023100 / 17740
Nikkei/USD Futures (NKZ4) 1998021320 / 1864021990 / 1797022660 / 17300
Nikkei/USD Futures (NKZ5) 1956020900 / 1822021570 / 1755022240 / 16880
Nikkei/Yen Futures (NIYM0) 2190023240 / 2056023910 / 1989024580 / 19220
Nikkei/Yen Futures (NIYN0) 2186023200 / 2052023870 / 1985024540 / 19180
Nikkei/Yen Futures (NIYQ0) 2182023160 / 2048023830 / 1981024500 / 19140
Nikkei/Yen Futures (NIYU0) 2184023180 / 2050023850 / 1983024520 / 19160
Nikkei/Yen Futures (NIYV0) 2175023090 / 2041023760 / 1974024430 / 19070
Nikkei/Yen Futures (NIYZ0) 2168023020 / 2034023690 / 1967024360 / 19000
Nikkei/Yen Futures (NIYH1) 2158022920 / 2024023590 / 1957024260 / 18900
Nikkei/Yen Futures (NIYM1) 2147022810 / 2013023480 / 1946024150 / 18790
Nikkei/Yen Futures (NIYU1) 2136022700 / 2002023370 / 1935024040 / 18680
Nikkei/Yen Futures (NIYZ1) 2126022600 / 1992023270 / 1925023940 / 18580
Nikkei/Yen Futures (NIYH2) 2115022490 / 1981023160 / 1914023830 / 18470
Nikkei/Yen Futures (NIYM2) 2105022390 / 1971023060 / 1904023730 / 18370
Nikkei/Yen Futures (NIYU2) 2094022280 / 1960022950 / 1893023620 / 18260
Nikkei/Yen Futures (NIYZ2) 2084022180 / 1950022850 / 1883023520 / 18160
Nikkei/Yen Futures (NIYH3) 2073022070 / 1939022740 / 1872023410 / 18050
Nikkei/Yen Futures (NIYZ3) 2042021760 / 1908022430 / 1841023100 / 17740
Nikkei/Yen Futures (NIYZ4) 1998021320 / 1864021990 / 1797022660 / 17300
Nikkei/Yen Futures (NIYZ5) 1956020900 / 1822021570 / 1755022240 / 16880
Yen Denominated TOPIX Futures (TPYM0) 157800167400 / 148200172200 / 143400177000 / 138600
Yen Denominated TOPIX Futures (TPYU0) 155650165250 / 146050170050 / 141250174850 / 136450
Yen Denominated TOPIX Futures (TPYZ0) 153900163500 / 144300168300 / 139500173100 / 134700
Yen Denominated TOPIX Futures (TPYH1) 152150161750 / 142550166550 / 137750171350 / 132950
Yen Denominated TOPIX Futures (TPYM1) 150350159950 / 140750164750 / 135950169550 / 131150
As of Trade Date: 05/29/2020

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Equity Limits for FTSE and Ibovespa

ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1M0) 620950652000 /
589900
E-mini FTSE 100 Index (GBP) Futures (FT1U0) 615350646400 /
584300
E-mini FTSE 100 Index (GBP) Futures (FT1Z0) 609750640800 /
578700
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 604150635200 /
573100
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 598550629600 /
567500
E-mini FTSE China 50 Index Futures (FT5M0) 1723518095 /
16375
E-mini FTSE China 50 Index Futures (FT5U0) 1729518155 /
16435
E-mini FTSE China 50 Index Futures (FT5Z0) 1735518215 /
16495
E-mini FTSE China 50 Index Futures (FT5H1) 1741018270 /
16550
E-mini FTSE China 50 Index Futures (FT5M1) 1747018330 /
16610
E-mini FTSE Developed Europe Index Futures (DVEM0) 2286524010 /
21720
E-mini FTSE Developed Europe Index Futures (DVEU0) 2259523740 /
21450
E-mini FTSE Developed Europe Index Futures (DVEZ0) 2232523470 /
21180
E-mini FTSE Developed Europe Index Futures (DVEH1) 2205523200 /
20910
E-mini FTSE Developed Europe Index Futures (DVEM1) 2178522930 /
20640
E-mini USD Denominated FTSE 100 Index Futures (FTUM0) 8300087140 /
78860
E-mini USD Denominated FTSE 100 Index Futures (FTUU0) 8322087360 /
79080
E-mini USD Denominated FTSE 100 Index Futures (FTUZ0) 8344087580 /
79300
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 8366087800 /
79520
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 8388088020 /
79740
USD-Denominated Ibovespa Index Futures (IBVM0) 8798296780 /
79185
USD-Denominated Ibovespa Index Futures (IBVQ0) 8820797025 /
79390
USD-Denominated Ibovespa Index Futures (IBVV0) 8843797280 /
79595
USD-Denominated Ibovespa Index Futures (IBVZ0) 8868697550 /
79820
As of Trade Date: 05/29/2020

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How do circuit breakers work in Treasury 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

  2-Yr Note 5-Yr Note 10-Yr Note Ultra 10-Yr 30-Yr Bond Ultra-Bond Eurodollar
  TU FV TY TN US UB ED
Level 1 3 points 6 points 6 points 6 points 9 points 9 points 150 bps
Level 2 4 points 8 points 8 points 8 points 12 points 12 points 200 bps
Level 3 5 points 10 points 10 points 10 points 15 points 15 points 250 bps
Level 4 6 points 12 points 12 points 12 points 18 points 18 points 300 bps
Level 5 No limit No limit No limit No limit No limit No limit No limit

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

  2-Yr Note 5-Yr Note 10-Yr Note Ultra 10-Yr 30-Yr Bond Ultra-Bond Eurodollar
  TU FV TY TN US UB ED
Level 1 1 point 2 points 2 points 2 points 3 points 3 points 50 bps
Level 2 2 points 4 points 4 points 4 points 6 points 6 points 100 bps
Level 3 3 points 6 points 6 points 6 points 9 points 9 points 150 bps
Level 4 4 points 8 points 8 points 8 points 12 points 12 points 200 bps
Level 5 No limit No limit No limit No limit No limit No limit No limit

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

    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.

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