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, September 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 $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 $0.075 $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  $0.045 $0.09
KC HRW Wheat & mini-sized KC HRW Wheat $0.40 $0.80
Lean Hog $0.03 $0.06
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

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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 $0.15
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 $0.045
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 (ESZ0) 334000350750 /
317250		310550290450267000
E-mini S&P 500 ESG Index Futures (ESGZ0) 2864030074 /
27206		266302490822898
E-mini S&P 500 Futures (ESH1) 333150349900 /
316400		309700289600266150
E-mini S&P 500 ESG Index Futures (ESGH1) 2872630160 /
27292		267162499422984
E-mini S&P 500 Futures (ESM1) 331750348500 /
315000		308300288200264750
E-mini S&P 500 ESG Index Futures (ESGM1) 2874430178 /
27310		267342501223002
E-mini S&P 500 Futures (ESU1) 330650347400 /
313900		307200287100263650
E-mini S&P 500 ESG Index Futures (ESGU1) 2876030194 /
27326		267502502823018
E-mini S&P 500 Futures (ESZ1) 329550346300 /
312800		306100286000262550
E-mini S&P 500 ESG Index Futures (ESGZ1) 2877830212 /
27344		267682504623036
E-mini Nasdaq-100 Futures (NQZ0) 11351251191925 /
1078325		1055575987400907850
E-mini Nasdaq-100 Futures (NQH1) 11342251191025 /
1077425		1054675986500906950
E-mini Nasdaq-100 Futures (NQM1) 11331751189975 /
1076375		1053625985450905900
E-mini Nasdaq-100 Futures (NQU1) 11322501189050 /
1075450		1052700984525904975
E-mini Nasdaq-100 Futures (NQZ1) 11313001188100 /
1074500		1051750983575904025
E-mini Dow ($5) Futures (YMZ0) 2744728826 /
26068		255172386221931
E-mini Dow ($5) Futures (YMH1) 2734828727 /
25969		254182376321832
E-mini Dow ($5) Futures (YMM1) 2729028669 /
25911		253602370521774
E-mini Dow ($5) Futures (YMU1) 2719828577 /
25819		252682361321682
Dow Jones Real Estate Futures (JRZ0) 31413299 /
2983		292027302509
Dow Jones Real Estate Futures (JRH1) 31343292 /
2976		291327232502
Dow Jones Real Estate Futures (JRM1) 31183276 /
2960		289727072486
Dow Jones Real Estate Futures (JRU1) 31023260 /
2944		288126912470
E-mini Communication Services Select Sector Futures (XAZZ0) 3097032520 /
29420		288002694024765
E-mini Communication Services Select Sector Futures (XAZH1) 3120532755 /
29655		290352717525000
E-mini Communication Services Select Sector Futures (XAZM1) 3131032860 /
29760		291402728025105
E-mini Communication Services Select Sector Futures (XAZU1) 3141532965 /
29865		292452738525210
E-mini Communication Services Select Sector Futures (XAZZ1) 3151533065 /
29965		293452748525310
E-mini Consumer Discretionary Select Sector Futures (XAYZ0) 148090155500 /
140680		137710128800118420
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 148700156110 /
141290		138320129410119030
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 148910156320 /
141500		138530129620119240
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 149130156540 /
141720		138750129840119460
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 149350156760 /
141940		138970130060119680
E-mini Consumer Staples Select Sector Futures (XAPZ0) 6393067140 /
60720		594405559051090
E-mini Consumer Staples Select Sector Futures (XAPH1) 6396067170 /
60750		594705562051120
E-mini Consumer Staples Select Sector Futures (XAPM1) 6386067070 /
60650		593705552051020
E-mini Consumer Staples Select Sector Futures (XAPU1) 6376066970 /
60550		592705542050920
E-mini Consumer Staples Select Sector Futures (XAPZ1) 6367066880 /
60460		591805533050830
E-mini Energy Select Sector Futures (XAEZ0) 3185033470 /
30230		295802764025370
E-mini Energy Select Sector Futures (XAEH1) 3233033950 /
30710		300602812025850
E-mini Energy Select Sector Futures (XAEM1) 3230033920 /
30680		300302809025820
E-mini Energy Select Sector Futures (XAEU1) 3228033900 /
30660		300102807025800
E-mini Energy Select Sector Futures (XAEZ1) 3225033870 /
30630		299802804025770
E-mini Financial Select Sector Futures (XAFZ0) 2947030950 /
27990		274002562023550
E-mini Financial Select Sector Futures (XAFH1) 2972031200 /
28240		276502587023800
E-mini Financial Select Sector Futures (XAFM1) 2979031270 /
28310		277202594023870
E-mini Financial Select Sector Futures (XAFU1) 2986031340 /
28380		277902601023940
E-mini Financial Select Sector Futures (XAFZ1) 2992031400 /
28440		278502607024000
E-mini FTSE Emerging Index Futures (EIZ0) 5311055760 /
50460		494004621042490
E-mini FTSE Emerging Index Futures (EIH1) 5246055110 /
49810		487504556041840
E-mini FTSE Emerging Index Futures (EIM1) 5210054750 /
49450		483904520041480
E-mini FTSE Emerging Index Futures (EIU1) 5173054380 /
49080		480204483041110
E-mini FTSE Emerging Index Futures (EIZ1) 5137054020 /
48720		476604447040750
E-mini Health Care Select Sector Futures (XAVZ0) 104620109870 /
99370		972709097083610
E-mini Health Care Select Sector Futures (XAVH1) 104920110170 /
99670		975709127083910
E-mini Health Care Select Sector Futures (XAVM1) 104910110160 /
99660		975609126083900
E-mini Health Care Select Sector Futures (XAVU1) 104900110150 /
99650		975509125083890
E-mini Health Care Select Sector Futures (XAVZ1) 104880110130 /
99630		975309123083870
E-mini Industrial Select Sector Futures (XAIZ0) 7814082060 /
74220		726506795062460
E-mini Industrial Select Sector Futures (XAIH1) 7861082530 /
74690		731206842062930
E-mini Industrial Select Sector Futures (XAIM1) 7875082670 /
74830		732606856063070
E-mini Industrial Select Sector Futures (XAIU1) 7888082800 /
74960		733906869063200
E-mini Industrial Select Sector Futures (XAIZ1) 7902082940 /
75100		735306883063340
E-mini IPOX 100 U.S. Index Futures (IPOZ0) 427300448600 /
406000		397400371800341800
E-mini IPOX 100 U.S. Index Futures (IPOH1) 427200448500 /
405900		397300371700341700
E-mini IPOX 100 U.S. Index Futures (IPOM1) 427000448300 /
405700		397100371500341500
E-mini IPOX 100 U.S. Index Futures (IPOU1) 426900448200 /
405600		397000371400341400
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 426700448000 /
405400		396800371200341200
E-mini Materials Select Sector Futures (XABZ0) 6689070250 /
63530		621905816053450
E-mini Materials Select Sector Futures (XABH1) 6720070560 /
63840		625005847053760
E-mini Materials Select Sector Futures (XABM1) 6723070590 /
63870		625305850053790
E-mini Materials Select Sector Futures (XABU1) 6725070610 /
63890		625505852053810
E-mini Materials Select Sector Futures (XABZ1) 6728070640 /
63920		625805855053840
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ0) 421970443100 /
400840		392390367020337430
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 427380448510 /
406250		397800372430342840
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 429970451100 /
408840		400390375020345430
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 432560453690 /
411430		402980377610348020
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 435150456280 /
414020		405570380200350610
E-mini Nasdaq Composite Futures (QCNZ0) 11097501165300 /
1054200		1031950965250887400
E-mini Nasdaq Composite Futures (QCNH1) 11081501163700 /
1052600		1030350963650885800
E-mini Real Estate Select Sector Futures (XARZ0) 1701517870 /
16160		158201479013595
E-mini Real Estate Select Sector Futures (XARH1) 1696517820 /
16110		157701474013545
E-mini Real Estate Select Sector Futures (XARM1) 1689017745 /
16035		156951466513470
E-mini Real Estate Select Sector Futures (XARU1) 1681517670 /
15960		156201459013395
E-mini Real Estate Select Sector Futures (XARZ1) 1673517590 /
15880		155401451013315
E-mini Russell 1000 Growth Index Futures (RSGZ0) 216530227370 /
205690		201350188330173140
E-mini Russell 1000 Growth Index Futures (RSGH1) 215690226530 /
204850		200510187490172300
E-mini Russell 1000 Growth Index Futures (RSGM1) 215090225930 /
204250		199910186890171700
E-mini Russell 1000 Growth Index Futures (RSGU1) 214500225340 /
203660		199320186300171110
E-mini Russell 1000 Growth Index Futures (RSGZ1) 213900224740 /
203060		198720185700170510
E-mini Russell 1000 Index Futures (RS1Z0) 185870195200 /
176540		172810161610148540
E-mini Russell 1000 Index Futures (RS1H1) 185220194550 /
175890		172160160960147890
E-mini Russell 1000 Index Futures (RS1M1) 184550193880 /
175220		171490160290147220
E-mini Russell 1000 Index Futures (RS1U1) 183870193200 /
174540		170810159610146540
E-mini Russell 1000 Index Futures (RS1Z1) 183200192530 /
173870		170140158940145870
E-mini Russell 1000 Value Index Futures (RSVZ0) 116120121960 /
110280		10795010094092760
E-mini Russell 1000 Value Index Futures (RSVH1) 115700121540 /
109860		10753010052092340
E-mini Russell 1000 Value Index Futures (RSVM1) 115170121010 /
109330		1070009999091810
E-mini Russell 1000 Value Index Futures (RSVU1) 114650120490 /
108810		1064809947091290
E-mini Russell 1000 Value Index Futures (RSVZ1) 114130119970 /
108290		1059609895090770
E-mini Russell 2000 Growth Index Futures (R2GZ0) 112360117960 /
106760		1045209779089940
E-mini Russell 2000 Growth Index Futures (R2GH1) 112690118290 /
107090		1048509812090270
E-mini Russell 2000 Growth Index Futures (R2GM1) 113020118620 /
107420		1051809845090600
E-mini Russell 2000 Growth Index Futures (R2GU1) 113350118950 /
107750		1055109878090930
E-mini Russell 2000 Growth Index Futures (R2GZ1) 113670119270 /
108070		1058309910091250
E-mini Russell 2000 Index Futures (RTYZ0) 150590158140 /
143040		140020130960120390
E-mini Russell 2000 Index Futures (RTYH1) 150270157820 /
142720		139700130640120070
E-mini Russell 2000 Index Futures (RTYM1) 149900157450 /
142350		139330130270119700
E-mini Russell 2000 Index Futures (RTYU1) 149550157100 /
142000		138980129920119350
E-mini Russell 2000 Index Futures (RTYZ1) 149190156740 /
141640		138620129560118990
E-mini Russell 2000 Value Index Futures (R2VZ0) 149740157210 /
142270		139270130300119830
E-mini Russell 2000 Value Index Futures (R2VH1) 150030157500 /
142560		139560130590120120
E-mini Russell 2000 Value Index Futures (R2VM1) 150310157780 /
142840		139840130870120400
E-mini Russell 2000 Value Index Futures (R2VU1) 150600158070 /
143130		140130131160120690
E-mini Russell 2000 Value Index Futures (R2VZ1) 150890158360 /
143420		140420131450120980
E-mini S&P 600 SmallCap Futures (SMCZ0) 8580090090 /
81510		798007465068640
E-mini S&P 600 SmallCap Futures (SMCH1) 8585090140 /
81560		798507470068690
E-mini S&P 600 SmallCap Futures (SMCM1) 8591090200 /
81620		799107476068750
E-mini S&P 600 SmallCap Futures (SMCU1) 8596090250 /
81670		799607481068800
E-mini S&P 600 SmallCap Futures (SMCZ1) 8602090310 /
81730		800207487068860
E-mini S&P MidCap 400 Futures (EMDZ0) 185360194660 /
176060		172340161180148160
E-mini S&P MidCap 400 Futures (EMDH1) 185160194460 /
175860		172140160980147960
E-mini S&P MidCap 400 Futures (EMDM1) 185350194650 /
176050		172330161170148150
E-mini S&P MidCap 400 Futures (EMDU1) 185350194650 /
176050		172330161170148150
E-mini S&P MidCap 400 Futures (EMDZ1) 187620196920 /
178320		174600163440150420
E-mini Technology Select Sector Futures (XAKZ0) 116660122500 /
110820		10848010146093280
E-mini Technology Select Sector Futures (XAKH1) 117290123130 /
111450		10911010209093910
E-mini Technology Select Sector Futures (XAKM1) 117520123360 /
111680		10934010232094140
E-mini Technology Select Sector Futures (XAKU1) 117750123590 /
111910		10957010255094370
E-mini Technology Select Sector Futures (XAKZ1) 117990123830 /
112150		10981010279094610
E-mini Utilities Select Sector Futures (XAUZ0) 5921062190 /
56230		550405146047280
E-mini Utilities Select Sector Futures (XAUH1) 5924062220 /
56260		550705149047310
E-mini Utilities Select Sector Futures (XAUM1) 5904062020 /
56060		548705129047110
E-mini Utilities Select Sector Futures (XAUU1) 5885061830 /
55870		546805110046920
E-mini Utilities Select Sector Futures (XAUZ1) 5865061630 /
55670		544805090046720
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ0) 2744728826 /
26068		255172386221931
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 2734828727 /
25969		254182376321832
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 2729028669 /
25911		253602370521774
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 2719828577 /
25819		252682361321682
Micro E-mini Nasdaq-100 Index Futures (MNQZ0) 11351251191925 /
1078325		1055575987400907850
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 11342251191025 /
1077425		1054675986500906950
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 11331751189975 /
1076375		1053625985450905900
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 11322501189050 /
1075450		1052700984525904975
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 11313001188100 /
1074500		1051750983575904025
Micro E-mini Russell 2000 Index Futures (M2KZ0) 150590158140 /
143040		140020130960120390
Micro E-mini Russell 2000 Index Futures (M2KH1) 150270157820 /
142720		139700130640120070
Micro E-mini Russell 2000 Index Futures (M2KM1) 149900157450 /
142350		139330130270119700
Micro E-mini Russell 2000 Index Futures (M2KU1) 149550157100 /
142000		138980129920119350
Micro E-mini Russell 2000 Index Futures (M2KZ1) 149190156740 /
141640		138620129560118990
Micro E-mini S&P 500 Index Futures (MESZ0) 334000350750 /
317250		310550290450267000
Micro E-mini S&P 500 Index Futures (MESH1) 333150349900 /
316400		309700289600266150
Micro E-mini S&P 500 Index Futures (MESM1) 331750348500 /
315000		308300288200264750
Micro E-mini S&P 500 Index Futures (MESU1) 330650347400 /
313900		307200287100263650
Micro E-mini S&P 500 Index Futures (MESZ1) 329550346300 /
312800		306100286000262550
S&P 500 Futures (SPZ0) 334000350750 /
317250		310550290450267000
S&P 500 Futures (SPH1) 333150349900 /
316400		309700289600266150
S&P 500 Futures (SPM1) 331750348500 /
315000		308300288200264750
S&P 500 Futures (SPU1) 330650347400 /
313900		307200287100263650
S&P 500 Futures (SPZ1) 329550346300 /
312800		306100286000262550
S&P 500 Futures (SPH2) 328450345200 /
311700		305000284900261450
S&P 500 Futures (SPM2) 327400344150 /
310650		303950283850260400
S&P 500 Futures (SPU2) 326300343050 /
309550		302850282750259300
S&P 500 Futures (SPZ2) 325200341950 /
308450		301750281650258200
S&P 500 Futures (SPZ3) 320850337600 /
304100		297400277300253850
S&P 500 Futures (SPZ4) 316450333200 /
299700		293000272900249450
S&P 500 Growth Futures (SGZ0) 231780243400 /
220160		215510201560185290
S&P 500 Growth Futures (SGH1) 231180242800 /
219560		214910200960184690
S&P 500 Value Futures (SUZ0) 110310115860 /
104760		1025309586088080
S&P 500 Value Futures (SUH1) 109500115050 /
103950		1017209505087270
S&P MLP Total Return Index Futures (SLPZ0) 245800258100 /
233500		228600213800196600
S&P MLP Total Return Index Futures (SLPH1) 245600257900 /
233300		228400213600196400
S&P MLP Total Return Index Futures (SLPM1) 245500257800 /
233200		228300213500196300
S&P MLP Total Return Index Futures (SLPU1) 245300257600 /
233000		228100213300196100
S&P MLP Total Return Index Futures (SLPZ1) 245100257400 /
232800		227900213100195900
As of Trade Date: 09/29/2020

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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 (ENYZ0) 2332025130 / 2151026040 / 2060026940 / 19700
E-mini Nikkei 225 - Yen denominated Futures (ENYH1) 2326025070 / 2145025980 / 2054026880 / 19640
E-mini Nikkei 225 - Yen denominated Futures (ENYM1) 2312024930 / 2131025840 / 2040026740 / 19500
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2308024890 / 2127025800 / 2036026700 / 19460
Nikkei/USD Futures (NKZ0) 2332025130 / 2151026040 / 2060026940 / 19700
Nikkei/USD Futures (NKH1) 2326025070 / 2145025980 / 2054026880 / 19640
Nikkei/USD Futures (NKM1) 2312024930 / 2131025840 / 2040026740 / 19500
Nikkei/USD Futures (NKU1) 2308024890 / 2127025800 / 2036026700 / 19460
Nikkei/USD Futures (NKZ1) 2296024770 / 2115025680 / 2024026580 / 19340
Nikkei/USD Futures (NKH2) 2285024660 / 2104025570 / 2013026470 / 19230
Nikkei/USD Futures (NKM2) 2274024550 / 2093025460 / 2002026360 / 19120
Nikkei/USD Futures (NKU2) 2262024430 / 2081025340 / 1990026240 / 19000
Nikkei/USD Futures (NKZ2) 2251024320 / 2070025230 / 1979026130 / 18890
Nikkei/USD Futures (NKH3) 2240024210 / 2059025120 / 1968026020 / 18780
Nikkei/USD Futures (NKM3) 2228024090 / 2047025000 / 1956025900 / 18660
Nikkei/USD Futures (NKU3) 2217023980 / 2036024890 / 1945025790 / 18550
Nikkei/USD Futures (NKZ3) 2206023870 / 2025024780 / 1934025680 / 18440
Nikkei/USD Futures (NKZ4) 2159023400 / 1978024310 / 1887025210 / 17970
Nikkei/USD Futures (NKZ5) 2114022950 / 1933023860 / 1842024760 / 17520
Nikkei/Yen Futures (NIYV0) 2350025310 / 2169026220 / 2078027120 / 19880
Nikkei/Yen Futures (NIYX0) 2345025260 / 2164026170 / 2073027070 / 19830
Nikkei/Yen Futures (NIYZ0) 2332025130 / 2151026040 / 2060026940 / 19700
Nikkei/Yen Futures (NIYF1) 2338025190 / 2157026100 / 2066027000 / 19760
Nikkei/Yen Futures (NIYH1) 2326025070 / 2145025980 / 2054026880 / 19640
Nikkei/Yen Futures (NIYM1) 2312024930 / 2131025840 / 2040026740 / 19500
Nikkei/Yen Futures (NIYU1) 2308024890 / 2127025800 / 2036026700 / 19460
Nikkei/Yen Futures (NIYZ1) 2296024770 / 2115025680 / 2024026580 / 19340
Nikkei/Yen Futures (NIYH2) 2285024660 / 2104025570 / 2013026470 / 19230
Nikkei/Yen Futures (NIYM2) 2274024550 / 2093025460 / 2002026360 / 19120
Nikkei/Yen Futures (NIYU2) 2262024430 / 2081025340 / 1990026240 / 19000
Nikkei/Yen Futures (NIYZ2) 2251024320 / 2070025230 / 1979026130 / 18890
Nikkei/Yen Futures (NIYH3) 2240024210 / 2059025120 / 1968026020 / 18780
Nikkei/Yen Futures (NIYM3) 2228024090 / 2047025000 / 1956025900 / 18660
Nikkei/Yen Futures (NIYU3) 2217023980 / 2036024890 / 1945025790 / 18550
Nikkei/Yen Futures (NIYZ3) 2206023870 / 2025024780 / 1934025680 / 18440
Nikkei/Yen Futures (NIYZ4) 2159023400 / 1978024310 / 1887025210 / 17970
Nikkei/Yen Futures (NIYZ5) 2114022950 / 1933023860 / 1842024760 / 17520
Yen Denominated TOPIX Futures (TPYZ0) 164650177250 / 152050183550 / 145750189850 / 139450
Yen Denominated TOPIX Futures (TPYH1) 162800175400 / 150200181700 / 143900188000 / 137600
Yen Denominated TOPIX Futures (TPYM1) 160900173500 / 148300179800 / 142000186100 / 135700
Yen Denominated TOPIX Futures (TPYU1) 159050171650 / 146450177950 / 140150184250 / 133850
Yen Denominated TOPIX Futures (TPYZ1) 157200169800 / 144600176100 / 138300182400 / 132000
As of Trade Date: 09/29/2020

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Equity Limits for FTSE and Ibovespa

ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1Z0) 589800619400 /
560200
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 584450614050 /
554850
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 579150608750 /
549550
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 573800603400 /
544200
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 568450598050 /
538850
E-mini FTSE China 50 Index Futures (FT5Z0) 1819519100 /
17290
E-mini FTSE China 50 Index Futures (FT5H1) 1825519160 /
17350
E-mini FTSE China 50 Index Futures (FT5M1) 1832019225 /
17415
E-mini FTSE China 50 Index Futures (FT5U1) 1838019285 /
17475
E-mini FTSE China 50 Index Futures (FT5Z1) 1844519350 /
17540
E-mini FTSE Developed Europe Index Futures (DVEZ0) 2314024305 /
21975
E-mini FTSE Developed Europe Index Futures (DVEH1) 2286524030 /
21700
E-mini FTSE Developed Europe Index Futures (DVEM1) 2259023755 /
21425
E-mini FTSE Developed Europe Index Futures (DVEU1) 2231523480 /
21150
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2204023205 /
20875
E-mini USD Denominated FTSE 100 Index Futures (FTUZ0) 8293087050 /
78810
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 8315087270 /
79030
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 8337087490 /
79250
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 8359087710 /
79470
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 8381087930 /
79690
USD-Denominated Ibovespa Index Futures (IBVV0) 97087106795 /
87380
USD-Denominated Ibovespa Index Futures (IBVZ0) 97369107105 /
87635
USD-Denominated Ibovespa Index Futures (IBVG1) 97660107425 /
87895
USD-Denominated Ibovespa Index Futures (IBVJ1) 97978107775 /
88185
As of Trade Date: 09/29/2020

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Eurodollar and STIR Futures

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

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

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

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

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

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

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

Treasury Futures

How do circuit breakers work in Treasury futures?

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

Dynamically Calculated Variant - All Trading Hours

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

    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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