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 Tuesday, September 22, 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 $0.15 $0.30
Cash Butter $0.075 $0.150
Cash Settled Cheese $0.15 $0.30
Chicago SRW Wheat & mini-sized Chicago SRW Wheat   $0.40 $0.80
Class III Milk Futures $1.50 $3.00
Class IV Milk Futures $0.75 $1.50
Corn & mini-sized Corn $0.25 $0.50
Dry Whey $0.08 $0.16
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

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

    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) 331850348600 /
315100
308400288250264750
E-mini S&P 500 ESG Index Futures (ESGU0) 2837829794 /
26962
263962469422710
E-mini S&P 500 Futures (ESZ0) 327000343400 /
310600
304050284350261400
E-mini S&P 500 ESG Index Futures (ESGZ0) 2796829370 /
26566
260042432022356
E-mini S&P 500 Futures (ESH1) 326200342600 /
309800
303250283550260600
E-mini S&P 500 ESG Index Futures (ESGH1) 2809829500 /
26696
261342445022486
E-mini S&P 500 Futures (ESM1) 324950341350 /
308550
302000282300259350
E-mini S&P 500 ESG Index Futures (ESGM1) 2811429516 /
26712
261502446622502
E-mini S&P 500 Futures (ESU1) 323850340250 /
307450
300900281200258250
E-mini S&P 500 ESG Index Futures (ESGU1) 2813229534 /
26730
261682448422520
E-mini S&P 500 Futures (ESZ1) 322800339200 /
306400
299850280150257200
E-mini S&P 500 ESG Index Futures (ESGZ1) 2814829550 /
26746
261842450022536
E-mini Nasdaq-100 Futures (NQU0) 118000172675 /
889100
41450-24175-100725
E-mini Nasdaq-100 Futures (NQZ0) 10962251151125 /
1041325
1019375953500876625
E-mini Nasdaq-100 Futures (NQH1) 10954501150350 /
1040550
1018600952725875850
E-mini Nasdaq-100 Futures (NQM1) 10952501150150 /
1040350
1018400952525875650
E-mini Nasdaq-100 Futures (NQU1) 10943501149250 /
1039450
1017500951625874750
E-mini Nasdaq-100 Futures (NQZ1) 10934501148350 /
1038550
1016600950725873850
E-mini Dow ($5) Futures (YMU0) 780141781523 /
778759
778205776546774610
E-mini Dow ($5) Futures (YMZ0) 2701328370 /
25656
251132348421584
E-mini Dow ($5) Futures (YMH1) 2691728274 /
25560
250172338821488
E-mini Dow ($5) Futures (YMM1) 2687628233 /
25519
249762334721447
E-mini Dow ($5) Futures (YMU1) 2678528142 /
25428
248852325621356
Dow Jones Real Estate Futures (JRU0) 31363294 /
2978
291527242502
Dow Jones Real Estate Futures (JRZ0) 30573211 /
2903
284226572441
Dow Jones Real Estate Futures (JRH1) 30523206 /
2898
283726522436
Dow Jones Real Estate Futures (JRM1) 30363190 /
2882
282126362420
Dow Jones Real Estate Futures (JRU1) 30203174 /
2866
280526202404
E-mini Communication Services Select Sector Futures (XAZU0) 3068032215 /
29145
285352669024540
E-mini Communication Services Select Sector Futures (XAZZ0) 3027031785 /
28755
281502633024210
E-mini Communication Services Select Sector Futures (XAZH1) 3051032025 /
28995
283902657024450
E-mini Communication Services Select Sector Futures (XAZM1) 3061032125 /
29095
284902667024550
E-mini Communication Services Select Sector Futures (XAZU1) 3071032225 /
29195
285902677024650
E-mini Communication Services Select Sector Futures (XAZZ1) 3081532330 /
29300
286952687524755
E-mini Consumer Discretionary Select Sector Futures (XAYU0) 144770152020 /
137520
134610125900115740
E-mini Consumer Discretionary Select Sector Futures (XAYZ0) 142770149910 /
135630
132770124190114180
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 143380150520 /
136240
133380124800114790
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 143590150730 /
136450
133590125010115000
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 143800150940 /
136660
133800125220115210
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 144010151150 /
136870
134010125430115420
E-mini Consumer Staples Select Sector Futures (XAPU0) 6380066990 /
60610
593405551051040
E-mini Consumer Staples Select Sector Futures (XAPZ0) 6302066180 /
59860
585905479050360
E-mini Consumer Staples Select Sector Futures (XAPH1) 6312066280 /
59960
586905489050460
E-mini Consumer Staples Select Sector Futures (XAPM1) 6302066180 /
59860
585905479050360
E-mini Consumer Staples Select Sector Futures (XAPU1) 6293066090 /
59770
585005470050270
E-mini Consumer Staples Select Sector Futures (XAPZ1) 6283065990 /
59670
584005460050170
E-mini Energy Select Sector Futures (XAEU0) 3361035340 /
31880
311802910026670
E-mini Energy Select Sector Futures (XAEZ0) 3305034720 /
31380
307102869026340
E-mini Energy Select Sector Futures (XAEH1) 3351035180 /
31840
311702915026800
E-mini Energy Select Sector Futures (XAEM1) 3348035150 /
31810
311402912026770
E-mini Energy Select Sector Futures (XAEU1) 3346035130 /
31790
311202910026750
E-mini Energy Select Sector Futures (XAEZ1) 3343035100 /
31760
310902907026720
E-mini Financial Select Sector Futures (XAFU0) 2950031010 /
27990
273902557023450
E-mini Financial Select Sector Futures (XAFZ0) 2939030860 /
27920
273302556023490
E-mini Financial Select Sector Futures (XAFH1) 2966031130 /
28190
276002583023760
E-mini Financial Select Sector Futures (XAFM1) 2973031200 /
28260
276702590023830
E-mini Financial Select Sector Futures (XAFU1) 2979031260 /
28320
277302596023890
E-mini Financial Select Sector Futures (XAFZ1) 2986031330 /
28390
278002603023960
E-mini FTSE Emerging Index Futures (EIU0) 5442057160 /
51680
505804728043430
E-mini FTSE Emerging Index Futures (EIZ0) 5400056700 /
51300
502204698043200
E-mini FTSE Emerging Index Futures (EIH1) 5334056040 /
50640
495604632042540
E-mini FTSE Emerging Index Futures (EIM1) 5297055670 /
50270
491904595042170
E-mini FTSE Emerging Index Futures (EIU1) 5260055300 /
49900
488204558041800
E-mini FTSE Emerging Index Futures (EIZ1) 5223054930 /
49530
484504521041430
E-mini Health Care Select Sector Futures (XAVU0) 104170109480 /
98860
967309035082910
E-mini Health Care Select Sector Futures (XAVZ0) 103980109190 /
98770
966809042083110
E-mini Health Care Select Sector Futures (XAVH1) 104320109530 /
99110
970209076083450
E-mini Health Care Select Sector Futures (XAVM1) 104300109510 /
99090
970009074083430
E-mini Health Care Select Sector Futures (XAVU1) 104290109500 /
99080
969909073083420
E-mini Health Care Select Sector Futures (XAVZ1) 104280109490 /
99070
969809072083410
E-mini Industrial Select Sector Futures (XAIU0) 7691080860 /
72960
713806663061090
E-mini Industrial Select Sector Futures (XAIZ0) 7614079960 /
72320
708006621060860
E-mini Industrial Select Sector Futures (XAIH1) 7666080480 /
72840
713206673061380
E-mini Industrial Select Sector Futures (XAIM1) 7679080610 /
72970
714506686061510
E-mini Industrial Select Sector Futures (XAIU1) 7692080740 /
73100
715806699061640
E-mini Industrial Select Sector Futures (XAIZ1) 7705080870 /
73230
717106712061770
E-mini IPOX 100 U.S. Index Futures (IPOU0) 417400438100 /
396700
388400363600334500
E-mini IPOX 100 U.S. Index Futures (IPOZ0) 415800436500 /
395100
386700361800332700
E-mini IPOX 100 U.S. Index Futures (IPOH1) 415700436400 /
395000
386600361700332600
E-mini IPOX 100 U.S. Index Futures (IPOM1) 415600436300 /
394900
386500361600332500
E-mini IPOX 100 U.S. Index Futures (IPOU1) 415400436100 /
394700
386300361400332300
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 415300436000 /
394600
386200361300332200
E-mini Materials Select Sector Futures (XABU0) 6778071240 /
64320
629305877053920
E-mini Materials Select Sector Futures (XABZ0) 6670070040 /
63360
620205800053310
E-mini Materials Select Sector Futures (XABH1) 6704070380 /
63700
623605834053650
E-mini Materials Select Sector Futures (XABM1) 6706070400 /
63720
623805836053670
E-mini Materials Select Sector Futures (XABU1) 6709070430 /
63750
624105839053700
E-mini Materials Select Sector Futures (XABZ1) 6712070460 /
63780
624405842053730
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU0) 417730439110 /
396350
387790362120332180
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ0) 416700437560 /
395840
387500362460333260
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 422270443130 /
401410
393070368030338830
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 424830445690 /
403970
395630370590341390
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 427390448250 /
406530
398190373150343950
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 429950450810 /
409090
400750375710346510
E-mini Nasdaq Composite Futures (QCNU0) 95350149300 /
874950
19800-44950-120500
E-mini Nasdaq Composite Futures (QCNZ0) 10762501130100 /
1022400
1000800936150860700
E-mini Nasdaq Composite Futures (QCNH1) 10747001128550 /
1020850
999250934600859150
E-mini Real Estate Select Sector Futures (XARU0) 1694517805 /
16085
157451471013505
E-mini Real Estate Select Sector Futures (XARZ0) 1661517450 /
15780
154451444013270
E-mini Real Estate Select Sector Futures (XARH1) 1656517400 /
15730
153951439013220
E-mini Real Estate Select Sector Futures (XARM1) 1648517320 /
15650
153151431013140
E-mini Real Estate Select Sector Futures (XARU1) 1641017245 /
15575
152401423513065
E-mini Real Estate Select Sector Futures (XARZ1) 1633517170 /
15500
151651416012990
E-mini Russell 1000 Growth Index Futures (RSGU0) 213490224020 /
202960
198750186120171370
E-mini Russell 1000 Growth Index Futures (RSGZ0) 210450220980 /
199920
195700183060168310
E-mini Russell 1000 Growth Index Futures (RSGH1) 209550220080 /
199020
194800182160167410
E-mini Russell 1000 Growth Index Futures (RSGM1) 208970219500 /
198440
194220181580166830
E-mini Russell 1000 Growth Index Futures (RSGU1) 208390218920 /
197860
193640181000166250
E-mini Russell 1000 Growth Index Futures (RSGZ1) 207810218340 /
197280
193060180420165670
E-mini Russell 1000 Index Futures (RS1U0) 184650193880 /
175420
171720160630147700
E-mini Russell 1000 Index Futures (RS1Z0) 182250191390 /
173110
169460158490145690
E-mini Russell 1000 Index Futures (RS1H1) 181490190630 /
172350
168700157730144930
E-mini Russell 1000 Index Futures (RS1M1) 180830189970 /
171690
168040157070144270
E-mini Russell 1000 Index Futures (RS1U1) 180170189310 /
171030
167380156410143610
E-mini Russell 1000 Index Futures (RS1Z1) 179500188640 /
170360
166710155740142940
E-mini Russell 1000 Value Index Futures (RSVU0) 116120122020 /
110220
10785010076092490
E-mini Russell 1000 Value Index Futures (RSVZ0) 114890120660 /
109120
1068109989091800
E-mini Russell 1000 Value Index Futures (RSVH1) 114440120210 /
108670
1063609944091350
E-mini Russell 1000 Value Index Futures (RSVM1) 113920119690 /
108150
1058409892090830
E-mini Russell 1000 Value Index Futures (RSVU1) 113400119170 /
107630
1053209840090310
E-mini Russell 1000 Value Index Futures (RSVZ1) 112880118650 /
107110
1048009788089790
E-mini Russell 2000 Growth Index Futures (R2GU0) 111310116950 /
105670
1034109664088740
E-mini Russell 2000 Growth Index Futures (R2GZ0) 110390115890 /
104890
1026909608088380
E-mini Russell 2000 Growth Index Futures (R2GH1) 110710116210 /
105210
1030109640088700
E-mini Russell 2000 Growth Index Futures (R2GM1) 111030116530 /
105530
1033309672089020
E-mini Russell 2000 Growth Index Futures (R2GU1) 111350116850 /
105850
1036509704089340
E-mini Russell 2000 Growth Index Futures (R2GZ1) 111680117180 /
106180
1039809737089670
E-mini Russell 2000 Index Futures (RTYU0) 150150157830 /
142470
139400130180119420
E-mini Russell 2000 Index Futures (RTYZ0) 147950155370 /
140530
137560128650118250
E-mini Russell 2000 Index Futures (RTYH1) 147640155060 /
140220
137250128340117940
E-mini Russell 2000 Index Futures (RTYM1) 147490154910 /
140070
137100128190117790
E-mini Russell 2000 Index Futures (RTYU1) 147140154560 /
139720
136750127840117440
E-mini Russell 2000 Index Futures (RTYZ1) 146790154210 /
139370
136400127490117090
E-mini Russell 2000 Value Index Futures (R2VU0) 149870157570 /
142170
139090129850119070
E-mini Russell 2000 Value Index Futures (R2VZ0) 147680155040 /
140320
137370128530118210
E-mini Russell 2000 Value Index Futures (R2VH1) 147960155320 /
140600
137650128810118490
E-mini Russell 2000 Value Index Futures (R2VM1) 148240155600 /
140880
137930129090118770
E-mini Russell 2000 Value Index Futures (R2VU1) 148520155880 /
141160
138210129370119050
E-mini Russell 2000 Value Index Futures (R2VZ1) 148800156160 /
141440
138490129650119330
E-mini S&P 600 SmallCap Futures (SMCU0) 8536089710 /
81010
792707405067950
E-mini S&P 600 SmallCap Futures (SMCZ0) 8411088310 /
79910
782307319067300
E-mini S&P 600 SmallCap Futures (SMCH1) 8416088360 /
79960
782807324067350
E-mini S&P 600 SmallCap Futures (SMCM1) 8422088420 /
80020
783407330067410
E-mini S&P 600 SmallCap Futures (SMCU1) 8427088470 /
80070
783907335067460
E-mini S&P 600 SmallCap Futures (SMCZ1) 8432088520 /
80120
784407340067510
E-mini S&P MidCap 400 Futures (EMDU0) 185040194360 /
175720
171980160790147730
E-mini S&P MidCap 400 Futures (EMDZ0) 181390190490 /
172290
168650157730144980
E-mini S&P MidCap 400 Futures (EMDH1) 181090190190 /
171990
168350157430144680
E-mini S&P MidCap 400 Futures (EMDM1) 181380190480 /
172280
168640157720144970
E-mini S&P MidCap 400 Futures (EMDU1) 181380190480 /
172280
168640157720144970
E-mini S&P MidCap 400 Futures (EMDZ1) 183890192990 /
174790
171150160230147480
E-mini Technology Select Sector Futures (XAKU0) 115260120880 /
109640
10740010065092780
E-mini Technology Select Sector Futures (XAKZ0) 113020118680 /
107360
1051009830090370
E-mini Technology Select Sector Futures (XAKH1) 113670119330 /
108010
1057509895091020
E-mini Technology Select Sector Futures (XAKM1) 113900119560 /
108240
1059809918091250
E-mini Technology Select Sector Futures (XAKU1) 114120119780 /
108460
1062009940091470
E-mini Technology Select Sector Futures (XAKZ1) 114350120010 /
108690
1064309963091700
E-mini Utilities Select Sector Futures (XAUU0) 5925062190 /
56310
551405161047490
E-mini Utilities Select Sector Futures (XAUZ0) 5801060930 /
55090
539205041046320
E-mini Utilities Select Sector Futures (XAUH1) 5808061000 /
55160
539905048046390
E-mini Utilities Select Sector Futures (XAUM1) 5789060810 /
54970
538005029046200
E-mini Utilities Select Sector Futures (XAUU1) 5770060620 /
54780
536105010046010
E-mini Utilities Select Sector Futures (XAUZ1) 5751060430 /
54590
534204991045820
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU0) 780141781523 /
778759
778205776546774610
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ0) 2701328370 /
25656
251132348421584
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 2691728274 /
25560
250172338821488
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 2687628233 /
25519
249762334721447
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 2678528142 /
25428
248852325621356
Micro E-mini Nasdaq-100 Index Futures (MNQU0) 118000172675 /
889100
41450-24175-100725
Micro E-mini Nasdaq-100 Index Futures (MNQZ0) 10962251151125 /
1041325
1019375953500876625
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 10954501150350 /
1040550
1018600952725875850
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 10952501150150 /
1040350
1018400952525875650
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 10943501149250 /
1039450
1017500951625874750
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 10934501148350 /
1038550
1016600950725873850
Micro E-mini Russell 2000 Index Futures (M2KU0) 150150157830 /
142470
139400130180119420
Micro E-mini Russell 2000 Index Futures (M2KZ0) 147950155370 /
140530
137560128650118250
Micro E-mini Russell 2000 Index Futures (M2KH1) 147640155060 /
140220
137250128340117940
Micro E-mini Russell 2000 Index Futures (M2KM1) 147490154910 /
140070
137100128190117790
Micro E-mini Russell 2000 Index Futures (M2KU1) 147140154560 /
139720
136750127840117440
Micro E-mini Russell 2000 Index Futures (M2KZ1) 146790154210 /
139370
136400127490117090
Micro E-mini S&P 500 Index Futures (MESU0) 331850348600 /
315100
308400288250264750
Micro E-mini S&P 500 Index Futures (MESZ0) 327000343400 /
310600
304050284350261400
Micro E-mini S&P 500 Index Futures (MESH1) 326200342600 /
309800
303250283550260600
Micro E-mini S&P 500 Index Futures (MESM1) 324950341350 /
308550
302000282300259350
Micro E-mini S&P 500 Index Futures (MESU1) 323850340250 /
307450
300900281200258250
Micro E-mini S&P 500 Index Futures (MESZ1) 322800339200 /
306400
299850280150257200
S&P 500 Futures (SPZ0) 327000343400 /
310600
304050284350261400
S&P 500 Futures (SPH1) 326200342600 /
309800
303250283550260600
S&P 500 Futures (SPM1) 324950341350 /
308550
302000282300259350
S&P 500 Futures (SPU1) 323850340250 /
307450
300900281200258250
S&P 500 Futures (SPZ1) 322800339200 /
306400
299850280150257200
S&P 500 Futures (SPH2) 321750338150 /
305350
298800279100256150
S&P 500 Futures (SPM2) 320650337050 /
304250
297700278000255050
S&P 500 Futures (SPU2) 319600336000 /
303200
296650276950254000
S&P 500 Futures (SPZ2) 318550334950 /
302150
295600275900252950
S&P 500 Futures (SPZ3) 314300330700 /
297900
291350271650248700
S&P 500 Futures (SPZ4) 309950326350 /
293550
287000267300244350
S&P 500 Growth Futures (SGU0) 228930240270 /
217590
213060199450183570
S&P 500 Growth Futures (SGZ0) 225200236490 /
213910
209400195850180040
S&P 500 Growth Futures (SGH1) 224620235910 /
213330
208820195270179460
S&P 500 Value Futures (SUU0) 110610116240 /
104980
1027309597088080
S&P 500 Value Futures (SUZ0) 109360114860 /
103860
1016509505087340
S&P 500 Value Futures (SUH1) 108560114060 /
103060
1008509425086540
S&P MLP Total Return Index Futures (SLPU0) 256700269700 /
243700
238500222900204700
S&P MLP Total Return Index Futures (SLPZ0) 255000267700 /
242300
237200221900204000
S&P MLP Total Return Index Futures (SLPH1) 254800267500 /
242100
237000221700203800
S&P MLP Total Return Index Futures (SLPM1) 254600267300 /
241900
236800221500203600
S&P MLP Total Return Index Futures (SLPU1) 254400267100 /
241700
236600221300203400
S&P MLP Total Return Index Futures (SLPZ1) 254200266900 /
241500
236400221100203200
As of Trade Date: 09/22/2020

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) 2319025000 / 2138025910 / 2047026810 / 19570
E-mini Nikkei 225 - Yen denominated Futures (ENYH1) 2314024950 / 2133025860 / 2042026760 / 19520
E-mini Nikkei 225 - Yen denominated Futures (ENYM1) 2300024810 / 2119025720 / 2028026620 / 19380
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2292024730 / 2111025640 / 2020026540 / 19300
Nikkei/USD Futures (NKZ0) 2319025000 / 2138025910 / 2047026810 / 19570
Nikkei/USD Futures (NKH1) 2314024950 / 2133025860 / 2042026760 / 19520
Nikkei/USD Futures (NKM1) 2300024810 / 2119025720 / 2028026620 / 19380
Nikkei/USD Futures (NKU1) 2292024730 / 2111025640 / 2020026540 / 19300
Nikkei/USD Futures (NKZ1) 2281024620 / 2100025530 / 2009026430 / 19190
Nikkei/USD Futures (NKH2) 2270024510 / 2089025420 / 1998026320 / 19080
Nikkei/USD Futures (NKM2) 2259024400 / 2078025310 / 1987026210 / 18970
Nikkei/USD Futures (NKU2) 2248024290 / 2067025200 / 1976026100 / 18860
Nikkei/USD Futures (NKZ2) 2237024180 / 2056025090 / 1965025990 / 18750
Nikkei/USD Futures (NKH3) 2226024070 / 2045024980 / 1954025880 / 18640
Nikkei/USD Futures (NKM3) 2215023960 / 2034024870 / 1943025770 / 18530
Nikkei/USD Futures (NKU3) 2204023850 / 2023024760 / 1932025660 / 18420
Nikkei/USD Futures (NKZ3) 2193023740 / 2012024650 / 1921025550 / 18310
Nikkei/USD Futures (NKZ4) 2148023290 / 1967024200 / 1876025100 / 17860
Nikkei/USD Futures (NKZ5) 2104022850 / 1923023760 / 1832024660 / 17420
Nikkei/Yen Futures (NIYV0) 2333025140 / 2152026050 / 2061026950 / 19710
Nikkei/Yen Futures (NIYX0) 2329025100 / 2148026010 / 2057026910 / 19670
Nikkei/Yen Futures (NIYZ0) 2319025000 / 2138025910 / 2047026810 / 19570
Nikkei/Yen Futures (NIYF1) 2322025030 / 2141025940 / 2050026840 / 19600
Nikkei/Yen Futures (NIYH1) 2314024950 / 2133025860 / 2042026760 / 19520
Nikkei/Yen Futures (NIYM1) 2300024810 / 2119025720 / 2028026620 / 19380
Nikkei/Yen Futures (NIYU1) 2292024730 / 2111025640 / 2020026540 / 19300
Nikkei/Yen Futures (NIYZ1) 2281024620 / 2100025530 / 2009026430 / 19190
Nikkei/Yen Futures (NIYH2) 2270024510 / 2089025420 / 1998026320 / 19080
Nikkei/Yen Futures (NIYM2) 2259024400 / 2078025310 / 1987026210 / 18970
Nikkei/Yen Futures (NIYU2) 2248024290 / 2067025200 / 1976026100 / 18860
Nikkei/Yen Futures (NIYZ2) 2237024180 / 2056025090 / 1965025990 / 18750
Nikkei/Yen Futures (NIYH3) 2226024070 / 2045024980 / 1954025880 / 18640
Nikkei/Yen Futures (NIYM3) 2215023960 / 2034024870 / 1943025770 / 18530
Nikkei/Yen Futures (NIYU3) 2204023850 / 2023024760 / 1932025660 / 18420
Nikkei/Yen Futures (NIYZ3) 2193023740 / 2012024650 / 1921025550 / 18310
Nikkei/Yen Futures (NIYZ4) 2148023290 / 1967024200 / 1876025100 / 17860
Nikkei/Yen Futures (NIYZ5) 2104022850 / 1923023760 / 1832024660 / 17420
Yen Denominated TOPIX Futures (TPYZ0) 163250175850 / 150650182150 / 144350188450 / 138050
Yen Denominated TOPIX Futures (TPYH1) 161150173750 / 148550180050 / 142250186350 / 135950
Yen Denominated TOPIX Futures (TPYM1) 159300171900 / 146700178200 / 140400184500 / 134100
Yen Denominated TOPIX Futures (TPYU1) 157450170050 / 144850176350 / 138550182650 / 132250
Yen Denominated TOPIX Futures (TPYZ1) 155600168200 / 143000174500 / 136700180800 / 130400
As of Trade Date: 09/22/2020

Equity Limits for FTSE and Ibovespa

ContractsReference Price5% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1U0) 584950614950 /
554950
E-mini FTSE 100 Index (GBP) Futures (FT1Z0) 574800603800 /
545800
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 569550598550 /
540550
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 564350593350 /
535350
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 559100588100 /
530100
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 553850582850 /
524850
E-mini FTSE China 50 Index Futures (FT5U0) 895735896680 /
894790
E-mini FTSE China 50 Index Futures (FT5Z0) 1868019610 /
17750
E-mini FTSE China 50 Index Futures (FT5H1) 1874519675 /
17815
E-mini FTSE China 50 Index Futures (FT5M1) 1881019740 /
17880
E-mini FTSE China 50 Index Futures (FT5U1) 1887019800 /
17940
E-mini FTSE China 50 Index Futures (FT5Z1) 1893519865 /
18005
E-mini FTSE Developed Europe Index Futures (DVEU0) 2289024070 /
21710
E-mini FTSE Developed Europe Index Futures (DVEZ0) 2264523790 /
21500
E-mini FTSE Developed Europe Index Futures (DVEH1) 2239523540 /
21250
E-mini FTSE Developed Europe Index Futures (DVEM1) 2212523270 /
20980
E-mini FTSE Developed Europe Index Futures (DVEU1) 2185022995 /
20705
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2158022725 /
20435
E-mini USD Denominated FTSE 100 Index Futures (FTUU0) 8118085390 /
76970
E-mini USD Denominated FTSE 100 Index Futures (FTUZ0) 8049084510 /
76470
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 8071084730 /
76690
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 8092084940 /
76900
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 8114085160 /
77120
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 8135085370 /
77330
USD-Denominated Ibovespa Index Futures (IBVV0) 98215108035 /
88395
USD-Denominated Ibovespa Index Futures (IBVZ0) 98498108345 /
88650
USD-Denominated Ibovespa Index Futures (IBVG1) 98789108665 /
88915
USD-Denominated Ibovespa Index Futures (IBVJ1) 99128109040 /
89220
As of Trade Date: 09/22/2020

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.