Price Limits

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

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

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

Current Daily Price Limit

See Agricultural Notices for amendments to the Daily Price Limit Rule of all Livestock and Dairy Futures Contracts.

For trade date Monday, December 7, 2020, price limits for the following agricultural commodities will be:

Commodity Outrights Calendar Spreads
Australian Wheat FOB (Platts) Futures $50.00 N/A
Black Sea Corn Financially Settled (Platts) Futures $40.00 $80.00
Black Sea Sunflower Oil Financially Settled (Platts) Futures $145.00 N/A
Black Sea Wheat Financially Settled (Platts) Futures $45.00 $90.00
Block Cheese Futures $0.075 $0.150
Cash Butter $0.075 $0.150
Cash Settled Cheese $0.075 $0.150
Chicago SRW Wheat & mini-sized Chicago SRW Wheat   $0.40 $0.80
Class III Milk Futures $0.75 $1.50
Class IV Milk Futures $0.75 $1.50
Corn & mini-sized Corn $0.25 $0.50
Dry Whey $0.04 $0.08
Ethanol $0.30 $0.60
Feeder Cattle  $0.05 $0.10
FOB Santos Soybeans Financially Settled (Platts) Futures $40.00 $60.00
KC HRW Wheat & mini-sized KC HRW Wheat $0.40 $0.80
Lean Hog $0.03 $0.06
Live Cattle $0.04 $0.08
Lumber $32.00 $64.00
MGEX Wheat and MGEX Wheat Options $0.60 $1.20
Non Fat Dry Milk $0.04 $0.08
Oats $0.20 $0.40
Pork Cutout Futures $0.045 $0.09
Rough Rice $0.85 $1.70
Soybean Crush

$1.525

N/A
Soybean Meal $25.00 $50.00
Soybean Oil $0.025 $0.050
Soybeans & mini-sized Soybeans $0.70 $1.40
Thailand Long Grain White Rice (Platts) Futures $70.00 $140.00

* Note expansion changes in bold text

Expanded Price Limits

See SER-8674 for details on variable price limit calculations.

Commodity Expanded Price Limit
Australian Wheat FOB (Platts) Futures $75.00
Black Sea Corn Financially Settled (Platts) Futures $60.00
Black Sea Sunflower Oil Financially Settled (Platts) Futures $220.00
Black Sea Wheat Financially Settled (Platts) Futures $67.50
Block Cheese Futures $0.15
Cash Butter $0.15
Cash Settled Cheese $0.15
Chicago SRW Wheat $0.60
Class III Milk Futures $1.50
Class IV Milk Futures $1.50
Corn $0.40
Dry Whey $0.08
Feeder Cattle $0.075
FOB Santos Soybeans Financially Settled (Platts) Futures $60.00
KC HRW Wheat $0.60
Lean Hog $0.045
Live Cattle $0.06
Lumber $48.00
Non Fat Dry Milk $0.08
Oats $0.30
Pork Cutout Futures $0.0675
Rough Rice $1.30
Soybean Crush $2.37
Soybean Meal $40.00
Soybean Oil $0.040
Soybeans $1.05
Thailand Long Grain White Rice (Platts) Futures $105.00

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

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

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

Natural Gas

Crude Oil

Refined Products

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

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

    Limits for prelisted contracts will not be accurate until activation date

Bitcoin

Equity Limits

ContractsReference Price7% Price Limit (Overnight Hours) & 5:00 p.m. to 8:30 a.m. up and down7% Price Limit Down only13% Price Limit Down only20% Price Limit Down only
E-mini S&P 500 Futures (ESZ0) 369750395600 /
343900
343900321700295800
E-mini S&P 500 ESG Index Futures (ESGZ0) 3151433720 /
29308
293082741825210
E-mini S&P 500 Futures (ESH1) 368950394800 /
343100
343100320900295000
E-mini S&P 500 ESG Index Futures (ESGH1) 3153433740 /
29328
293282743825230
E-mini S&P 500 Futures (ESM1) 367850393700 /
342000
342000319800293900
E-mini S&P 500 ESG Index Futures (ESGM1) 3155433760 /
29348
293482745825250
E-mini S&P 500 Futures (ESU1) 366000391850 /
340150
340150317950292050
E-mini S&P 500 ESG Index Futures (ESGU1) 3157233778 /
29366
293662747625268
E-mini S&P 500 Futures (ESZ1) 365050390900 /
339200
339200317000291100
E-mini S&P 500 ESG Index Futures (ESGZ1) 3159233798 /
29386
293862749625288
E-mini Nasdaq-100 Futures (NQZ0) 12526001340275 /
1164925
116492510897501002050
E-mini Nasdaq-100 Futures (NQH1) 12523251340000 /
1164650
116465010894751001775
E-mini Nasdaq-100 Futures (NQM1) 12509751338650 /
1163300
116330010881251000425
E-mini Nasdaq-100 Futures (NQU1) 12493251337000 /
1161650
11616501086475998775
E-mini Nasdaq-100 Futures (NQZ1) 12483001335975 /
1160625
11606251085450997750
E-mini Dow ($5) Futures (YMZ0) 3019832313 /
28083
280832627024155
E-mini Dow ($5) Futures (YMH1) 3009732212 /
27982
279822616924054
E-mini Dow ($5) Futures (YMM1) 2999332108 /
27878
278782606523950
E-mini Dow ($5) Futures (YMU1) 2989232007 /
27777
277772596423849
Dow Jones Real Estate Futures (RXZ0) 33663602 /
3130
313029282692
Dow Jones Real Estate Futures (RXH1) 33543590 /
3118
311829162680
Dow Jones Real Estate Futures (RXM1) 33373573 /
3101
310128992663
Dow Jones Real Estate Futures (RXU1) 33203556 /
3084
308428822646
E-mini Communication Services Select Sector Futures (XAZZ0) 3499537445 /
32545
325453044527995
E-mini Communication Services Select Sector Futures (XAZH1) 3512537575 /
32675
326753057528125
E-mini Communication Services Select Sector Futures (XAZM1) 3524037690 /
32790
327903069028240
E-mini Communication Services Select Sector Futures (XAZU1) 3536037810 /
32910
329103081028360
E-mini Communication Services Select Sector Futures (XAZZ1) 3547537925 /
33025
330253092528475
E-mini Consumer Discretionary Select Sector Futures (XAYZ0) 159360170510 /
148210
148210138640127490
E-mini Consumer Discretionary Select Sector Futures (XAYH1) 159630170780 /
148480
148480138910127760
E-mini Consumer Discretionary Select Sector Futures (XAYM1) 159870171020 /
148720
148720139150128000
E-mini Consumer Discretionary Select Sector Futures (XAYU1) 160100171250 /
148950
148950139380128230
E-mini Consumer Discretionary Select Sector Futures (XAYZ1) 160330171480 /
149180
149180139610128460
E-mini Consumer Staples Select Sector Futures (XAPZ0) 6780072540 /
63060
630605899054240
E-mini Consumer Staples Select Sector Futures (XAPH1) 6769072430 /
62950
629505888054130
E-mini Consumer Staples Select Sector Futures (XAPM1) 6759072330 /
62850
628505878054030
E-mini Consumer Staples Select Sector Futures (XAPU1) 6749072230 /
62750
627505868053930
E-mini Consumer Staples Select Sector Futures (XAPZ1) 6738072120 /
62640
626405857053820
E-mini Energy Select Sector Futures (XAEZ0) 4206045000 /
39120
391203659033640
E-mini Energy Select Sector Futures (XAEH1) 4179044730 /
38850
388503632033370
E-mini Energy Select Sector Futures (XAEM1) 4200044940 /
39060
390603653033580
E-mini Energy Select Sector Futures (XAEU1) 4196044900 /
39020
390203649033540
E-mini Energy Select Sector Futures (XAEZ1) 4193044870 /
38990
389903646033510
E-mini Financial Select Sector Futures (XAFZ0) 3557038060 /
33080
330803095028460
E-mini Financial Select Sector Futures (XAFH1) 3554038030 /
33050
330503092028430
E-mini Financial Select Sector Futures (XAFM1) 3575038240 /
33260
332603113028640
E-mini Financial Select Sector Futures (XAFU1) 3583038320 /
33340
333403121028720
E-mini Financial Select Sector Futures (XAFZ1) 3590038390 /
33410
334103128028790
E-mini FTSE Emerging Index Futures (EIZ0) 6116065440 /
56880
568805320048910
E-mini FTSE Emerging Index Futures (EIH1) 6081065090 /
56530
565305285048560
E-mini FTSE Emerging Index Futures (EIM1) 6039064670 /
56110
561105243048140
E-mini FTSE Emerging Index Futures (EIU1) 5997064250 /
55690
556905201047720
E-mini FTSE Emerging Index Futures (EIZ1) 5955063830 /
55270
552705159047300
E-mini Health Care Select Sector Futures (XAVZ0) 113410121350 /
105470
1054709866090720
E-mini Health Care Select Sector Futures (XAVH1) 113430121370 /
105490
1054909868090740
E-mini Health Care Select Sector Futures (XAVM1) 113420121360 /
105480
1054809867090730
E-mini Health Care Select Sector Futures (XAVU1) 113400121340 /
105460
1054609865090710
E-mini Health Care Select Sector Futures (XAVZ1) 113390121330 /
105450
1054509864090700
E-mini Industrial Select Sector Futures (XAIZ0) 8958095850 /
83310
833107794071660
E-mini Industrial Select Sector Futures (XAIH1) 8977096040 /
83500
835007813071850
E-mini Industrial Select Sector Futures (XAIM1) 8992096190 /
83650
836507828072000
E-mini Industrial Select Sector Futures (XAIU1) 9008096350 /
83810
838107844072160
E-mini Industrial Select Sector Futures (XAIZ1) 9023096500 /
83960
839607859072310
E-mini IPOX 100 U.S. Index Futures (IPOZ0) 512800548700 /
476900
476900446100410200
E-mini IPOX 100 U.S. Index Futures (IPOH1) 512600548500 /
476700
476700445900410000
E-mini IPOX 100 U.S. Index Futures (IPOM1) 512400548300 /
476500
476500445700409800
E-mini IPOX 100 U.S. Index Futures (IPOU1) 512300548200 /
476400
476400445600409700
E-mini IPOX 100 U.S. Index Futures (IPOZ1) 512100548000 /
476200
476200445400409500
E-mini Materials Select Sector Futures (XABZ0) 7574081040 /
70440
704406589060580
E-mini Materials Select Sector Futures (XABH1) 7582081120 /
70520
705206597060660
E-mini Materials Select Sector Futures (XABM1) 7585081150 /
70550
705506600060690
E-mini Materials Select Sector Futures (XABU1) 7588081180 /
70580
705806603060720
E-mini Materials Select Sector Futures (XABZ1) 7591081210 /
70610
706106606060750
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ0) 463940496460 /
431420
431420403550371030
E-mini Nasdaq-100 Biotechnology Index Futures (BIOH1) 465920498440 /
433400
433400405530373010
E-mini Nasdaq-100 Biotechnology Index Futures (BIOM1) 470590503110 /
438070
438070410200377680
E-mini Nasdaq-100 Biotechnology Index Futures (BIOU1) 473440505960 /
440920
440920413050380530
E-mini Nasdaq-100 Biotechnology Index Futures (BIOZ1) 476290508810 /
443770
443770415900383380
E-mini Nasdaq Composite Futures (QCNZ0) 12458001333000 /
1158600
11586001083800996550
E-mini Nasdaq Composite Futures (QCNH1) 12440001331200 /
1156800
11568001082000994750
E-mini Real Estate Select Sector Futures (XARZ0) 1801519275 /
16755
167551567014405
E-mini Real Estate Select Sector Futures (XARH1) 1796519225 /
16705
167051562014355
E-mini Real Estate Select Sector Futures (XARM1) 1788519145 /
16625
166251554014275
E-mini Real Estate Select Sector Futures (XARU1) 1780019060 /
16540
165401545514190
E-mini Real Estate Select Sector Futures (XARZ1) 1772018980 /
16460
164601537514110
E-mini Russell 1000 Growth Index Futures (RSGZ0) 235600252090 /
219110
219110204970188480
E-mini Russell 1000 Growth Index Futures (RSGH1) 234910251400 /
218420
218420204280187790
E-mini Russell 1000 Growth Index Futures (RSGM1) 234170250660 /
217680
217680203540187050
E-mini Russell 1000 Growth Index Futures (RSGU1) 233520250010 /
217030
217030202890186400
E-mini Russell 1000 Growth Index Futures (RSGZ1) 232870249360 /
216380
216380202240185750
E-mini Russell 1000 Index Futures (RS1Z0) 208110222680 /
193540
193540181050166470
E-mini Russell 1000 Index Futures (RS1H1) 207290221860 /
192720
192720180230165650
E-mini Russell 1000 Index Futures (RS1M1) 206540221110 /
191970
191970179480164900
E-mini Russell 1000 Index Futures (RS1U1) 205790220360 /
191220
191220178730164150
E-mini Russell 1000 Index Futures (RS1Z1) 205040219610 /
190470
190470177980163400
E-mini Russell 1000 Value Index Futures (RSVZ0) 134010143390 /
124630
124630116580107190
E-mini Russell 1000 Value Index Futures (RSVH1) 133520142900 /
124140
124140116090106700
E-mini Russell 1000 Value Index Futures (RSVM1) 132780142160 /
123400
123400115350105960
E-mini Russell 1000 Value Index Futures (RSVU1) 132180141560 /
122800
122800114750105360
E-mini Russell 1000 Value Index Futures (RSVZ1) 131570140950 /
122190
122190114140104750
E-mini Russell 2000 Growth Index Futures (R2GZ0) 136530146080 /
126980
126980118790109240
E-mini Russell 2000 Growth Index Futures (R2GH1) 136930146480 /
127380
127380119190109640
E-mini Russell 2000 Growth Index Futures (R2GM1) 137330146880 /
127780
127780119590110040
E-mini Russell 2000 Growth Index Futures (R2GU1) 137730147280 /
128180
128180119990110440
E-mini Russell 2000 Growth Index Futures (R2GZ1) 138130147680 /
128580
128580120390110840
E-mini Russell 2000 Index Futures (RTYZ0) 189120202360 /
175880
175880164520151280
E-mini Russell 2000 Index Futures (RTYH1) 188890202130 /
175650
175650164290151050
E-mini Russell 2000 Index Futures (RTYM1) 188340201580 /
175100
175100163740150500
E-mini Russell 2000 Index Futures (RTYU1) 187940201180 /
174700
174700163340150100
E-mini Russell 2000 Index Futures (RTYZ1) 187540200780 /
174300
174300162940149700
E-mini Russell 2000 Value Index Futures (R2VZ0) 193310206840 /
179780
179780168190154650
E-mini Russell 2000 Value Index Futures (R2VH1) 193670207200 /
180140
180140168550155010
E-mini Russell 2000 Value Index Futures (R2VM1) 194040207570 /
180510
180510168920155380
E-mini Russell 2000 Value Index Futures (R2VU1) 194410207940 /
180880
180880169290155750
E-mini Russell 2000 Value Index Futures (R2VZ1) 194780208310 /
181250
181250169660156120
E-mini S&P 600 SmallCap Futures (SMCZ0) 108550116140 /
100960
1009609444086850
E-mini S&P 600 SmallCap Futures (SMCH1) 108620116210 /
101030
1010309451086920
E-mini S&P 600 SmallCap Futures (SMCM1) 108690116280 /
101100
1011009458086990
E-mini S&P 600 SmallCap Futures (SMCU1) 108760116350 /
101170
1011709465087060
E-mini S&P 600 SmallCap Futures (SMCZ1) 108830116420 /
101240
1012409472087130
E-mini S&P MidCap 400 Futures (EMDZ0) 224440240150 /
208730
208730195260179550
E-mini S&P MidCap 400 Futures (EMDH1) 224080239790 /
208370
208370194900179190
E-mini S&P MidCap 400 Futures (EMDM1) 224390240100 /
208680
208680195210179500
E-mini S&P MidCap 400 Futures (EMDU1) 224430240140 /
208720
208720195250179540
E-mini S&P MidCap 400 Futures (EMDZ1) 226220241930 /
210510
210510197040181330
E-mini Technology Select Sector Futures (XAKZ0) 126680135550 /
117810
117810110210101330
E-mini Technology Select Sector Futures (XAKH1) 127010135880 /
118140
118140110540101660
E-mini Technology Select Sector Futures (XAKM1) 127270136140 /
118400
118400110800101920
E-mini Technology Select Sector Futures (XAKU1) 127520136390 /
118650
118650111050102170
E-mini Technology Select Sector Futures (XAKZ1) 127770136640 /
118900
118900111300102420
E-mini Utilities Select Sector Futures (XAUZ0) 6281067210 /
58410
584105464050240
E-mini Utilities Select Sector Futures (XAUH1) 6266067060 /
58260
582605449050090
E-mini Utilities Select Sector Futures (XAUM1) 6245066850 /
58050
580505428049880
E-mini Utilities Select Sector Futures (XAUU1) 6225066650 /
57850
578505408049680
E-mini Utilities Select Sector Futures (XAUZ1) 6204066440 /
57640
576405387049470
Micro E-mini Dow Jones Industrial Average Index Futures (MYMZ0) 3019832313 /
28083
280832627024155
Micro E-mini Dow Jones Industrial Average Index Futures (MYMH1) 3009732212 /
27982
279822616924054
Micro E-mini Dow Jones Industrial Average Index Futures (MYMM1) 2999332108 /
27878
278782606523950
Micro E-mini Dow Jones Industrial Average Index Futures (MYMU1) 2989232007 /
27777
277772596423849
Micro E-mini Nasdaq-100 Index Futures (MNQZ0) 12526001340275 /
1164925
116492510897501002050
Micro E-mini Nasdaq-100 Index Futures (MNQH1) 12523251340000 /
1164650
116465010894751001775
Micro E-mini Nasdaq-100 Index Futures (MNQM1) 12509751338650 /
1163300
116330010881251000425
Micro E-mini Nasdaq-100 Index Futures (MNQU1) 12493251337000 /
1161650
11616501086475998775
Micro E-mini Nasdaq-100 Index Futures (MNQZ1) 12483001335975 /
1160625
11606251085450997750
Micro E-mini Russell 2000 Index Futures (M2KZ0) 189120202360 /
175880
175880164520151280
Micro E-mini Russell 2000 Index Futures (M2KH1) 188890202130 /
175650
175650164290151050
Micro E-mini Russell 2000 Index Futures (M2KM1) 188340201580 /
175100
175100163740150500
Micro E-mini Russell 2000 Index Futures (M2KU1) 187940201180 /
174700
174700163340150100
Micro E-mini Russell 2000 Index Futures (M2KZ1) 187540200780 /
174300
174300162940149700
Micro E-mini S&P 500 Index Futures (MESZ0) 369750395600 /
343900
343900321700295800
Micro E-mini S&P 500 Index Futures (MESH1) 368950394800 /
343100
343100320900295000
Micro E-mini S&P 500 Index Futures (MESM1) 367850393700 /
342000
342000319800293900
Micro E-mini S&P 500 Index Futures (MESU1) 366000391850 /
340150
340150317950292050
Micro E-mini S&P 500 Index Futures (MESZ1) 365050390900 /
339200
339200317000291100
S&P 500 Futures (SPZ0) 369750395600 /
343900
343900321700295800
S&P 500 Futures (SPH1) 368950394800 /
343100
343100320900295000
S&P 500 Futures (SPM1) 367850393700 /
342000
342000319800293900
S&P 500 Futures (SPU1) 366000391850 /
340150
340150317950292050
S&P 500 Futures (SPZ1) 365050390900 /
339200
339200317000291100
S&P 500 Futures (SPH2) 363600389450 /
337750
337750315550289650
S&P 500 Futures (SPM2) 362400388250 /
336550
336550314350288450
S&P 500 Futures (SPU2) 361200387050 /
335350
335350313150287250
S&P 500 Futures (SPZ2) 360000385850 /
334150
334150311950286050
S&P 500 Futures (SPZ3) 355200381050 /
329350
329350307150281250
S&P 500 Futures (SPZ4) 350350376200 /
324500
324500302300276400
S&P 500 Growth Futures (SGZ0) 251730269360 /
234100
234100218990201360
S&P 500 Growth Futures (SGH1) 251080268710 /
233450
233450218340200710
S&P 500 Value Futures (SUZ0) 126050134880 /
117220
117220109650100810
S&P 500 Value Futures (SUH1) 125130133960 /
116300
11630010873099890
S&P MLP Total Return Index Futures (SLPZ0) 345000369100 /
320900
320900300200276000
S&P MLP Total Return Index Futures (SLPH1) 344700368800 /
320600
320600299900275700
S&P MLP Total Return Index Futures (SLPM1) 344500368600 /
320400
320400299700275500
S&P MLP Total Return Index Futures (SLPU1) 344200368300 /
320100
320100299400275200
S&P MLP Total Return Index Futures (SLPZ1) 343900368000 /
319800
319800299100274900
As of Trade Date: 12/07/2020

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) 2676028710 / 2481029680 / 2384030660 / 22860
E-mini Nikkei 225 - Yen denominated Futures (ENYH1) 2671028660 / 2476029630 / 2379030610 / 22810
E-mini Nikkei 225 - Yen denominated Futures (ENYM1) 2651028460 / 2456029430 / 2359030410 / 22610
E-mini Nikkei 225 - Yen denominated Futures (ENYU1) 2626028210 / 2431029180 / 2334030160 / 22360
E-mini Nikkei 225 - Yen denominated Futures (ENYZ1) 2613028080 / 2418029050 / 2321030030 / 22230
Nikkei/USD Futures (NKDZ0) 2676028710 / 2481029680 / 2384030660 / 22860
Nikkei/USD Futures (NKDH1) 2671028660 / 2476029630 / 2379030610 / 22810
Nikkei/USD Futures (NKDM1) 2651028460 / 2456029430 / 2359030410 / 22610
Nikkei/USD Futures (NKDU1) 2626028210 / 2431029180 / 2334030160 / 22360
Nikkei/USD Futures (NKDZ1) 2613028080 / 2418029050 / 2321030030 / 22230
Nikkei/USD Futures (NKDH2) 2600027950 / 2405028920 / 2308029900 / 22100
Nikkei/USD Futures (NKDM2) 2587027820 / 2392028790 / 2295029770 / 21970
Nikkei/USD Futures (NKDU2) 2574027690 / 2379028660 / 2282029640 / 21840
Nikkei/USD Futures (NKDZ2) 2562027570 / 2367028540 / 2270029520 / 21720
Nikkei/USD Futures (NKDH3) 2549027440 / 2354028410 / 2257029390 / 21590
Nikkei/USD Futures (NKDM3) 2536027310 / 2341028280 / 2244029260 / 21460
Nikkei/USD Futures (NKDU3) 2523027180 / 2328028150 / 2231029130 / 21330
Nikkei/USD Futures (NKDZ3) 2510027050 / 2315028020 / 2218029000 / 21200
Nikkei/USD Futures (NKDZ4) 2458026530 / 2263027500 / 2166028480 / 20680
Nikkei/USD Futures (NKDZ5) 2406026010 / 2211026980 / 2114027960 / 20160
Nikkei/Yen Futures (NIYZ0) 2676028710 / 2481029680 / 2384030660 / 22860
Nikkei/Yen Futures (NIYF1) 2661028560 / 2466029530 / 2369030510 / 22710
Nikkei/Yen Futures (NIYG1) 2656028510 / 2461029480 / 2364030460 / 22660
Nikkei/Yen Futures (NIYH1) 2671028660 / 2476029630 / 2379030610 / 22810
Nikkei/Yen Futures (NIYJ1) 2648028430 / 2453029400 / 2356030380 / 22580
Nikkei/Yen Futures (NIYM1) 2651028460 / 2456029430 / 2359030410 / 22610
Nikkei/Yen Futures (NIYU1) 2626028210 / 2431029180 / 2334030160 / 22360
Nikkei/Yen Futures (NIYZ1) 2613028080 / 2418029050 / 2321030030 / 22230
Nikkei/Yen Futures (NIYH2) 2600027950 / 2405028920 / 2308029900 / 22100
Nikkei/Yen Futures (NIYM2) 2587027820 / 2392028790 / 2295029770 / 21970
Nikkei/Yen Futures (NIYU2) 2574027690 / 2379028660 / 2282029640 / 21840
Nikkei/Yen Futures (NIYZ2) 2562027570 / 2367028540 / 2270029520 / 21720
Nikkei/Yen Futures (NIYH3) 2549027440 / 2354028410 / 2257029390 / 21590
Nikkei/Yen Futures (NIYM3) 2536027310 / 2341028280 / 2244029260 / 21460
Nikkei/Yen Futures (NIYU3) 2523027180 / 2328028150 / 2231029130 / 21330
Nikkei/Yen Futures (NIYZ3) 2510027050 / 2315028020 / 2218029000 / 21200
Nikkei/Yen Futures (NIYZ4) 2458026530 / 2263027500 / 2166028480 / 20680
Nikkei/Yen Futures (NIYZ5) 2406026010 / 2211026980 / 2114027960 / 20160
Yen Denominated TOPIX Futures (TPYZ0) 177500190800 / 164200197450 / 157550204100 / 150900
Yen Denominated TOPIX Futures (TPYH1) 175500188800 / 162200195450 / 155550202100 / 148900
Yen Denominated TOPIX Futures (TPYM1) 173550186850 / 160250193500 / 153600200150 / 146950
Yen Denominated TOPIX Futures (TPYU1) 171550184850 / 158250191500 / 151600198150 / 144950
Yen Denominated TOPIX Futures (TPYZ1) 169550182850 / 156250189500 / 149600196150 / 142950
As of Trade Date: 12/07/2020

Equity Limits for FTSE

ContractsReference Price7% Price Limit up and down
E-mini FTSE 100 Index (GBP) Futures (FT1Z0) 654300700150 /
608450
E-mini FTSE 100 Index (GBP) Futures (FT1H1) 648400694250 /
602550
E-mini FTSE 100 Index (GBP) Futures (FT1M1) 642500688350 /
596650
E-mini FTSE 100 Index (GBP) Futures (FT1U1) 636600682450 /
590750
E-mini FTSE 100 Index (GBP) Futures (FT1Z1) 630700676550 /
584850
E-mini FTSE China 50 Index Futures (FT5Z0) 2072222175 /
19270
E-mini FTSE China 50 Index Futures (FT5F1) 2067022122 /
19217
E-mini FTSE China 50 Index Futures (FT5G1) 2062222075 /
19170
E-mini FTSE China 50 Index Futures (FT5H1) 2056222015 /
19110
E-mini FTSE China 50 Index Futures (FT5M1) 2040221855 /
18950
E-mini FTSE China 50 Index Futures (FT5U1) 2024021692 /
18787
E-mini FTSE Developed Europe Index Futures (DVEZ0) 2533027105 /
23555
E-mini FTSE Developed Europe Index Futures (DVEH1) 2503526810 /
23260
E-mini FTSE Developed Europe Index Futures (DVEM1) 2473526510 /
22960
E-mini FTSE Developed Europe Index Futures (DVEU1) 2443526210 /
22660
E-mini FTSE Developed Europe Index Futures (DVEZ1) 2413525910 /
22360
E-mini USD Denominated FTSE 100 Index Futures (FTUZ0) 95610102290 /
88930
E-mini USD Denominated FTSE 100 Index Futures (FTUH1) 95860102540 /
89180
E-mini USD Denominated FTSE 100 Index Futures (FTUM1) 96120102800 /
89440
E-mini USD Denominated FTSE 100 Index Futures (FTUU1) 96370103050 /
89690
E-mini USD Denominated FTSE 100 Index Futures (FTUZ1) 96630103310 /
89950
As of Trade Date: 12/07/2020

Equity Limits for Ibovespa

ContractsReference Price10% Price Limit up and down
USD-Denominated Ibovespa Index Futures (IBVZ0) 112164123380 /
100950
USD-Denominated Ibovespa Index Futures (IBVG1) 112452123695 /
101210
USD-Denominated Ibovespa Index Futures (IBVJ1) 112751124025 /
101480
USD-Denominated Ibovespa Index Futures (IBVM1) 113160124475 /
101845
As of Trade Date: 12/07/2020

Nasdaq Veles California Water Index

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.