View the CME Price Limits Guide

Posted by on Jan 4, 2016 in Blog

Due to Market Volatility with the China market selling off so much when the western world is asleep, I want you to know these levels for when you wake up in the morning and see emini sp’s down 5%. They are updated on this CME page daily.

View the CME Price Limits Guide – Trading Will be Halted at these Levels if reached.

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 – 3:00 p.m. CT. Mondays through Fridays.
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.