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AMP Futures News

CME Price Limit Guide - Trading Halted Levels - August 2020

Posted by AMP Futures on Mar 15, 2020 1:23:16 PM

Due to Market Volatility, we want you to know these levels.  They are updated on this CME page daily.

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. 

August 14, 2020 - Trade Date - CME Price Limits for Major Equity Indices

March 15, 2020 - Trade Date - CME Price Limits for Major Equity Indices - Night Session Header

August 14, 2020 - Trade Date - CME Price Limits for Major Equity Indices - Overnight

 

March 15, 2020 - Trade Date - CME Price Limits for Major Equity Indices - Day Session Header

August 14, 2020 - Trade Date - CME Price Limits for Major Equity Indices - Day Session

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.

View the CME Price Limits Guide - Trading Will be Halted at these Levels if reached (updated daily)

Topics: Trading Info