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11/6/2022

Special Price Fluctuation Lim


e Fluctuation Limits and Daily Price Limits Table

Products

Agriculture
Energy
Equity Indexes
FX
Interest Rates
Metals
Product

CBOT
Australian Wheat FOB (Platts) Futures
Black Sea Corn Financially Settled (Platts) Futures
Black Sea Sunflower Oil Financially Settled (Platts) Futures
Black Sea Wheat Financially Settled (Platts) Futures
Canadian Western Red Spring Wheat FOB Vancouver Financially Settled (Platts) Futures
Corn Futures
Ethanol
KC Hard Red Winter (HRW) Wheat Futures
Mini-sized Corn Futures
Mini-sized KC Hard Red Winter (HRW) Wheat Futures
Mini-sized Soybean Futures
FOB Santos Soybeans Financially Settled (Platts) Futures
Mini-sized Wheat Futures
Oats Futures
Rough Rice Futures
Soybean Futures
Soybean Crush
Soybean Meal Futures
Soybean Oil Futures
Thailand Long Grain White Rice (Platts) Futures
Wheat Futures
Ukrainian Black Sea Wheat (Platts) Futures

CME
Lean Hog Futures
Pork Cutout Futures
Live Cattle Futures
Feeder Cattle Futures
Cash-Settled Butter Futures
Cash-Settled Cheese Futures
Block Cheese Futures
Class III Milk Futures
Class IV Milk Futures
Dry Whey Futures
Non-fat Dry Milk Futures
Random Length Lumber Futures

Lumber Futures

Options on Lumber Futures


NYMEX
Cotton Futures
Special Price Fluctuation Limits and Daily Price Limits
Products with a limit level designated in blue are associated products without their own specific limits.
RULEBOOK CHAPTER COMMODITY CODE PRIMARY/ASSOCIATED

32 AUW
10C BCF
70 BSF
14R BWF
14W CWR
10 ZC
16 EH
14H KE
10B XC
14N MKC
11B XK
11F SAS
14B XW
15 ZO
17 ZR
12 ZS

13 ZM
12 ZL
71 TRF
14 ZW
14U UWF

152 HE
156 PRK
101 LE
102 GF
56 CB
60 CSC
61 BLK
52 DC
55 GDK
57 DY
54 GNF
201 LBS

63 LBR Primary

63A LBR Associated


932 TT
Limits and Daily Price Limits Table
mits.
ASSOCIATED WITH DAILY PRICE LIMIT

Daily Price Limit Table


Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table

Daily Price Limit Table


Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
Daily Price Limit Table
5% of Dynamically Calculated Reference Price
Primary
Daily Price Limit Table
LBR
ICE
Special Price Fluctuation Limits and Daily Price Limits Table
Products with a limit level designated in blue are associated products without their own specific limits.
Note - * Designates associated Inter-commodity products
Product RULEBOOK CHAPTER COMMODITY CODE PRIMARY/ASSOCIATED ASSOCIATED WITH Dynamically Calculated Variant Daily Price Limit
NY Harbor ULSD Futures * 150 HO Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
E-mini Heating Oil Futures 404 QH Associated HO 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Micro NY Harbor ULSD Futures 434 MHO Associated HO 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Associated
NY Harbor ULSD Option 320 OH HO
Associated
NY Harbor ULSD Calendar Spread Option 392 FAY, FB, FC, FM, AFZ HO
Associated
NY Harbor ULSD Average Price Option 321 ATX HO
Associated
NY Harbor ULSD Crack Spread Option 350 CHY HO
Associated
NY Harbor ULSD European Financial Option 551 LB HO
RBOB Futures * 191 RB Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
E-mini RBOB Gasoline Futures 403 QU Associated RB 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Micro RBOB Gasoline Futures 435 MRB Associated RB 10% of Dynamically Calculated Reference Price Daily Price Limit Table
RBOB Gasoline Financial Futures 555 RT Associated RB 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Associated
RBOB Gasoline Option 335 OB RB
Associated
RBOB Gasoline Calendar Spread Option 388 ZAY, AZB, AZC, AZM RB
Associated
RBOB Gasoline Average Price Option 386 RA RB
Associated
RBOB Gasoline Crack Spread Option 387 RXY RB
Associated
RBOB Gasoline European Financial Option 385 ARF RB
Henry Hub Natural Gas Futures 220 NG Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Gulf Coast LNG Export Futures 240 LNG Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
E-mini Natural Gas Futures 402 QG Associated NG 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Henry Hub Natural Gas Look-Alike Penultimate Financial Futures 824 HP Associated NG 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Henry Hub Natural Gas Penultimate Financial Futures 529 NPG Associated NG 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Henry Hub Natural Gas Look-Alike Last Day Financial Futures 823 HH Associated NG 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Henry Hub Natural Gas Last Day Financial Futures 508 NN Associated NG 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Henry Hub Natural Gas Last Day Financial Futures (Daily Units) 508 NNE Associated NG 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Event Contracts on Henry Hub Natural Gas Futures NYMEX 23 ECNG Associated NG
Associated
Henry Hub Natural Gas Option 370 ON NG
Associated
Henry Hub Natural Gas Calendar Spread Option 391 IAY, IB, AIC, IE, IM, IZ NG
Associated
Daily Natural Gas Option 832 KDB NG
Associated
Henry Hub Natural Gas European Financial Option 560 LNE NG
Associated
Henry Hub Natural Gas Financial Calendar Spread Option 399 G4X, AG2, G3B, G10, AG5, G6B, AG7 NG
Associated
Henry Hub Natural Gas Last Day Financial Option 375 AE7 NG
Associated
Natural Gas Weekly Option 1012 ON1, ON2, ON3, ON4, ON5 NG
Associated
Natural Gas Financial Weekly Option (European) 1006 LN1, LN2, LN3, LN4, LN5 NG
Light Sweet Crude Oil Futures * 200 CL Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
E-mini Crude Oil Futures 401 QM Associated CL 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Micro WTI Crude Oil futures 309 MCL Associated CL 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Crude Oil Financial Futures 691 WS Associated CL 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Event Contracts on Light Sweet Crude Oil Futures NYMEX 23 ECCL Associated CL
Associated
Light Sweet Crude Oil Option 310 LO CL
Associated
WTI Calendar Spread Option 390 WAY, WB, WC, AWM, AWZ CL
Associated
Daily Crude Oil Option 833 ICD CL
Associated
Light Sweet Crude Oil European Financial Option 550 LCE CL
Associated
Crude Oil Financial Calendar Spread 397 B7A, 7B, 7C, 7M, 7Z CL
Associated
WTI Average Price Option 341 AAO CL
Associated
Crude Oil Weekly Option 1011 LO1, LO2, LO3, LO4, LO5 CL
Associated
Crude Oil Mid-Curve Option 468 LM1, LM2, LM3, LM4, LM5 CL
Associated
Micro WTI Crude Oil Option 306 MCO CL
Associated
Micro WTI Crude Oil Weekly Option 307 MW1, MW2, MW3, MW4, MW5 CL
Brent Last Day Financial Futures 698 BZ Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Brent Crude Oil Last Day Financial Calendar Spread (1 Month) Option Associated
398 9C BZ
Brent Crude Oil Last Day Financial Calendar Spread (2 Month) Option Associated
398 9B BZ
Brent Crude Oil Last Day Financial Calendar Spread (3 Month) Option Associated
398 9D BZ
Brent Crude Oil Last Day Financial Calendar Spread (12 Month) Option Associated
398 9L BZ
Brent Crude Oil Last Day Financial Calendar Spread (6 Month) Option Associated
398 9Y BZ
Brent Last Day Financial (European) Option Associated
378 BE BZ
Brent Crude Oil Futures-Style Margin Option Associated
504 BZO BZ
Brent Last Day Financial Option Associated
376 OSX BZ
Brent Last Day Financial Weekly Option Associated
1007 BW# BZ
CBL Core Global Emissions Offset (C-GEO) Futures 1257 CGO Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
CBL Global Emissions Offset Futures 1269 GEO Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
CBL Nature-Based Global Emissions Offset Futures 1258 NGO Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
CBL Core Global Emissions Offset Trailing (C-GEO-TR) Futures 1255 COT Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
CBL Nature-Based Global Emissions Offset Trailing (N-GEO-TR) Futures 1256 NOT Primary Primary 10% of Dynamically Calculated Reference Price Daily Price Limit Table
Product

CME
E-mini S&P 500 Futures
BTIC on E-mini S&P 500 Futures
Nearby BTIC+ Futures on E-mini Standard and Poor's 500 Stock Price Index Futures
Deferred BTIC+ Futures on E-mini Standard and Poor's 500 Stock Price Index Futures
Event Contracts on E-mini S&P 500 Futures
E-mini S&P 500 Options
Micro E-mini S&P 500 Index Futures
E-mini S&P 500 EOM Options
E-mini S&P 500 Weekly Options
Quarterly Micro E-mini S&P 500 Options
End of Month Micro E-mini S&P 500 Options
Weekly Micro E-mini S&P 500 Options
E-mini S&P 500 Quarterly PM (European-Style) Options
Tuesday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5
(European-Style)
Thursday Weekly Options on E-mini Standard and Poor's 500 Stock Price Index Futures - Week 1-5
(European-Style)
S&P 500 Annual Dividend Index Futures
S&P 500 Quarterly Dividend Index Futures
BTIC on S&P 500 Total Return Index Futures
BTIC on Adjusted Interest Rate S&P 500 Total Return Futures
E-mini S&P 500 ESG Index Futures
BTIC on E-mini S&P 500 ESG Index Futures
E-mini NASDAQ 100 Futures
BTIC on E-mini Nasdaq-100 Futures
Nasdaq-100 Annual Dividend Index Futures
BTIC on Adjusted Interest Rate Nasdaq-100 Total Return Index Futures
Event Contracts on E-mini Nasdaq-100 Futures
Micro E-mini NASDAQ-100 Index Futures
E-mini NASDAQ 100 Options
E-mini NASDAQ 100 EOM Options
E-mini NASDAQ 100 Weekly Options
E-mini Nasdaq-100 Monday Weekly Options
E-mini Nasdaq-100 Wednesday Weekly Options
Tuesday Weekly Options on E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style)
Thursday Weekly Options on E-mini Nasdaq-100 Index Futures - Week 1-5 (European-Style)
Nasdaq 100 Volatility Index Futures
Quarterly Micro E-mini Nasdaq-100 Options
End of Month Micro E-mini Nasdaq-100 Options
Weekly Micro E-mini Nasdaq-100 Options
E-mini NASDAQ Composite Futures
E-mini NASDAQ Biotechnology Index Futures
BTIC on E-mini NASDAQ Biotechnology Index Futrues
S&P 500 Growth Futures
S&P 500 Value Futures
E-mini S&P MidCap 400 Futures
E-mini S&P MidCap 400 BTIC Futures
E-mini S&P 400 Options
Weekly Options on E-mini Standard & Poor’s MidCap 400® Stock Price Index Futures
E-mini S&P 600 SmallCap Futures
E-mini S&P 600 SmallCap Options
E-mini Russell 1000 Index Futures
BTIC on E-mini Russell 1000 Index Futures
BTIC on Adjusted Interest Rate Russell 1000 Total Return Index Futures
E-mini Russell 1000 Growth Index Futures
BTIC on E-mini Russell 1000 Growth Index Futures
E-mini Russell 1000 Value Index Futures
BTIC on E-mini Russell 1000 Value Index Futures
E-mini Russell 2000 Index Futures
Micro E-mini Russell 2000 Index Futures
BTIC on E-mini Russell 2000 Futures
Event Contracts on E-mini Russell 2000 Futures
Russell 2000 Annual Dividend Index Futures
BTIC on Adjusted Interest Rate Russell 2000 Total Return Index Futures
E-mini Russell 2000 Growth Index Futures
BTIC on E-mini Russell 2000 Growth Index Futures
E-mini Russell 2000 Value Index Futures
BTIC on E-mini Russell 2000 Value Index Futures
E-mini Russell 2000 Options
E-mini Russell 2000 Weekly Options
Monday Weekly Options on E-mini® Russell 2000® Index Futures (European-Style)
Wednesday Weekly Options on E-mini® Russell 2000® Index Futures (European-Style)
E-mini Russell 2000 EOM Options
E-mini® FTSE® Emerging Index Futures
BTIC on E-mini® FTSE® Emerging Index Futures
E-mini® FTSE® Developed Europe Index Futures
BTIC on E-mini® FTSE® Developed Europe Index Futures
E-mini IPOX 100 US Index Futures
BTIC on E-mini IPOX 100 US Index Futures
Dow Jones US Real Estate Index Futures
BTIC on Dow Jones U.S. Real Estate Index Futures
E-mini Select Sector Futures
BTIC E-mini Select Sector Futures
S&P Industry Sector Futures
BTIC S&P Industry Sector Futures
PHLX Semiconductor Index Futures
BTIC PHLX Semiconductor Index Futures
E-mini Yen Denominated Nikkei Stock Average Index Futures
BTIC on Yen Denominated Nikkei Stock Average Futures
Nikkei Stock Average Futures
BTIC on Nikkei Stock Average Futures
E-mini Nikkei 225 - Yen denominated Futures
Yen Denominated Nikkei Stock Average Serial Options
Yen Denominated Nikkei Stock Average Quarterly Options
Yen Denominated TOPIX Futures
BTIC on Yen Denominated TOPIX Futures
E-mini® USD Denominated FTSE® 100 Index Futures
BTIC on E-mini® USD Denominated FTSE® 100 Index Futures
E-mini® FTSE® 100 Index Futures
BTIC on E-mini® FTSE® 100 Index Futures
E-mini® FTSE® China 50 Index Futures
BTIC on E-mini® FTSE® China 50 Index Futures
E-mini FTSE Developed Europe Index Futures
BTIC on E-mini Developed Europe Index Futures
E-mini FTSE Emerging Index Futures
BTIC on E-mini FTSE Emerging Index Futures
E-mini® FTSE® China 50 Index Futures
BTIC on E-mini® FTSE® China 50 Index Futures
E-mini FTSE Developed Europe Index Futures
BTIC on E-mini Developed Europe Index Futures
E-mini FTSE Emerging Index Futures
BTIC on E-mini FTSE Emerging Index Futures
Adjusted Interest Rate FTSE 100 Total Return Declared Dividend Index Futures
BTIC on Adjusted Interest Rate FTSE 100 Total Return Declared Dividend Index Futures

E-mini S&P Europe 350 ESG Index Futures


BTIC on E-mini S&P Europe 350 ESG Index Futures

CBOT
E-mini Dow Jones Industrial Average Index Futures
Micro E-mini Dow Index Futures
BTIC on E-mini DJIA Futures
BTIC on Adjusted Interest Rate Dow Jones Industrial Average Index Total Return Futures
Event Contracts on E-mini Dow Jones Industrial Average Futures
Options on E-mini Dow Jones Industrial Average Index Futures
Options on E-mini Dow Jones Industrial Average Index Futures - End-of-Month (European-Style)
Weekly Options on E-mini Dow Jones Industrial Average Index Futures Week 1-4 (European-Style)
Product
CME

Bitcoin Futures

Bitcoin Options
BTIC on Bitcoin Futures against London Close (Bitcoin Reference Rate – BRR)
BTIC on Bitcoin Futures against New York Close (Bitcoin Reference Rate New York – BRRNY)

Bitcoin Euro Futures

Micro Bitcoin Futures

Monthly Options on Micro Bitcoin Futures


Monday Weekly Options on Micro Bitcoin Futures - Weeks 1-5
Wednesday Weekly Options on Micro Bitcoin Futures - Weeks 1-5
Friday Weekly Options on Micro Bitcoin Futures - Weeks 1-4
BTIC on Micro Bitcoin Futures against London Close (Bitcoin Reference Rate – BRR)
BTIC on Micro Bitcoin Futures against New York Close (Bitcoin Reference Rate New York – BRRNY)

Ether Futures

Options on Ether Futures


BTIC on Ether Futures against London Close (Ether-Dollar Reference Rate – ETHUSD_RR)
BTIC on Ether Futures against New York Close (Ether-Dollar Reference Rate New York - ETHUSD_NY)

Ether Euro Futures

Micro Ether Futures

Monthly Options on Micro Ether Futures


Monday Weekly Options on Micro Ether Futures - Weeks 1-5
Wednesday Weekly Options on Micro Ether Futures - Weeks 1-5
Friday Weekly Options on Micro Ether Futures - Weeks 1-4
BTIC on Micro Ether Futures against London Close (Ether-Dollar Reference Rate – ETHUSD_RR)
BTIC on Micro Ether Futures against New York Close (Ether-Dollar Reference Rate New York - ETHUSD_NY)

Nasdaq Veles California Water Index Futures


Special Price Fluctuation Limits and Daily Price
Products with a limit level designated in blue are associated products without their own specific limits.
RULEBOOK CHAPTER COMMODITY CODE

358 ES
358 EST
358B ES1
358B ES2
CME 23 ECES
358A ES
353 MES
358A EW
358A EW#, E#C, E#A
353A MES
353A EX
353A EX1-EX4
358A EYC

358A E1B-E5B

358A E1D-E5D

365 SDA
366 SDI
357 TRB
357B AST
364 ESG
364 EGT
359 NQ
359 NQT
400 NDA
374 AQT
CME 23 ECNQ
361 MNQ
359A NQ
359A QNE
359A QN#
359A Q#A
359A Q#C
359A Q1B-Q5B
359A Q1D-Q5D
379 VLQ
361A MNQ
361A MQE
361A MQ1-MQ4
377 QCN
360 BIO
360 BIT
355 SG
356 SU
362 EMD
362 EMT
362A EMD
362A ME3
368 SMC
368A SMC
383 RS1
383 R1T
372 ART
384 RSG
384 RGT
385 RSV
385 RVT
393 RTY
363 M2K
393 RLT
CME 23 ECRTY
399 RDA
373 A2T
394 R2G
394 2GT
395 R2V
395 2VT
393A RTO
393A R#E
393A R#A
393A R#C
390 RTM
391 EI
391 EIT
390 DVE
390 DVT
392 IPO
392 IPT
30 RX
30 REX
369 XAY, XAP, XAI, XAB, XAK, XAU, XAE, XAF, XAV, XAR, XAZ
369 XYT, XPT, XET, XFT, XVT, XIT, XBT, XKT, XUT, XRT, XZT
369 SXT, SXO, SXR, SXB, SXI
369 IST, BOT, SWT, RET, RKT
380 SOX
380 SOT
370 NIY
352B NIT
352 NKD
352 NKT
370 ENY
352C NKY
352C NKW
371 TPY
371 TPB
386 FTU
386 FTB
387 FT1
387 FTT
388 FT5
388 FTC
390 DVE
390 DVT
391 EI
391 EIT
388 FT5
388 FTC
390 DVE
390 DVT
391 EI
391 EIT
357 AFR
357 AFT

367 E3G
367 E3T

27 YM
28 MYM
27 YMT
33 ADT
CBOT 23 ECYM
27A OYM
27A EYM
27A YM#
RULEBOOK CHAPTER COMMODITY CODE

350 BTC

350A BTC
350 BTB
350 BNB

450 BTE

348 MBT

348A WM
348A W1A-W5A
348A W1C-W5C
348A W1E-W5E
348 MIB
348 MYB

349 ETH

347A ETH
349 ETB
349 ENB

449 ETE

347 MET

347A VM
347A V1A-V5A
347A V1C-V5C
347A V1E-V5E
347 EMB
347 EYB

417 H2O
ation Limits and Daily Price Limits Table
eir own specific limits.
PRIMARY/ASSOCIATED ASSOCIATED WITH DAILY PRICE LIMIT

Primary Primary Daily Price Limit Table


Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table

Associated ES Daily Price Limit Table

Associated ES Daily Price Limit Table


Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Associated ES Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated ESG Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Associated NQ Daily Price Limit Table
Primary Primary Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated BIO Daily Price Limit Table
Primary Primary Daily Price Limit Table
Primary Primary Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated EMT Daily Price Limit Table
Associated EMD Daily Price Limit Table
Associated EMD Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated SMC Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated RS1 Daily Price Limit Table
Associated RS1 Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated R1T Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated RSV Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated RTY Daily Price Limit Table
Associated RTY Daily Price Limit Table
Associated RTY Daily Price Limit Table
Associated RTY Daily Price Limit Table
Associated RTY Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated RLT Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated 2GT Daily Price Limit Table
Associated RTY Daily Price Limit Table
Associated RTY Daily Price Limit Table
Associated RTY Daily Price Limit Table
Associated RTY Daily Price Limit Table
Associated RTY Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated EI Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated DVE Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated IPO Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated RX Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated Select Sectors Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated S&P Industry Sector Futures Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated PHLX Semiconductor Index Futures Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated NIY Daily Price Limit Table
Associated NIY Daily Price Limit Table
Associated NIY Daily Price Limit Table
Associated NIY Daily Price Limit Table
Associated NIY Daily Price Limit Table
Associated NIY Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated TPY Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated FTU Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated FT1 Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated FT5 Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated DVT Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated EIT Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated FT5 Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated DVE Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated EIT Daily Price Limit Table
Primary Primary Daily Price Limit Table
Associated AFR Daily Price Limit Table

Primary Primary Daily Price Limit Table


Associated E3G Daily Price Limit Table

Primary Primary Daily Price Limit Table


Associated YM Daily Price Limit Table
Associated YM Daily Price Limit Table
Associated YM Daily Price Limit Table
Associated YM Daily Price Limit Table
Associated YM Daily Price Limit Table
Associated YM Daily Price Limit Table
Associated YM Daily Price Limit Table
PRIMARY/ASSOCIATED ASSOCIATED WITH Dynamically Calculated Variant

10% of Dynamically Calculated Reference Price


Primary Primary
Daily Price Limit Table
Associated BTC Daily Price Limit Table
Associated BTC Daily Price Limit Table
Associated BTC Daily Price Limit Table
10% of Dynamically Calculated Reference Price
Primary Primary
Daily Price Limit Table
10% of Dynamically Calculated Reference Price
Associated BTC
Daily Price Limit Table
Associated MBT Daily Price Limit Table
Associated MBT Daily Price Limit Table
Associated MBT Daily Price Limit Table
Associated MBT Daily Price Limit Table
Associated BTC Daily Price Limit Table
Associated BTC Daily Price Limit Table
10% of Dynamically Calculated Reference Price
Primary Primary
Daily Price Limit Table
Associated ETH Daily Price Limit Table
Associated ETH Daily Price Limit Table
Associated ETH Daily Price Limit Table
10% of Dynamically Calculated Reference Price
Primary Primary
Daily Price Limit Table
10% of Dynamically Calculated Reference Price
Associated ETH
Daily Price Limit Table
Associated MET Daily Price Limit Table
Associated MET Daily Price Limit Table
Associated MET Daily Price Limit Table
Associated MET Daily Price Limit Table
Associated ETH Daily Price Limit Table
Associated ETH Daily Price Limit Table
10% of Dynamically Calculated Reference Price
Primary Primary
Daily Price Limit Table
Dynamically Calculated Variant
(Excluding Regular Trading Hours)

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price


3.5% of Dynamically Calculated Reference Price
3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price


3.5% of Dynamically Calculated Reference Price
3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price


3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price

(Only during EU/London RTH)


7% of Dynamically Calculated Reference Price

3.5% of Dynamically Calculated Reference Price


Special Price Fluct
Products with a limit level desi

Product RULEBOOK CHAPTER

CME

Australian Dollar/U.S. Dollar (AUD/USD) Futures 255

Micro AUD/USD Futures 291

Australian Dollar / US Dollar Spot FX Basis Spread 255A

AUD/USD Monthly Options 255A


AUD/USD Monthly Volatility-Quoted Options 255A
AUD/USD Weekly Friday Options 255A
AUD/USD Weekly Friday Volatility-Quoted Options 255A
AUD/USD Weekly Wednesday Options 255A
AUD/USD Weekly Wednesday Volatility-Quoted Options 255A
AUD/USD Weekly Monday Options 255A

Australian Dollar/ Canadian Dollar (AD/ CD) Cross Rate Futures 308

Australian Dollar/ Japanese Yen (AD/ JY) Cross Rate Futures 309

Australian Dollar/New Zealand Dollar (AD/ NE) Cross Rate Futures 310

British Pound Sterling/U.S. Dollar (GBP/USD) Futures 251

Micro GBP/USD Futures 290

British Pound / US Dollar Spot FX Basis Spread 251A

GBP/USD Monthly Options 251A


GBP/USD Monthly Volatility-Quoted Options 251A
GBP/USD Weekly Friday Options 251A
GBP/USD Weekly Friday Volatility-Quoted Options 251A
GBP/USD Weekly Wednesday Options 251A
GBP/USD Weekly Wednesday Volatility-Quoted Options 251A
GBP/USD Weekly Monday Options 251A

British Pound Sterling/Japanese Yen (BP/ JY) Cross Rate Futures 305

British Pound Sterling/ Swiss Franc (BP/ SF) Cross Rate Futures 306

Canadian Dollar/U.S. Dollar (CAD/USD) Futures 252


Canadian Dollar/U.S. Dollar (CAD/USD) Futures 252

Micro USD/CAD Futures 298

Micro CAD/USD Futures 293

US Dollar / Canadian Dollar Spot FX Basis Spread 252A

CAD/USD Monthly Options 252A


CAD/USD Monthly Volatility-Quoted Options 252A
CAD/USD Weekly Friday Options 252A
CAD/USD Weekly Friday Volatility-Quoted Options 252A
CAD/USD Weekly Wednesday Options 252A
CAD/USD Weekly Wednesday Volatility-Quoted Options 252A
CAD/USD Weekly Monday Options 252A

Canadian Dollar/Japanese Yen (CD/ JY) Cross Rate Futures 311

Euro/U.S. Dollar (EUR/USD) Futures 261

E-mini Euro Futures 262

Micro EUR/USD Futures 292

Euro / US Dollar Spot FX Basis Spread 261A

Event Contracts on Euro/U.S. Dollar (EUR/USD) Futures CME 23


EUR/USD Monthly Options 261A
EUR/USD Monthly Volatility-Quoted Options 261A
EUR/USD Weekly Friday Options 261A
EUR/USD Weekly Friday Volatility-Quoted Options 261A
EUR/USD Weekly Wednesday Options 261A
EUR/USD Weekly Wednesday Volatility-Quoted Options 261A
EUR/USD Weekly Monday Options 261A

Euro/ British Pound Sterling (Euro/ BP) Cross Rate Futures 301

EUR/GBP Monthly Options 301A


EUR/GBP Weekly Friday Options 301A

Euro/ Canadian Dollar (Euro/ CD) Cross Rate Futures 302

Euro/ Japanese Yen (Euro/ JY) Cross Rate Futures 303

EUR/JPY Monthly Options 303A


EUR/JPY Weekly Friday Options 303A

Euro/ Swiss Franc (Euro/ SF) Cross Rate Futures 304

EUR/CHF Monthly Options 304A


EUR/CHF Weekly Friday Options 304A

Euro/Australian Dollar (Euro/ AD) Cross Rate Futures 312

Euro /Norwegian Krone (Euro/NKr) Cross Rate Futures 313

Euro/ Swedish Krona (Euro/ Skr) Cross Rate Futures 314

Japanese Yen/U.S. Dollar (JPY/USD) Futures 253

E-mini Japanese Yen Futures 263

Micro USD/JPY Futures 297

US Dollar / Japanese Yen Spot FX Basis Spread 253A

JPY/USD Monthly Options 253A


JPY/USD Monthly Volatility-Quoted Options 253A
JPY/USD Weekly Friday Options 253A
JPY/USD Weekly Friday Volatility-Quoted Options 253A
JPY/USD Weekly Wednesday Options 253A
JPY/USD Weekly Wednesday Volatility-Quoted Options 253A
JPY/USD Weekly Monday Options 253A

Mexican Peso/U.S. Dollar (MXN/USD) Futures 256

US Dollar / Mexican Peso Spot FX Basis Spread 256A


MXN/USD Monthly Options 256A
MXN/USD Weekly Friday Options 256A

New Zealand Dollar/U.S. Dollar (NZD/USD) Futures 258

NZD/USD Monthly Options 258A

New Zealand Dollar/U.S. Dollar Spot FX Basis Spread 258A

NZD/USD Weekly Friday Options 258A

Swiss Franc/U.S. Dollar (CHF/USD) Futures 254

Swiss Franc / US Dollar Spot FX Basis Spread 254A

Micro USD/CHF Futures 299

Micro CHF/USD Futures 295

CHF/USD Monthly Options 254A


CHF/USD Monthly Volatility-Quoted Options 254A
CHF/USD Weekly Friday Options 254A
CHF/USD Weekly Friday Volatility-Quoted Options 254A

Swiss Franc/ Japanese Yen (SF/ JY) Cross Rate Futures 307
Swiss Franc/ Japanese Yen (SF/ JY) Cross Rate Futures 307

Norwegian Krone/U.S. Dollar (NOK/USD) Futures 264

Swedish Krona/U.S. Dollar (SEK/USD) Futures 265

Brazilian Real/U.S. Dollar (BRL/USD) Futures 257

BRL/USD Monthly Options 257A


BRL/USD Weekly Friday Options 257A

Czech Koruna/U.S. Dollar (CZK/USD) Futures 266

CZK/USD Monthly Options 266A

Czech Koruna/Euro (Koruna/Euro) Cross Rate Futures 315

CZK/EUR Monthly Options 315A

Hungarian Forint/U.S. Dollar (HUF/USD) Futures 267

HUF/USD Monthly Options 267A

Hungarian Forint/Euro (HUF/EUR) Cross Rate Futures 316

HUF/EUR Monthly Options 316A

Israeli Shekel/U.S. Dollar (ILS/USD) Futures 269

ILS/USD Monthly Options 269A


ILS/USD Weekly Thursday Option 269A

Indian Rupee/U.S. Dollar (INR/USD) Futures 279

Micro INR/USD Futures 296

Korean Won/U.S. Dollar (KRW/USD) Futures 271

KRW/USD Monthly Options 271A


KRW/USD Weekly Friday Options 271A

Polish Zloty/U.S. Dollar (PLN/USD) Futures 268

PLN/USD Monthly Options 268A

Polish Zloty/Euro (PLN/EUR) Cross Rate Futures 317

PLN/EUR Monthly Options 317A

U.S. Dollar/Offshore Chinese Renminbi (USD/RMB) Futures 284L

Chinese Renminbi/U.S. Dollar (RMB/USD) Futures 270

CNY/USD Monthly Options 270A


CNY/USD Weekly Friday Options 270A
Chinese Renminbi / Euro (RMB/ Euro) Cross Rate Futures 318

CNY/EUR Monthly Options 318A


CNY/EUR Weekly Friday Options 318A

Micro USD/CNH Futures 344L

Russian Ruble/U.S. Dollar (RUB/USD) Futures 260

RUB/USD Monthly Options 260A


RUB/USD Weekly Friday Options 260A

South African Rand/U.S. Dollar (ZAR/USD) Futures 259

ZAR/USD Monthly Options 259A


ZAR/USD Weekly Friday Options 259A

U.S. Dollar/South African Rand (USD/ZAR) Futures 259L

Turkish Lira/US Dollar (TRY/USD) Futures 273

Chilean Peso/US Dollar (CLP/USD) Futures 346

U.S. Dollar/Chilean Peso (USD/CLP) Futures 345


Special Price Fluctuation Limits and Daily Price Limits Table
Products with a limit level designated in blue are associated products without their own specific limits.

PRIMARY / ASSOCIATED
ASSOCIATED WITH

6A Primary Primary

M6A Associated 6A

AUDUSD Associated 6A

ADU Associated 6A
VXA Associated 6A
 1AD,2AD,3AD,4AD,5AD Associated 6A
VAA,VAB,VAC,VAD,VAE Associated 6A
WA1, WA2, WA3, WA4, WA5 Associated 6A
VA1, VA2, VA3, VA4, VA5 Associated 6A
MA1, MA2, MA3, MA4, MA5 Associated 6A

ACD Primary Primary

AJY Primary Primary

ANE Primary Primary

6B Primary Primary

M6B Associated 6B

GBPUSD Associated 6B

GBU Associated 6B
VXB Associated 6B
1BP,2BP,3BP,4BP,5BP Associated 6B
VBA,VBB,VBC,VBD,VBE Associated 6B
WG1, WG2, WG3, WG4, WG5 Associated 6B
VG1, VG2, VG3, VG4, VG5 Associated 6B
MB1, MB2, MB3, MB4, MB5 Associated 6B

PJY Primary Primary

PSF Primary Primary

6C Primary Primary
6C Primary Primary

M6C Associated 6C

MCD Associated 6C

USDCAD Associated 6C

CAU Associated 6C
VXC Associated 6C
1CD,2CD,3CD,4CD,5CD Associated 6C
 VCA,VCB,VCC,VCD,VCE Associated 6C
WD1, WD2, WD3, WD4, WD5 Associated 6C
VC1, VC2, VC3, VC4, VC5 Associated 6C
MD1, MD2, MD3, MD4, MD5 Associated 6C

CJY Primary Primary

6E Primary Primary

E7 Associated 6E

M6E Associated 6E

EURUSD Associated 6E

EC6E Associated 6E
EUU Associated 6E
VXT Associated 6E
1EU,2EU,3EU,4EU,5EU Associated 6E
 VTA,VTB,VTC,VTD,VTE Associated 6E
WE1, WE2, WE3, WE4, WE5 Associated 6E
VE1, VE2, VE3, VE4, VE5 Associated 6E
MO1, MO2, MO3, MO4, MO5 Associated 6E

RP Primary Primary

RP Associated RP
1E, 2E, 3E, 4E, 5E Associated RP

ECD Primary Primary

RY Primary Primary

RY Associated RY
1H, 2H, 3H, 4H, 5H Associated RY

RF Primary Primary

RF Associated RF
1I, 2I, 3I, 4I, 5I Associated RF

EAD Primary Primary

ENK Primary Primary

ESK Primary Primary

6J Primary Primary

J7 Associated 6J

M6J Associated 6J

USDJPY Associated 6J

JPU Associated 6J
VXJ Associated 6J
1JY,2JY,3JY,4JY,5JY Associated 6J
VJA,VJB,VJC,VJD,VJE Associated 6J
WJ1, WJ2, WJ3, WJ4, WJ5 Associated 6J
VJ1, VJ2, VJ3, VJ4, VJ5 Associated 6J
MJ1, MJ2, MJ3, MJ4, MJ5 Associated 6J

6M Primary Primary

USDMXN Associated 6M
6M Associated 6M
1M, 2M, 3M, 4M, 5M Associated 6M

6N Primary Primary

6N Associated 6N

NZDUSD Primary Primary

1Z, 2Z, 3Z, 4Z, 5Z Associated 6N

6S Primary Primary

USDCHF Associated 6S

M6S Associated 6S

MSF Associated 6S

CHU Associated 6S
VXS Associated 6S
1SF,2SF,3SF,4SF,5SF Associated 6S
 VSA,VSB,VSC,VSD,VSE Associated 6S

SJY Primary Primary


SJY Primary Primary

NOK Primary Primary

SEK Primary Primary

6L Primary Primary

BR Associated 6L
1R, 2R, 3R, 4R, 5R Associated 6L

CZK Primary Primary

CKO Associated CZK

ECK Primary Primary

ECZ Associated ECK

HUF Primary Primary

HFO Associated EHF

EHF Primary Primary

EHU Associated EHF

ILS Primary Primary

ILS Associated ILS


IS1, IS2, IS3, IS4, IS5 Associated IS

SIR Primary Primary

MIR Associated SIR

KRW Primary Primary

KRW Associated KRW


KR1, KR2, KR3, KR4, KR5 Associated KRW

PLN Primary Primary

PLZ Associated PLN

EPZ Primary Primary

EPL Associated EPZ

CNH Primary Primary

RMB Primary Primary

RMB Associated RMB


RB1, RB2, RB3, RB4, RB5 Associated RMB
RME Primary Primary

RME Associated RME


RE1, RE2, RE3, RE4, RE5 Associated RME

MNH Associated CNH

6R Primary Primary

6R Associated 6R
6R1, 6R2, 6R3, 6R4, 6R5 Associated 6R

6Z Primary Primary

RO Associated 6Z
1N, 2N, 3N, 4N, 5N Associated 6Z

ZAR Associated 6Z

TRL Primary Primary

CHP Primary Primary

CHL Associated CHP


Daily Price Limits Table
ducts without their own specific limits.

Dynamically Calculated Variant

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table

4% of Dynamically Calculated Reference Price


Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
4% of Dynamically Calculated Reference Price
Daily Price Limit Table
Product
CME
Three-Month Eurodollar Futures

Options on Three-Month Eurodollar Futures


Options on Three-Month Eurodollar Futures Calendar Spreads
One-Month Eurodollar Futures
One-Month SOFR Futures
Options on One-Month SOFR Futures
Three-Month SOFR Futures

Options on Three-Month SOFR Futures

Euro Short-Term Rate (€STR) Futures


Euro Short-Term Rate (€STR) - Three-Month Single Contract Basis Spread Futures
MPC SONIA Futures
Quarterly IMM SONIA Futures
Three-Month Bloomberg Short-Term Bank Yield Index (BSBY) Futures
Mexican Funding TIIE (Monthly Contracts) Futures

CBOT
30-Day Federal Funds Futures
Standard Options on 30-Day Federal Funds Futures
1-Year Eris SOFR OIS Swap Futures
1-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures
Short-Term US Treasury Note Futures (2-Year)
Standard Options on Short-Term US Treasury Note Futures (2-Year)
2-Year USD Deliverable Interest Rate Swap Futures
2-Year SOFR OIS MAC Swap Futures
2-Year Eris Swap Futures
2-Year Eris SOFR OIS Swap Futures
2-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures
2 Year Treasury Invoice Swap Spread
Micro 2-Year Yield Futures
3-Year US Treasury Note Futures
3-Year Eris Swap Futures
3-Year Eris SOFR OIS Swap Futures
3-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures
Medium-Term US Treasury Note Futures (5-Year)
Standard Options on Medium-Term US Treasury Note Futures (5-Year)
5-Year USD Deliverable Interest Rate Swap Futures
5-Year SOFR OIS MAC Swap Futures
4-Year Eris Swap Futures
4-Year Eris SOFR OIS Swap Futures
4-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures
5-Year Eris Swap Futures
5-Year Eris SOFR OIS Swap Futures
5-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures
5 Year Treasury Invoice Swap Spread
Micro 5-Year Yield Futures
Long-Term US Treasury Note Futures (6½ to 10-Year)
Standard Options on Long-Term US Treasury Note Futures (6½ to 10-Year)
7-Year Eris Swap Futures
7-Year Eris SOFR OIS Swap Futures
7-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures
7-Year USD Deliverable Interest Rate Swap Futures
7-Year SOFR OIS MAC Swap Futures
10-Year U.S. Treasury Note Futures
Standard Options on 10-Year U.S. Treasury Note Futures
10-Year USD Deliverable Interest Rate Swap Futures
10-Year SOFR OIS MAC Swap Futures
10-Year Eris Swap Futures
10-Year Eris SOFR OIS Swap Futures
10-Year Eris Bloomberg Short Term Bank Yield (BSBY) Swap Futures
10 Year Treasury Invoice Swap Spread
Micro 10-Year Yield Futures
Ultra 10-Year Treasury Invoice Swaps
12-Year Eris Swap Futures
12-Year Eris SOFR OIS Swap Futures
US Treasury Bond Futures
Standard Options on US Treasury Bond Futures
15-Year Eris Swap Futures
15-Year Eris SOFR OIS Swap Futures
20-Year U.S. Treasury Bond Futures
20-Year Eris Swap Futures
20-Year Eris SOFR OIS Swap Futures
Treasury Bond Invoice Swap
Micro 30-Year Yield Futures
20-Year USD Deliverable Interest Rate Swap Futures
20-Year SOFR OIS MAC Swap Futures
Long-Term US Treasury Bond Futures
Standard Options on Long-Term US Treasury Bond Futures
30-Year USD Deliverable Interest Rate Swap Futures
30-Year SOFR OIS MAC Swap Futures
30-Year Eris Swap Futures
30-Year Eris SOFR OIS Swap Futures
Treasury Ultra Bond Invoice Invoice Swap Spread
30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures - 1.5% Coupon
30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures - 2.0% Coupon
30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures - 2.5% Coupon
30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures - 3.0% Coupon
30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures - 3.5% Coupon
30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures - 4.0% Coupon
30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures - 4.5% Coupon
30-Year Uniform Mortgage-Backed Securities (UMBS) To-Be-Announced (TBA) Futures - 5.0% Coupon
Special Price Fluctuation Limits and Daily Price L
Products with a limit level designated in blue are associated products without th

RULEBOOK COMMODITY CODE PRIMARY/ ASSOCIATED


CHAPTER ASSOCIATED WITH Dynamically Calculated
All Hours

452 GE Primary Primary 50 basis points


GE, GE0, GE2, GE3, GE4, GE5,
452A E01-E05, E21-E25, E31-E35, TE2- Associated GE
TE4
452D SPO Associated GE
453 GLB Primary Primary 50 basis points
461 SR1 Primary Primary 50 basis points
461A SR1 Associated SR1
460 SR3 Primary Primary 50 basis points
SR3, S0 , S01, S02, S03, S04, S05,
S2, S21, S22, S23, S24, S25, S3,
460A Associated SR3
S31, S32, S33, S34, S35, S4, S5,
TS2, TS3, TS4
480 ESR Primary Primary 50 basis points
481 EUS Associated ESR
471 MPC Primary Primary 50 basis points
470 SON Primary Primary 50 basis points
454 BSB Primary Primary 50 basis points
475 TIE Primary Primary 100 index points

22 ZQ Primary Primary 50 basis points


22A OZQ Associated ZQ
62 YIA Primary Primary 0.75 of 1 point
64 KXA Primary Primary 0.75 of 1 point
21 ZT Primary Primary 0.75 of 1 point
21A OZT Associated ZT
51 T1U Primary Primary 0.75 of 1 point
63 T1S Primary Primary 0.75 of 1 point
61 LIT Primary Primary 0.75 of 1 point
62 YIT Primary Primary 0.75 of 1 point
64 KXT Primary Primary 0.75 of 1 point
58 TVA-F Primary Primary 20 basis points
80 2YY Primary Primary 20 basis points
39 Z3N Primary Primary 1.00 point
61 LIC Primary Primary 1.00 point
62 YIC Primary Primary 1.00 point
64 KXC Primary Primary 1.00 point
20 ZF Primary Primary 1.50 points
20A OZF Associated ZF
52 F1U Primary Primary 1.50 points
63 F1S Primary Primary 1.50 points
61 LID Primary Primary 1.50 points
62 YID Primary Primary 1.50 points
64 KXD Primary Primary 1.50 points
61 LIW Primary Primary 1.50 points
62 YIW Primary Primary 1.50 points
64 KXW Primary Primary 1.50 points
58 FYA-F Primary Primary 20 basis points
81 5YY Primary Primary 20 basis points
19 ZN Primary Primary 2.00 points
19A OZN Associated ZN
61 LIB Primary Primary 2.00 points
62 YIB Primary Primary 2.00 points
64 KXB Primary Primary 2.00 points
59 S1U Primary Primary 2.00 points
63 S1S Primary Primary 2.00 points
26 TN Primary Primary 3.00 points
26A OTN Associated TN
53 N1U Primary Primary 3.00 points
63 N1S Primary Primary 3.00 points
61 LIY Primary Primary 3.00 points
62 YIY Primary Primary 3.00 points
64 KXY Primary Primary 3.00 points
58 TYA-F Primary Primary 20 basis points
82 10Y Primary Primary 20 basis points
58 TNA-F Primary Primary 20 basis points
61 LII Primary Primary 3.00 points
62 YII Primary Primary 3.00 points
18 ZB Primary Primary 4.50 points
18A OZB Associated ZB
61 LIL Primary Primary 4.50 points
62 YIL Primary Primary 4.50 points
25 TWE Primary Primary 4.50 points
61 LIO Primary Primary 4.50 points
62 YIO Primary Primary 4.50 points
58 UTA-E Primary Primary 20 basis points
83 30Y Primary Primary 20 basis points
59 E1U Primary Primary 4.50 points
63 E1S Primary Primary 4.50 points
40 UB Primary Primary 8.00 points
40A OUB Associated UB
54 B1U Primary Primary 8.00 points
63 B1S Primary Primary 8.00 points
61 LIE Primary Primary 8.00 points
62 YIE Primary Primary 8.00 points
58 UBA-F Primary Primary 20 basis points
75 15U Primary Primary 2.00 points
75 20U Primary Primary 2.00 points
75 25U Primary Primary 2.00 points
75 30U Primary Primary 2.00 points
75 35U Primary Primary 2.00 points
75 40U Primary Primary 2.00 points
75 45U Primary Primary 2.00 points
75 50U Primary Primary 2.00 points
and Daily Price Limits Table
ciated products without their own specific limits.

amically Calculated Variant -


All Hours

50 basis points

50 basis points
50 basis points

50 basis points

50 basis points

50 basis points
50 basis points
50 basis points
100 index points

50 basis points

0.75 of 1 point
0.75 of 1 point
0.75 of 1 point

0.75 of 1 point
0.75 of 1 point
0.75 of 1 point
0.75 of 1 point
0.75 of 1 point
20 basis points
20 basis points
1.00 point
1.00 point
1.00 point
1.00 point
1.50 points

1.50 points
1.50 points
1.50 points
1.50 points
1.50 points
1.50 points
1.50 points
1.50 points
20 basis points
20 basis points
2.00 points

2.00 points
2.00 points
2.00 points
2.00 points
2.00 points
3.00 points

3.00 points
3.00 points
3.00 points
3.00 points
3.00 points
20 basis points
20 basis points
20 basis points
3.00 points
3.00 points
4.50 points

4.50 points
4.50 points
4.50 points
4.50 points
4.50 points
20 basis points
20 basis points
4.50 points
4.50 points
8.00 points

8.00 points
8.00 points
8.00 points
8.00 points
20 basis points
2.00 points
2.00 points
2.00 points
2.00 points
2.00 points
2.00 points
2.00 points
2.00 points
Spe
Products with a limit level designated in blue are associated products w
Product RULEBOOK CHAPTER
COMEX
Gold Futures 113
Gold (Enhanced Delivery) Futures 126
Micro Gold Futures 120
Gold Kilo Futures 114
E-mini Gold Futures 911
London Spot Gold Futures 129
Lithium Hydroxide CIF CJK (Fastmarkets) Futures 646
Shanghai Gold (USD) Futures 127
Shanghai Gold (CNH) Futures 128
Event Contracts on Gold Futures COMEX 23
Gold Option 115
Gold Weekly Monday Option 1008
Gold Weekly Wednesday Option 1008
Gold Weekly Friday Option 1008
Silver Futures 112
Micro Silver Futures 121
E-mini Silver Futures 912
London Spot Silver Futures 130
Event Contracts on Silver Futures COMEX 23
Silver Option 116
Silver Weekly Monday Option 1009
Silver Weekly Wednesday Option 1009
Silver Weekly Friday Option 1009
Gold/Silver Ratio Futures 188
Gold/Platinum Spread Futures 189
Copper Futures 111
E-mini Copper Futures 913
Micro Copper Futures 914
Copper Financial Futures 1190
Event Contracts on Copper Futures COMEX 23
Copper Option 117
Copper Average Price Option 1191
Copper Weekly Monday Option 1010
Copper Weekly Wednesday Option 1010
Copper Weekly Friday Option 1010
Aluminum Futures 107
Aluminum Option 123
U.S Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Futures 920
U.S. Midwest Domestic Hot-Rolled Coil Steel (CRU) Index Average Price Option 1095
Iron Ore 62% Fe, CFR China (Platts) Futures 919
Iron Ore 62% Fe, CFR China (Platts) Average Price Option 644
Cobalt Metal (Fastmarkets) Futures 645
U.S. Midwest Domestic Steel Premium (CRU) Futures 969

NYMEX
Platinum Futures 105
Palladium Futures 106
Micro Palladium Futures 118
Platinum Option 360
Palladium Option 119
Platinum/Palladium Spread Futures 190
Special Price Fluctuation Limits and Daily Price Limits Table
level designated in blue are associated products without their own specific limits.
COMMODITY CODE PRIMARY/ASSOCIATED ASSOCIATED WITH

GC Primary Primary
4GC Associated GC
MGC Associated GC
GCK Associated GC
QO Associated GC
GSP Associated GC
LTH Primary Primary
SGU Primary Primary
SGC Primary Primary
ECGC Associated GC
OG Associated GC
G1M, G2M, G3M, G4M, G5M Associated GC
G1W, G2W, G3W, G4W, G5W Associated GC
OG1, OG2, OG3, OG4, OG5 Associated GC
SI Primary Primary
SIL Associated SI
QI Associated SI
SSP Associated SI
ECSI Associated SI
SO Associated SI
M1S, M2S, M3S, M4S, M5S Associated SI
W1S, W2S, W3S, W4S, W5S Associated SI
SO1, SO2, SO3, SO4, SO5 Associated SI
GSR Primary Primary
GPS Primary Primary
HG Primary Primary
QC Associated HG
MHG Associated HG
HGS Associated HG
ECHG Associated HG
HX Associated HG
CAP Associated HG
H1M, H2M, H3M, H4M, H5M Associated HG
H1W, H2W, H3W, H4W, H5W Associated HG
H1E, H2E, H3E, H4E, H5E Associated HG
ALI Primary Primary
AX Associated ALI
HRC Primary Primary
HRO Associated HRC
TIO Primary Primary
ICT Associated TIO
COB Primary Primary
HDG Primary Primary

PL Primary Primary
PA Primary Primary
PAM Associated PA
PO Associated PL
PAO Associated PA
PPS Primary Primary
s and Daily Price Limits Table

Dynamically Calculated Variant Daily Price Limit

10% of Dynamically Calculated Reference Price Daily Price Limit Table


10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table

10% of Dynamically Calculated Reference Price Daily Price Limit Table


10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table

10% of Dynamically Calculated Reference Price Daily Price Limit Table


10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table

10% of Dynamically Calculated Reference Price Daily Price Limit Table

10% of Dynamically Calculated Reference Price Daily Price Limit Table

10% of Dynamically Calculated Reference Price Daily Price Limit Table

10% of Dynamically Calculated Reference Price Daily Price Limit Table


10% of Dynamically Calculated Reference Price Daily Price Limit Table

10% of Dynamically Calculated Reference Price Daily Price Limit Table


10% of Dynamically Calculated Reference Price Daily Price Limit Table
10% of Dynamically Calculated Reference Price Daily Price Limit Table

10% of Dynamically Calculated Reference Price Daily Price Limit Table

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