U.S. Futures Price Limits

2022년 5월 6일

This scripts plots settlement and the circuit breaker limits for U.S. Equity Indexes. The current limits for the equity index futures are + and - 7%, 13%, and 20% from the previous day's settlement price. If price reaches these levels trading is either paused briefly or for the remainder of the day. The full resource (CME Website) is below.

There are plans to add the remainder of the most actively traded U.S. Futures Markets.

To find out more about the price limits it is best to use the CME's website as a reference.
cmegroup.com/trading/price-limits.html

2022년 5월 6일

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2022년 5월 6일

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2023년 11월 22일

릴리즈 노트

The CME has changed the halt band limits therefore this script is no longer accurate.