Circuit Breakers

Dec. 29, 2000 Regular quarterly revision of price limits for equity index futures and options traded on Chicago Mercantile Exchange Inc. (CME) become effective with the start of trading Tuesday, Jan. 2. 2001, at 5:30 a.m. (Chicago time). 

Circuit breakers apply to trading in CME futures and options on the S&P 500,  E-mini S&P 500, S&P 500/BARRA Growth, S&P 500/BARRA Value, S&P MidCap 400, Russell 2000, Nasdaq 100,  E-mini Nasdaq 100 and FORTUNE e-50 indexes.

The circuit breaker price levels for the first quarter of 2001 will be:

  S&P 500 
& E-mini
MidCap 400 Barra Growth Barra Value Russell 2000 Nasdaq 100
& E-mini
FORTUNE
e-50
2.5 % Limit 32.00 12.00 17.00 15.00 11.00 65.00 14.00
5 % Limit 65.00 25.00 35.00 30.00 22.00 130.00 28.00
10 % Limit 130.00 50.00 70.00 60.00 45.00 260.00 56.00
15% Limit 195.00 75.00 105.00 90.00 67.00 390.00 84.00
20 % Limit 260.00 100.00 140.00 120.00 90.00 520.00 112.00

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