Price Limit Guide

 
 

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).

 

Equity Limits
As of Trade Date: 07/06/2015
ContractsReference Price5% Price Limit (Overnight Hours) & 5:00 p.m. to 8:30 a.m. up and down7% Price Limit Down only13% Price Limit Down only20% Price Limit Down only
E-mini S&P 500 Futures (ESU5) 206800217150 /
196450
192300179850165300
E-mini S&P 500 Futures (ESZ5) 206050216400 /
195700
191550179100164550
E-mini S&P 500 Futures (ESH6) 205500215850 /
195150
191000178550164000
E-mini S&P 500 Futures (ESM6) 205050215400 /
194700
190550178100163550
E-mini S&P 500 Futures (ESU6) 204700215050 /
194350
190200177750163200
E-mini NASDAQ 100 Futures (NQU5) 442475464625 /
420325
411450384850353825
E-mini NASDAQ 100 Futures (NQZ5) 441850464000 /
419700
410825384225353200
E-mini NASDAQ 100 Futures (NQH6) 441200463350 /
419050
410175383575352550
E-mini NASDAQ 100 Futures (NQM6) 440625462775 /
418475
409600383000351975
E-mini NASDAQ 100 Futures (NQU6) 440050462200 /
417900
409025382425351400
E-mini Dow ($5) Futures (YMU5) 1764118527 /
16755
164001533714095
E-mini Dow ($5) Futures (YMZ5) 1756418450 /
16678
163231526014018
E-mini Dow ($5) Futures (YMH6) 1748218368 /
16596
162411517813936
E-mini Dow ($5) Futures (YMM6) 1740018286 /
16514
161591509613854
Dow Jones Real Estate Futures (JRU5) 28312985 /
2677
261524302214
Dow Jones Real Estate Futures (JRZ5) 27742928 /
2620
255823732157
Dow Jones Real Estate Futures (JRH6) 27742928 /
2620
255823732157
Dow Jones Real Estate Futures (JRM6) 27742928 /
2620
255823732157
E-mini Consumer Discretionary Select Sector Futures (XAYU5) 7747081350 /
73590
720406738061940
E-mini Consumer Discretionary Select Sector Futures (XAYZ5) 7728081160 /
73400
718506719061750
E-mini Consumer Staples Select Sector Futures (XAPU5) 4818050600 /
45760
448004189038500
E-mini Consumer Staples Select Sector Futures (XAPZ5) 4798050400 /
45560
446004169038300
E-mini Energy Select Sector Futures (XAEU5) 7443078170 /
70690
692006470059470
E-mini Energy Select Sector Futures (XAEZ5) 7399077730 /
70250
687606426059030
E-mini Financial Select Sector Futures (XAFU5) 2455025780 /
23320
228302136019630
E-mini Financial Select Sector Futures (XAFZ5) 2446025690 /
23230
227402127019540
E-mini Health Care Select Sector Futures (XAVU5) 7501078760 /
71260
697506524059980
E-mini Health Care Select Sector Futures (XAVZ5) 7487078620 /
71120
696106510059840
E-mini Industrial Select Sector Futures (XAIU5) 5408056790 /
51370
502804702043220
E-mini Industrial Select Sector Futures (XAIZ5) 5385056560 /
51140
500504679042990
E-mini Materials Select Sector Futures (XABU5) 5124053800 /
48680
476504456040970
E-mini Materials Select Sector Futures (XABZ5) 5105053610 /
48490
474604437040780
E-mini NASDAQ Biotechnology Index Futures (BIOU5) 387590406970 /
368210
360460337210310070
E-mini NASDAQ Biotechnology Index Futures (BIOZ5) 386760406140 /
367380
359630336380309240
E-mini NASDAQ Composite Futures (QCNU5) 500800525800 /
475800
465750435700400650
E-mini NASDAQ Composite Futures (QCNZ5) 501750526750 /
476750
466700436650401600
E-mini S&P 600 SmallCap Futures (SMCU5) 7177075350 /
68190
667506245057420
E-mini S&P 600 SmallCap Futures (SMCZ5) 7168075260 /
68100
666606236057330
E-mini S&P 600 SmallCap Futures (SMCH6) 7159075170 /
68010
665706227057240
E-mini S&P 600 SmallCap Futures (SMCM6) 7132074900 /
67740
663006200056970
E-mini S&P 600 SmallCap Futures (SMCU6) 7106074640 /
67480
660406174056710
E-mini S&P MidCap 400 Futures (EMDU5) 150100157620 /
142580
139560130530119990
E-mini S&P MidCap 400 Futures (EMDZ5) 150030157550 /
142510
139490130460119920
E-mini S&P MidCap 400 Futures (EMDH6) 150130157650 /
142610
139590130560120020
E-mini S&P MidCap 400 Futures (EMDM6) 149320156840 /
141800
138780129750119210
E-mini S&P MidCap 400 Futures (EMDU6) 148510156030 /
140990
137970128940118400
E-mini Technology Select Sector Futures (XAKU5) 4174043830 /
39650
388103630033360
E-mini Technology Select Sector Futures (XAKZ5) 4162043710 /
39530
386903618033240
E-mini Utilities Select Sector Futures (XAUU5) 4242044550 /
40290
394303687033870
E-mini Utilities Select Sector Futures (XAUZ5) 4206044190 /
39930
390703651033510
S&P 500 Futures (SPU5) 206800217150 /
196450
192300179850165300
S&P 500 Futures (SPZ5) 206000216350 /
195650
191500179050164500
S&P 500 Futures (SPH6) 205500215850 /
195150
191000178550164000
S&P 500 Futures (SPM6) 205000215350 /
194650
190500178050163500
S&P 500 Futures (SPU6) 204700215050 /
194350
190200177750163200
S&P 500 Futures (SPZ6) 204550214900 /
194200
190050177600163050
S&P 500 Futures (SPH7) 204550214900 /
194200
190050177600163050
S&P 500 Futures (SPM7) 204550214900 /
194200
190050177600163050
S&P 500 Futures (SPZ7) 205300215650 /
194950
190800178350163800
S&P 500 Futures (SPZ8) 207650218000 /
197300
193150180700166150
S&P 500 Futures (SPZ9) 210000220350 /
199650
195500183050168500
S&P 500 Growth Futures (SGU5) 115210120970 /
109450
10715010024092170
S&P 500 Growth Futures (SGZ5) 114910120670 /
109150
1068509994091870
S&P 500 Value Futures (SUU5) 9145096030 /
86870
850307953073110
S&P 500 Value Futures (SUZ5) 9099095570 /
86410
845707907072650
S&P MLP Index Futures (MLPU5) 229850241300 /
218400
213800200000183900
S&P MLP Index Futures (MLPZ5) 230550242000 /
219100
214500200700184600
S&P MLP Index Futures (MLPH6) 231250242700 /
219800
215200201400185300
S&P MLP Index Futures (MLPM6) 232000243450 /
220550
215950202150186050
USD-Denominated Ibovespa Index Futures (IBVQ5) 5379159170 /
48415
484154841548415
USD-Denominated Ibovespa Index Futures (IBVV5) 5487660360 /
49390
493904939049390
USD-Denominated Ibovespa Index Futures (IBVZ5) 5601961620 /
50420
504205042050420
USD-Denominated Ibovespa Index Futures (IBVG6) 5710362810 /
51395
513955139551395
Equity Limits for Nikkei Products
As of Trade Date: 07/06/2015
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 2054022120 / 1896022910 / 1817023710 / 17370
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 2045022030 / 1887022820 / 1808023620 / 17280
E-mini Nikkei 225 - Yen denominated Futures (ENYH6) 2044022020 / 1886022810 / 1807023610 / 17270
E-mini Nikkei 225 - Yen denominated Futures (ENYM6) 2043022010 / 1885022800 / 1806023600 / 17260
Nikkei/USD Futures (NKU5) 2054022120 / 1896022910 / 1817023710 / 17370
Nikkei/USD Futures (NKZ5) 2052022100 / 1894022890 / 1815023690 / 17350
Nikkei/USD Futures (NKH6) 2058022160 / 1900022950 / 1821023750 / 17410
Nikkei/USD Futures (NKM6) 2066022240 / 1908023030 / 1829023830 / 17490
Nikkei/Yen Futures (NIYN5) 2049022070 / 1891022860 / 1812023660 / 17320
Nikkei/Yen Futures (NIYQ5) 2049022070 / 1891022860 / 1812023660 / 17320
Nikkei/Yen Futures (NIYU5) 2054022120 / 1896022910 / 1817023710 / 17370
Nikkei/Yen Futures (NIYV5) 2048022060 / 1890022850 / 1811023650 / 17310
Nikkei/Yen Futures (NIYX5) 501630 / -15302420 / -23203220 / -3120
Nikkei/Yen Futures (NIYZ5) 2045022030 / 1887022820 / 1808023620 / 17280
Nikkei/Yen Futures (NIYH6) 2044022020 / 1886022810 / 1807023610 / 17270
Nikkei/Yen Futures (NIYM6) 2043022010 / 1885022800 / 1806023600 / 17260
Nikkei/Yen Futures (NIYU6) 2042022000 / 1884022790 / 1805023590 / 17250
Nikkei/Yen Futures (NIYZ6) 2041021990 / 1883022780 / 1804023580 / 17240
Nikkei/Yen Futures (NIYH7) 2040021980 / 1882022770 / 1803023570 / 17230
Nikkei/Yen Futures (NIYM7) 2039021970 / 1881022760 / 1802023560 / 17220
Nikkei/Yen Futures (NIYU7) 2038021960 / 1880022750 / 1801023550 / 17210
Nikkei/Yen Futures (NIYZ7) 2037021950 / 1879022740 / 1800023540 / 17200
Nikkei/Yen Futures (NIYH8) 2036021940 / 1878022730 / 1799023530 / 17190
Nikkei/Yen Futures (NIYM8) 2035021930 / 1877022720 / 1798023520 / 17180