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: 08/28/2014
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 (ESU4) 199700209650 /
189750
185750173750159750
E-mini S&P 500 Futures (ESZ4) 198900208850 /
188950
184950172950158950
E-mini S&P 500 Futures (ESH5) 198150208100 /
188200
184200172200158200
E-mini S&P 500 Futures (ESM5) 197450207400 /
187500
183500171500157500
E-mini S&P 500 Futures (ESU5) 196800206750 /
186850
182850170850156850
E-mini NASDAQ 100 Futures (NQU4) 407200427550 /
386850
378700354250325750
E-mini NASDAQ 100 Futures (NQZ4) 406475426825 /
386125
377975353525325025
E-mini NASDAQ 100 Futures (NQH5) 405825426175 /
385475
377325352875324375
E-mini NASDAQ 100 Futures (NQM5) 404625424975 /
384275
376125351675323175
E-mini NASDAQ 100 Futures (NQU5) 403200423550 /
382850
374700350250321750
E-mini Dow ($5) Futures (YMU4) 1710017956 /
16244
159021487513676
E-mini Dow ($5) Futures (YMZ4) 1701617872 /
16160
158181479113592
E-mini Dow ($5) Futures (YMH5) 1695017806 /
16094
157521472513526
E-mini Dow ($5) Futures (YMM5) 1686017716 /
16004
156621463513436
Big Dow DJIA ($25) Futures (DOU4) 1710017956 /
16244
159021487513676
Big Dow DJIA ($25) Futures (DOZ4) 1701617872 /
16160
158181479113592
Big Dow DJIA ($25) Futures (DOH5) 1695017806 /
16094
157521472513526
Big Dow DJIA ($25) Futures (DOM5) 1686017716 /
16004
156621463513436
DJIA ($10) Futures (DJU4) 1710017956 /
16244
159021487513676
DJIA ($10) Futures (DJZ4) 1701617872 /
16160
158181479113592
DJIA ($10) Futures (DJH5) 1695017806 /
16094
157521472513526
DJIA ($10) Futures (DJM5) 1686017716 /
16004
156621463513436
Dow Jones Real Estate Futures (JRU4) 28713026 /
2716
265424682250
Dow Jones Real Estate Futures (JRZ4) 28643019 /
2709
264724612243
Dow Jones Real Estate Futures (JRH5) 28573012 /
2702
264024542236
Dow Jones Real Estate Futures (JRM5) 28503005 /
2695
263324472229
E-mini Consumer Discretionary Select Sector Futures (XAYU4) 6908072540 /
65620
642406009055240
E-mini Consumer Discretionary Select Sector Futures (XAYZ4) 6886072320 /
65400
640205987055020
E-mini Consumer Staples Select Sector Futures (XAPU4) 4504047290 /
42790
418803918036020
E-mini Consumer Staples Select Sector Futures (XAPZ4) 4481047060 /
42560
416503895035790
E-mini Energy Select Sector Futures (XAEU4) 98120103030 /
93210
912508535078470
E-mini Energy Select Sector Futures (XAEZ4) 97730102640 /
92820
908608496078080
E-mini Financial Select Sector Futures (XAFU4) 2323024390 /
22070
216102021018580
E-mini Financial Select Sector Futures (XAFZ4) 2315024310 /
21990
215302013018500
E-mini Health Care Select Sector Futures (XAVU4) 6376066950 /
60570
593005547051000
E-mini Health Care Select Sector Futures (XAVZ4) 6360066790 /
60410
591405531050840
E-mini Industrial Select Sector Futures (XAIU4) 5396056660 /
51260
501804694043160
E-mini Industrial Select Sector Futures (XAIZ4) 5374056440 /
51040
499604672042940
E-mini Materials Select Sector Futures (XABU4) 5322055880 /
50560
495004630042570
E-mini Materials Select Sector Futures (XABZ4) 5304055700 /
50380
493204612042390
E-mini NASDAQ Biotechnology Index Futures (BIOU4) 284500298880 /
270120
264360247090226950
E-mini NASDAQ Biotechnology Index Futures (BIOZ4) 286560300940 /
272180
266420249150229010
E-mini NASDAQ Composite Futures (QCNU4) 455000477800 /
432200
423050395600363650
E-mini NASDAQ Composite Futures (QCNZ4) 457550480350 /
434750
425600398150366200
E-mini S&P 500 Euro Denominated Futures (EMEU4) 199700209700 /
189700
185700173700159700
E-mini S&P 500 Euro Denominated Futures (EMEZ4) 198900208900 /
188900
184900172900158900
E-mini S&P 500 Euro Denominated Futures (EMEH5) 198150208150 /
188150
184150172150158150
E-mini S&P 500 Euro Denominated Futures (EMEM5) 197450207450 /
187450
183450171450157450
E-mini S&P 500 Euro Denominated Futures (EMEU5) 196800206800 /
186800
182800170800156800
E-mini S&P 600 SmallCap Futures (SMCU4) 6711070460 /
63760
624105838053680
E-mini S&P 600 SmallCap Futures (SMCZ4) 6708070430 /
63730
623805835053650
E-mini S&P 600 SmallCap Futures (SMCH5) 6705070400 /
63700
623505832053620
E-mini S&P 600 SmallCap Futures (SMCM5) 6702070370 /
63670
623205829053590
E-mini S&P 600 SmallCap Futures (SMCU5) 6699070340 /
63640
622905826053560
E-mini S&P MidCap 400 Futures (EMDU4) 143170150330 /
136010
133140124540114510
E-mini S&P MidCap 400 Futures (EMDZ4) 142840150000 /
135680
132810124210114180
E-mini S&P MidCap 400 Futures (EMDH5) 142440149600 /
135280
132410123810113780
E-mini S&P MidCap 400 Futures (EMDM5) 142240149400 /
135080
132210123610113580
E-mini S&P MidCap 400 Futures (EMDU5) 142040149200 /
134880
132010123410113380
E-mini Technology Select Sector Futures (XAKU4) 4012042120 /
38120
373103491032100
E-mini Technology Select Sector Futures (XAKZ4) 3996041960 /
37960
371503475031940
E-mini Utilities Select Sector Futures (XAUU4) 4284044980 /
40700
398403726034260
E-mini Utilities Select Sector Futures (XAUZ4) 4249044630 /
40350
394903691033910
NASDAQ 100 Futures (NDU4) 407200427550 /
386850
378700354250325750
NASDAQ 100 Futures (NDZ4) 406475426825 /
386125
377975353525325025
NASDAQ 100 Futures (NDH5) 405825426175 /
385475
377325352875324375
NASDAQ 100 Futures (NDM5) 404625424975 /
384275
376125351675323175
NASDAQ 100 Futures (NDU5) 403200423550 /
382850
374700350250321750
S&P 500 Futures (SPU4) 199700209650 /
189750
185750173750159750
S&P 500 Futures (SPZ4) 198900208850 /
188950
184950172950158950
S&P 500 Futures (SPH5) 198150208100 /
188200
184200172200158200
S&P 500 Futures (SPM5) 197450207400 /
187500
183500171500157500
S&P 500 Futures (SPU5) 196800206750 /
186850
182850170850156850
S&P 500 Futures (SPZ5) 196150206100 /
186200
182200170200156200
S&P 500 Futures (SPH6) 195600205550 /
185650
181650169650155650
S&P 500 Futures (SPM6) 195100205050 /
185150
181150169150155150
S&P 500 Futures (SPZ6) 194750204700 /
184800
180800168800154800
S&P 500 Futures (SPZ7) 195500205450 /
185550
181550169550155550
S&P 500 Futures (SPZ8) 197850207800 /
187900
183900171900157900
S&P 500 Growth Futures (SGU4) 108290113710 /
102870
1007009420086610
S&P 500 Growth Futures (SGZ4) 107970113390 /
102550
1003809388086290
S&P 500 Value Futures (SUU4) 9012094650 /
85590
837807834072000
S&P 500 Value Futures (SUZ4) 8966094190 /
85130
833207788071540
S&P 600 SmallCap Futures (SMPU4) 6711070460 /
63760
624105838053680
S&P 600 SmallCap Futures (SMPZ4) 6708070430 /
63730
623805835053650
S&P 600 SmallCap Futures (SMPH5) 6705070400 /
63700
623505832053620
S&P 600 SmallCap Futures (SMPM5) 6702070370 /
63670
623205829053590
S&P 600 SmallCap Futures (SMPU5) 6699070340 /
63640
622905826053560
S&P MidCap 400 Futures (MDU4) 143170150330 /
136010
133140124540114510
S&P MidCap 400 Futures (MDZ4) 142840150000 /
135680
132810124210114180
S&P MidCap 400 Futures (MDH5) 142440149600 /
135280
132410123810113780
S&P MidCap 400 Futures (MDM5) 142240149400 /
135080
132210123610113580
S&P MidCap 400 Futures (MDU5) 142040149200 /
134880
132010123410113380
S&P MLP Index Futures (MLPU4) 297950312850 /
283050
277100259250238350
S&P MLP Index Futures (MLPZ4) 298450313350 /
283550
277600259750238850
S&P MLP Index Futures (MLPH5) 299050313950 /
284150
278200260350239450
S&P MLP Index Futures (MLPM5) 299750314650 /
284850
278900261050240150
USD-Denominated Ibovespa Index Futures (IBVV4) 6067966725 /
54625
546255462554625
USD-Denominated Ibovespa Index Futures (IBVZ4) 6170267850 /
55550
555505555055550
USD-Denominated Ibovespa Index Futures (IBVG5) 6267068925 /
56425
564255642556425
USD-Denominated Ibovespa Index Futures (IBVJ5) 6361469975 /
57275
572755727557275
Equity Limits for Nikkei Products
As of Trade Date: 08/28/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU4) 1553016670 / 1439017240 / 1382017810 / 13250
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1545016590 / 1431017160 / 1374017730 / 13170
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1544016580 / 1430017150 / 1373017720 / 13160
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1543016570 / 1429017140 / 1372017710 / 13150
Nikkei/USD Futures (NKU4) 1553016670 / 1439017240 / 1382017810 / 13250
Nikkei/USD Futures (NKZ4) 1549016630 / 1435017200 / 1378017770 / 13210
Nikkei/USD Futures (NKH5) 1556016700 / 1442017270 / 1385017840 / 13280
Nikkei/USD Futures (NKM5) 1562016760 / 1448017330 / 1391017900 / 13340
Nikkei/Yen Futures (NIYU4) 1553016670 / 1439017240 / 1382017810 / 13250
Nikkei/Yen Futures (NIYV4) 1546016600 / 1432017170 / 1375017740 / 13180
Nikkei/Yen Futures (NIYX4) 1546016600 / 1432017170 / 1375017740 / 13180
Nikkei/Yen Futures (NIYZ4) 1545016590 / 1431017160 / 1374017730 / 13170
Nikkei/Yen Futures (NIYF5) 1545016590 / 1431017160 / 1374017730 / 13170
Nikkei/Yen Futures (NIYH5) 1544016580 / 1430017150 / 1373017720 / 13160
Nikkei/Yen Futures (NIYM5) 1543016570 / 1429017140 / 1372017710 / 13150
Nikkei/Yen Futures (NIYU5) 1542016560 / 1428017130 / 1371017700 / 13140
Nikkei/Yen Futures (NIYZ5) 1541016550 / 1427017120 / 1370017690 / 13130
Nikkei/Yen Futures (NIYH6) 1540016540 / 1426017110 / 1369017680 / 13120
Nikkei/Yen Futures (NIYM6) 1539016530 / 1425017100 / 1368017670 / 13110
Nikkei/Yen Futures (NIYU6) 1538016520 / 1424017090 / 1367017660 / 13100
Nikkei/Yen Futures (NIYZ6) 1537016510 / 1423017080 / 1366017650 / 13090
Nikkei/Yen Futures (NIYH7) 1536016500 / 1422017070 / 1365017640 / 13080
Nikkei/Yen Futures (NIYM7) 1535016490 / 1421017060 / 1364017630 / 13070
 
 
 

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