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).

  • 7%, 13%, and 20% price limits are applied to the futures fixing price and are effective from 8:30 a.m. CT – 3:00 p.m. CT. Mondays through Fridays.
  • 5% up-and-down limits are effective 5:00 p.m. - 8:30 a.m. CT. Sundays through Fridays; and 3:00 p.m. - 4:00 p.m. CT, Mondays through Fridays. Between 3:00 p.m. - 4:00 p.m. the 5% price limit will not be allowed to breech the 20% daily limit.
  • The fixing price is the volume weighted average price, VWAP, calculated during the 30 seconds of trading from 2:59:30 p.m. – 3:00:00 p.m. CT. View Equity Index Fixing Prices page
Equity Limits
As of Trade Date: 10/23/2017
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 (ESZ7) 257200270050 /
244350
239200223750205700
E-mini S&P 500 Futures (ESH8) 257250270100 /
244400
239250223800205750
E-mini S&P 500 Futures (ESM8) 257250270100 /
244400
239250223800205750
E-mini S&P 500 Futures (ESU8) 257250270100 /
244400
239250223800205750
E-mini S&P 500 Futures (ESZ8) 257300270150 /
244450
239300223850205800
E-mini NASDAQ 100 Futures (NQZ7) 610675641200 /
580150
567925531275488500
E-mini NASDAQ 100 Futures (NQH8) 611925642450 /
581400
569175532525489750
E-mini NASDAQ 100 Futures (NQM8) 612900643425 /
582375
570150533500490725
E-mini NASDAQ 100 Futures (NQU8) 614250644775 /
583725
571500534850492075
E-mini NASDAQ 100 Futures (NQZ8) 614950645475 /
584425
572200535550492775
E-mini Dow ($5) Futures (YMZ7) 2327124437 /
22105
216382023918606
E-mini Dow ($5) Futures (YMH8) 2325924425 /
22093
216262022718594
E-mini Dow ($5) Futures (YMM8) 2323224398 /
22066
215992020018567
E-mini Dow ($5) Futures (YMU8) 2319524361 /
22029
215622016318530
Dow Jones Real Estate Futures (JRZ7) 31983358 /
3038
297427822558
Dow Jones Real Estate Futures (JRH8) 31813341 /
3021
295727652541
Dow Jones Real Estate Futures (JRM8) 31663326 /
3006
294227502526
Dow Jones Real Estate Futures (JRU8) 31493309 /
2989
292527332509
E-mini Consumer Discretionary Select Sector Futures (XAYZ7) 9210096700 /
87500
856508012073670
E-mini Consumer Discretionary Select Sector Futures (XAYH8) 9213096730 /
87530
856808015073700
E-mini Consumer Staples Select Sector Futures (XAPZ7) 5408056790 /
51370
502904704043240
E-mini Consumer Staples Select Sector Futures (XAPH8) 5393056640 /
51220
501404689043090
E-mini Energy Select Sector Futures (XAEZ7) 6817071590 /
64750
633805927054480
E-mini Energy Select Sector Futures (XAEH8) 6795071370 /
64530
631605905054260
E-mini Financial Select Sector Futures (XAFZ7) 3275034380 /
31120
304602850026200
E-mini Financial Select Sector Futures (XAFH8) 3275034380 /
31120
304602850026200
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 748650786250 /
711050
696000650850598200
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 744950782550 /
707350
692300647150594500
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 741250778850 /
703650
688600643450590800
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 737550775150 /
699950
684900639750587100
E-mini FTSE 100 Index (GBP) Futures (FT1Z8) 732850770450 /
695250
680200635050582400
E-mini FTSE China 50 Index Futures (FT5Z7) 2030521320 /
19290
188851767016245
E-mini FTSE China 50 Index Futures (FT5H8) 2027521290 /
19260
188551764016215
E-mini FTSE China 50 Index Futures (FT5M8) 2003521050 /
19020
186151740015975
E-mini FTSE China 50 Index Futures (FT5U8) 1979520810 /
18780
183751716015735
E-mini FTSE China 50 Index Futures (FT5Z8) 1955520570 /
18540
181351692015495
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2492026185 /
23655
231502163019855
E-mini FTSE Developed Europe Index Futures (DVEH8) 2468525950 /
23420
229152139519620
E-mini FTSE Developed Europe Index Futures (DVEM8) 2426525530 /
23000
224952097519200
E-mini FTSE Developed Europe Index Futures (DVEU8) 2413025395 /
22865
223602084019065
E-mini FTSE Developed Europe Index Futures (DVEZ8) 2398025245 /
22715
222102069018915
E-mini FTSE Emerging Index Futures (EIZ7) 5467057400 /
51940
508504757043740
E-mini FTSE Emerging Index Futures (EIH8) 5467057400 /
51940
508504757043740
E-mini FTSE Emerging Index Futures (EIM8) 5407056800 /
51340
502504697043140
E-mini FTSE Emerging Index Futures (EIU8) 5347056200 /
50740
496504637042540
E-mini FTSE Emerging Index Futures (EIZ8) 5287055600 /
50140
490504577041940
E-mini Health Care Select Sector Futures (XAVZ7) 8407088270 /
79870
781807313067240
E-mini Health Care Select Sector Futures (XAVH8) 8407088270 /
79870
781807313067240
E-mini Industrial Select Sector Futures (XAIZ7) 7292076570 /
69270
678106343058320
E-mini Industrial Select Sector Futures (XAIH8) 7283076480 /
69180
677206334058230
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 292500307100 /
277900
272000254400233800
E-mini IPOX 100 U.S. Index Futures (IPOH8) 292100306700 /
277500
271600254000233400
E-mini IPOX 100 U.S. Index Futures (IPOM8) 291400306000 /
276800
270900253300232700
E-mini IPOX 100 U.S. Index Futures (IPOU8) 290700305300 /
276100
270200252600232000
E-mini IPOX 100 U.S. Index Futures (IPOZ8) 290300304900 /
275700
269800252200231600
E-mini Materials Select Sector Futures (XABZ7) 6212065220 /
59020
577805405049700
E-mini Materials Select Sector Futures (XABH8) 6208065180 /
58980
577405401049660
E-mini NASDAQ Biotechnology Index Futures (BIOZ7) 346840364200 /
329480
322540301700277400
E-mini NASDAQ Biotechnology Index Futures (BIOH8) 346010363370 /
328650
321710300870276570
E-mini NASDAQ Composite Futures (QCNZ7) 662100695200 /
629000
615700575950529550
E-mini NASDAQ Composite Futures (QCNH8) 663050696150 /
629950
616650576900530500
E-mini Russell 1000 Growth Index Futures (RSGZ7) 129270135730 /
122810
120230112470103420
E-mini Russell 1000 Growth Index Futures (RSGH8) 128970135430 /
122510
119930112170103120
E-mini Russell 1000 Growth Index Futures (RSGM8) 128600135060 /
122140
119560111800102750
E-mini Russell 1000 Growth Index Futures (RSGU8) 128230134690 /
121770
119190111430102380
E-mini Russell 1000 Growth Index Futures (RSGZ8) 127860134320 /
121400
118820111060102010
E-mini Russell 1000 Index Futures (RS1Z7) 142610149740 /
135480
132620124060114060
E-mini Russell 1000 Index Futures (RS1H8) 142280149410 /
135150
132290123730113730
E-mini Russell 1000 Index Futures (RS1M8) 141920149050 /
134790
131930123370113370
E-mini Russell 1000 Index Futures (RS1U8) 141590148720 /
134460
131600123040113040
E-mini Russell 1000 Index Futures (RS1Z8) 141260148390 /
134130
131270122710112710
E-mini Russell 1000 Value Index Futures (RSVZ7) 118480124410 /
112550
11017010305094740
E-mini Russell 1000 Value Index Futures (RSVH8) 118070124000 /
112140
10976010264094330
E-mini Russell 1000 Value Index Futures (RSVM8) 117490123420 /
111560
10918010206093750
E-mini Russell 1000 Value Index Futures (RSVU8) 116910122840 /
110980
10860010148093170
E-mini Russell 1000 Value Index Futures (RSVZ8) 116330122260 /
110400
10802010090092590
E-mini Russell 2000 Growth Index Futures (R2GZ7) 9196096550 /
87370
855308001073580
E-mini Russell 2000 Growth Index Futures (R2GH8) 9205096640 /
87460
856208010073670
E-mini Russell 2000 Growth Index Futures (R2GM8) 9213096720 /
87540
857008018073750
E-mini Russell 2000 Growth Index Futures (R2GU8) 9222096810 /
87630
857908027073840
E-mini Russell 2000 Growth Index Futures (R2GZ8) 9230096890 /
87710
858708035073920
E-mini Russell 2000 Index Futures (RTYZ7) 150990158530 /
143450
140430131370120810
E-mini Russell 2000 Index Futures (RTYH8) 151030158570 /
143490
140470131410120850
E-mini Russell 2000 Index Futures (RTYM8) 150690158230 /
143150
140130131070120510
E-mini Russell 2000 Index Futures (RTYU8) 150600158140 /
143060
140040130980120420
E-mini Russell 2000 Index Futures (RTYZ8) 150520158060 /
142980
139960130900120340
E-mini Russell 2000 Value Index Futures (R2VZ7) 187110196480 /
177740
173990162750149620
E-mini Russell 2000 Value Index Futures (R2VH8) 186890196260 /
177520
173770162530149400
E-mini Russell 2000 Value Index Futures (R2VM8) 186670196040 /
177300
173550162310149180
E-mini Russell 2000 Value Index Futures (R2VU8) 186440195810 /
177070
173320162080148950
E-mini Russell 2000 Value Index Futures (R2VZ8) 186220195590 /
176850
173100161860148730
E-mini S&P 600 SmallCap Futures (SMCZ7) 9137095930 /
86810
849807950073100
E-mini S&P 600 SmallCap Futures (SMCH8) 9105095610 /
86490
846607918072780
E-mini S&P 600 SmallCap Futures (SMCM8) 9079095350 /
86230
844007892072520
E-mini S&P 600 SmallCap Futures (SMCU8) 9066095220 /
86100
842707879072390
E-mini S&P 600 SmallCap Futures (SMCZ8) 9034094900 /
85780
839507847072070
E-mini S&P MidCap 400 Futures (EMDZ7) 183350192520 /
174180
170510159510146670
E-mini S&P MidCap 400 Futures (EMDH8) 183160192330 /
173990
170320159320146480
E-mini S&P MidCap 400 Futures (EMDM8) 183110192280 /
173940
170270159270146430
E-mini S&P MidCap 400 Futures (EMDU8) 182780191950 /
173610
169940158940146100
E-mini S&P MidCap 400 Futures (EMDZ8) 182770191940 /
173600
169930158930146090
E-mini S&P Real Estate Select Sector Index Futures (XARZ7) 1575516540 /
14970
146501370512600
E-mini S&P Real Estate Select Sector Index Futures (XARH8) 1567516460 /
14890
145701362512520
E-mini Technology Select Sector Futures (XAKZ7) 6126064320 /
58200
569705330049010
E-mini Technology Select Sector Futures (XAKH8) 6127064330 /
58210
569805331049020
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 107060112420 /
101700
995509311085590
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 105950111310 /
100590
984409200084480
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 106490111850 /
101130
989809254085020
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 107030112390 /
101670
995209308085560
E-mini USD Denominated FTSE 100 Index Futures (FTUZ8) 107570112930 /
102210
1000609362086100
E-mini Utilities Select Sector Futures (XAUZ7) 5519057960 /
52420
513104798044100
E-mini Utilities Select Sector Futures (XAUH8) 5493057700 /
52160
510504772043840
S&P 500 Futures (SPZ0) 263600276450 /
250750
245600230150212100
S&P 500 Futures (SPZ1) 269000281850 /
256150
251000235550217500
S&P 500 Futures (SPZ7) 257200270050 /
244350
239200223750205700
S&P 500 Futures (SPH8) 257250270100 /
244400
239250223800205750
S&P 500 Futures (SPM8) 257250270100 /
244400
239250223800205750
S&P 500 Futures (SPU8) 257250270100 /
244400
239250223800205750
S&P 500 Futures (SPZ8) 257300270150 /
244450
239300223850205800
S&P 500 Futures (SPH9) 257700270550 /
244850
239700224250206200
S&P 500 Futures (SPM9) 258150271000 /
245300
240150224700206650
S&P 500 Futures (SPU9) 258900271750 /
246050
240900225450207400
S&P 500 Futures (SPZ9) 259600272450 /
246750
241600226150208100
S&P 500 Growth Futures (SGZ7) 147510154890 /
140130
137170128310117960
S&P 500 Growth Futures (SGH8) 147670155050 /
140290
137330128470118120
S&P 500 Value Futures (SUZ7) 108250113680 /
102820
1006509413086530
S&P 500 Value Futures (SUH8) 108130113560 /
102700
1005309401086410
S&P MLP Total Return Index Futures (SLPZ7) 437300459500 /
415100
406200379500348400
S&P MLP Total Return Index Futures (SLPH8) 439600461800 /
417400
408500381800350700
S&P MLP Total Return Index Futures (SLPM8) 435200457400 /
413000
404100377400346300
S&P MLP Total Return Index Futures (SLPU8) 430800453000 /
408600
399700373000341900
S&P MLP Total Return Index Futures (SLPZ8) 433100455300 /
410900
402000375300344200
USD-Denominated Ibovespa Index Futures (IBVV7) 76581999900 /
0
000
USD-Denominated Ibovespa Index Futures (IBVZ7) 7697584670 /
69280
692806928069280
USD-Denominated Ibovespa Index Futures (IBVG8) 7770685475 /
69940
699406994069940
USD-Denominated Ibovespa Index Futures (IBVJ8) 7847486320 /
70630
706307063070630
USD-Denominated Ibovespa Index Futures (IBVM8) 7915287065 /
71240
712407124071240
Equity Limits for Nikkei Products
As of Trade Date: 10/23/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 2145023030 / 1987023820 / 1908024610 / 18290
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 2140022980 / 1982023770 / 1903024560 / 18240
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) 2130022880 / 1972023670 / 1893024460 / 18140
E-mini Nikkei 225 - Yen denominated Futures (ENYU8) 2126022840 / 1968023630 / 1889024420 / 18100
Nikkei/USD Futures (NKZ7) 2145023030 / 1987023820 / 1908024610 / 18290
Nikkei/USD Futures (NKH8) 2146023040 / 1988023830 / 1909024620 / 18300
Nikkei/USD Futures (NKM8) 2138022960 / 1980023750 / 1901024540 / 18220
Nikkei/USD Futures (NKU8) 2131022890 / 1973023680 / 1894024470 / 18150
Nikkei/Yen Futures (NIYH0) 2072022300 / 1914023090 / 1835023880 / 17560
Nikkei/Yen Futures (NIYM0) 2062022200 / 1904022990 / 1825023780 / 17460
Nikkei/Yen Futures (NIYU0) 2052022100 / 1894022890 / 1815023680 / 17360
Nikkei/Yen Futures (NIYV7) 9587097450 / 9429098240 / 9350099030 / 92710
Nikkei/Yen Futures (NIYX7) 2149023070 / 1991023860 / 1912024650 / 18330
Nikkei/Yen Futures (NIYZ7) 2145023030 / 1987023820 / 1908024610 / 18290
Nikkei/Yen Futures (NIYF8) 2139022970 / 1981023760 / 1902024550 / 18230
Nikkei/Yen Futures (NIYG8) 2140022980 / 1982023770 / 1903024560 / 18240
Nikkei/Yen Futures (NIYH8) 2140022980 / 1982023770 / 1903024560 / 18240
Nikkei/Yen Futures (NIYM8) 2130022880 / 1972023670 / 1893024460 / 18140
Nikkei/Yen Futures (NIYU8) 2126022840 / 1968023630 / 1889024420 / 18100
Nikkei/Yen Futures (NIYZ8) 2116022740 / 1958023530 / 1879024320 / 18000
Nikkei/Yen Futures (NIYH9) 2112022700 / 1954023490 / 1875024280 / 17960
Nikkei/Yen Futures (NIYM9) 2102022600 / 1944023390 / 1865024180 / 17860
Nikkei/Yen Futures (NIYU9) 2092022500 / 1934023290 / 1855024080 / 17760
Nikkei/Yen Futures (NIYZ9) 2082022400 / 1924023190 / 1845023980 / 17660

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