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: 01/26/2015
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 (ESH5) 204500214750 /
194250
190150177850163500
E-mini S&P 500 Futures (ESM5) 203750214000 /
193500
189400177100162750
E-mini S&P 500 Futures (ESU5) 203050213300 /
192800
188700176400162050
E-mini S&P 500 Futures (ESZ5) 202350212600 /
192100
188000175700161350
E-mini S&P 500 Futures (ESH6) 201800212050 /
191550
187450175150160800
E-mini NASDAQ 100 Futures (NQH5) 427150448525 /
405775
397225371550341600
E-mini NASDAQ 100 Futures (NQM5) 426350447725 /
404975
396425370750340800
E-mini NASDAQ 100 Futures (NQU5) 425375446750 /
404000
395450369775339825
E-mini NASDAQ 100 Futures (NQZ5) 425425446800 /
404050
395500369825339875
E-mini NASDAQ 100 Futures (NQH6) 425425446800 /
404050
395500369825339875
E-mini Dow ($5) Futures (YMH5) 1760418487 /
16721
163671530714070
E-mini Dow ($5) Futures (YMM5) 1753118414 /
16648
162941523413997
E-mini Dow ($5) Futures (YMU5) 1744118324 /
16558
162041514413907
E-mini Dow ($5) Futures (YMZ5) 1735118234 /
16468
161141505413817
DJIA ($10) Futures (DJH5) 1760418487 /
16721
163671530714070
DJIA ($10) Futures (DJM5) 1753118414 /
16648
162941523413997
DJIA ($10) Futures (DJU5) 1744118324 /
16558
162041514413907
DJIA ($10) Futures (DJZ5) 1735118234 /
16468
161141505413817
Dow Jones Real Estate Futures (JRH5) 32083384 /
3032
296127502503
Dow Jones Real Estate Futures (JRM5) 32013377 /
3025
295427432496
Dow Jones Real Estate Futures (JRU5) 32013377 /
3025
295427432496
Dow Jones Real Estate Futures (JRZ5) 32013377 /
3025
295427432496
E-mini Consumer Discretionary Select Sector Futures (XAYH5) 7112074680 /
67560
661406186056870
E-mini Consumer Discretionary Select Sector Futures (XAYM5) 7098074540 /
67420
660006172056730
E-mini Consumer Staples Select Sector Futures (XAPH5) 4970052190 /
47210
462204323039740
E-mini Consumer Staples Select Sector Futures (XAPM5) 4944051930 /
46950
459604297039480
E-mini Energy Select Sector Futures (XAEH5) 7647080310 /
72630
710906647061080
E-mini Energy Select Sector Futures (XAEM5) 7602079860 /
72180
706406602060630
E-mini Financial Select Sector Futures (XAFH5) 2369024870 /
22510
220302061018940
E-mini Financial Select Sector Futures (XAFM5) 2362024800 /
22440
219602054018870
E-mini Health Care Select Sector Futures (XAVH5) 7117074730 /
67610
661806190056910
E-mini Health Care Select Sector Futures (XAVM5) 7102074580 /
67460
660306175056760
E-mini Industrial Select Sector Futures (XAIH5) 5584058640 /
53040
519204856044630
E-mini Industrial Select Sector Futures (XAIM5) 5563058430 /
52830
517104835044420
E-mini Materials Select Sector Futures (XABH5) 5099053540 /
48440
474204435040770
E-mini Materials Select Sector Futures (XABM5) 5079053340 /
48240
472204415040570
E-mini NASDAQ Biotechnology Index Futures (BIOH5) 334390351260 /
317520
310760290510266880
E-mini NASDAQ Biotechnology Index Futures (BIOM5) 336440353310 /
319570
312810292560268930
E-mini NASDAQ Composite Futures (QCNH5) 473900497650 /
450150
440600412050378750
E-mini NASDAQ Composite Futures (QCNM5) 474850498600 /
451100
441550413000379700
E-mini S&P 600 SmallCap Futures (SMCH5) 6831071720 /
64900
635305943054640
E-mini S&P 600 SmallCap Futures (SMCM5) 6816071570 /
64750
633805928054490
E-mini S&P 600 SmallCap Futures (SMCU5) 6813071540 /
64720
633505925054460
E-mini S&P 600 SmallCap Futures (SMCZ5) 6804071450 /
64630
632605916054370
E-mini S&P 600 SmallCap Futures (SMCH6) 6795071360 /
64540
631705907054280
E-mini S&P MidCap 400 Futures (EMDH5) 145140152410 /
137870
134950126220116030
E-mini S&P MidCap 400 Futures (EMDM5) 144840152110 /
137570
134650125920115730
E-mini S&P MidCap 400 Futures (EMDU5) 144620151890 /
137350
134430125700115510
E-mini S&P MidCap 400 Futures (EMDZ5) 144720151990 /
137450
134530125800115610
E-mini S&P MidCap 400 Futures (EMDH6) 144820152090 /
137550
134630125900115710
E-mini Technology Select Sector Futures (XAKH5) 4148043550 /
39410
385803608033170
E-mini Technology Select Sector Futures (XAKM5) 4135043420 /
39280
384503595033040
E-mini Utilities Select Sector Futures (XAUH5) 4944051920 /
46960
459604297039490
E-mini Utilities Select Sector Futures (XAUM5) 4908051560 /
46600
456004261039130
NASDAQ 100 Futures (NDH5) 427150448525 /
405775
397225371550341600
NASDAQ 100 Futures (NDM5) 426350447725 /
404975
396425370750340800
NASDAQ 100 Futures (NDU5) 425375446750 /
404000
395450369775339825
NASDAQ 100 Futures (NDZ5) 425425446800 /
404050
395500369825339875
NASDAQ 100 Futures (NDH6) 425425446800 /
404050
395500369825339875
S&P 500 Futures (SPH5) 204500214750 /
194250
190150177850163500
S&P 500 Futures (SPM5) 203750214000 /
193500
189400177100162750
S&P 500 Futures (SPU5) 203000213250 /
192750
188650176350162000
S&P 500 Futures (SPZ5) 202350212600 /
192100
188000175700161350
S&P 500 Futures (SPH6) 201800212050 /
191550
187450175150160800
S&P 500 Futures (SPM6) 201300211550 /
191050
186950174650160300
S&P 500 Futures (SPU6) 201100211350 /
190850
186750174450160100
S&P 500 Futures (SPZ6) 200950211200 /
190700
186600174300159950
S&P 500 Futures (SPZ7) 201700211950 /
191450
187350175050160700
S&P 500 Futures (SPZ8) 204050214300 /
193800
189700177400163050
S&P 500 Futures (SPZ9) 206400216650 /
196150
192050179750165400
S&P 500 Growth Futures (SGH5) 113160118820 /
107500
1052409844090510
S&P 500 Growth Futures (SGM5) 112860118520 /
107200
1049409814090210
S&P 500 Value Futures (SUH5) 9063095180 /
86080
842607879072410
S&P 500 Value Futures (SUM5) 9019094740 /
85640
838207835071970
S&P 600 SmallCap Futures (SMPH5) 6831071720 /
64900
635305943054640
S&P 600 SmallCap Futures (SMPM5) 6816071570 /
64750
633805928054490
S&P 600 SmallCap Futures (SMPU5) 6813071540 /
64720
633505925054460
S&P 600 SmallCap Futures (SMPZ5) 6804071450 /
64630
632605916054370
S&P 600 SmallCap Futures (SMPH6) 6795071360 /
64540
631705907054280
S&P MidCap 400 Futures (MDH5) 145140152410 /
137870
134950126220116030
S&P MidCap 400 Futures (MDM5) 144840152110 /
137570
134650125920115730
S&P MidCap 400 Futures (MDU5) 144620151890 /
137350
134430125700115510
S&P MidCap 400 Futures (MDZ5) 144720151990 /
137450
134530125800115610
S&P MidCap 400 Futures (MDH6) 144820152090 /
137550
134630125900115710
S&P MLP Index Futures (MLPH5) 251350263900 /
238800
233750218700201100
S&P MLP Index Futures (MLPM5) 252050264600 /
239500
234450219400201800
S&P MLP Index Futures (MLPU5) 252750265300 /
240200
235150220100202500
S&P MLP Index Futures (MLPZ5) 253450266000 /
240900
235850220800203200
USD-Denominated Ibovespa Index Futures (IBVG5) 4977354750 /
44800
448004480044800
USD-Denominated Ibovespa Index Futures (IBVJ5) 5058355640 /
45525
455254552545525
USD-Denominated Ibovespa Index Futures (IBVM5) 5149156640 /
46345
463454634546345
USD-Denominated Ibovespa Index Futures (IBVQ5) 5238957625 /
47155
471554715547155
Equity Limits for Nikkei Products
As of Trade Date: 01/26/2015
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1749018800 / 1618019460 / 1552020120 / 14860
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1740018710 / 1609019370 / 1543020030 / 14770
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1739018700 / 1608019360 / 1542020020 / 14760
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 1738018690 / 1607019350 / 1541020010 / 14750
Nikkei/USD Futures (NKH5) 1749018800 / 1618019460 / 1552020120 / 14860
Nikkei/USD Futures (NKM5) 1750018810 / 1619019470 / 1553020130 / 14870
Nikkei/USD Futures (NKU5) 1756018870 / 1625019530 / 1559020190 / 14930
Nikkei/USD Futures (NKZ5) 1763018940 / 1632019600 / 1566020260 / 15000
Nikkei/Yen Futures (NIYG5) 1740018710 / 1609019370 / 1543020030 / 14770
Nikkei/Yen Futures (NIYH5) 1749018800 / 1618019460 / 1552020120 / 14860
Nikkei/Yen Futures (NIYJ5) 1741018720 / 1610019380 / 1544020040 / 14780
Nikkei/Yen Futures (NIYK5) 1741018720 / 1610019380 / 1544020040 / 14780
Nikkei/Yen Futures (NIYM5) 1740018710 / 1609019370 / 1543020030 / 14770
Nikkei/Yen Futures (NIYU5) 1739018700 / 1608019360 / 1542020020 / 14760
Nikkei/Yen Futures (NIYZ5) 1738018690 / 1607019350 / 1541020010 / 14750
Nikkei/Yen Futures (NIYH6) 1737018680 / 1606019340 / 1540020000 / 14740
Nikkei/Yen Futures (NIYM6) 1736018670 / 1605019330 / 1539019990 / 14730
Nikkei/Yen Futures (NIYU6) 1735018660 / 1604019320 / 1538019980 / 14720
Nikkei/Yen Futures (NIYZ6) 1734018650 / 1603019310 / 1537019970 / 14710
Nikkei/Yen Futures (NIYH7) 1733018640 / 1602019300 / 1536019960 / 14700
Nikkei/Yen Futures (NIYM7) 1732018630 / 1601019290 / 1535019950 / 14690
Nikkei/Yen Futures (NIYU7) 1731018620 / 1600019280 / 1534019940 / 14680
Nikkei/Yen Futures (NIYZ7) 1730018610 / 1599019270 / 1533019930 / 14670