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: 09/26/2016
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 (ESU6) 212850223650 /
202050
197700184750169600
E-mini S&P 500 Futures (ESZ6) 215700226500 /
204900
200550187600172450
E-mini S&P 500 Futures (ESH7) 215100225900 /
204300
199950187000171850
E-mini S&P 500 Futures (ESM7) 214550225350 /
203750
199400186450171300
E-mini S&P 500 Futures (ESU7) 214250225050 /
203450
199100186150171000
E-mini S&P 500 Futures (ESZ7) 214150224950 /
203350
199000186050170900
E-mini NASDAQ 100 Futures (NQU6) 478875503150 /
454600
444875415725381700
E-mini NASDAQ 100 Futures (NQZ6) 485500509775 /
461225
451500422350388325
E-mini NASDAQ 100 Futures (NQH7) 485125509400 /
460850
451125421975387950
E-mini NASDAQ 100 Futures (NQM7) 484525508800 /
460250
450525421375387350
E-mini NASDAQ 100 Futures (NQU7) 483925508200 /
459650
449925420775386750
E-mini NASDAQ 100 Futures (NQZ7) 484150508425 /
459875
450150421000386975
E-mini Dow ($5) Futures (YMU6) 816636817549 /
815723
815358814263812984
E-mini Dow ($5) Futures (YMZ6) 1817919092 /
17266
169011580614527
E-mini Dow ($5) Futures (YMH7) 1810919022 /
17196
168311573614457
E-mini Dow ($5) Futures (YMM7) 1803318946 /
17120
167551566014381
E-mini Dow ($5) Futures (YMU7) 1794818861 /
17035
166701557514296
Dow Jones Real Estate Futures (JRU6) 3107731239 /
30915
308503065630429
Dow Jones Real Estate Futures (JRZ6) 32263388 /
3064
299928052578
Dow Jones Real Estate Futures (JRH7) 32013363 /
3039
297427802553
Dow Jones Real Estate Futures (JRM7) 31753337 /
3013
294827542527
Dow Jones Real Estate Futures (JRU7) 31523314 /
2990
292527312504
E-mini Consumer Discretionary Select Sector Futures (XAYU6) 7886082870 /
74850
732506843062810
E-mini Consumer Discretionary Select Sector Futures (XAYZ6) 8013084140 /
76120
745206970064080
E-mini Consumer Discretionary Select Sector Futures (XAYH7) 8000084010 /
75990
743906957063950
E-mini Consumer Staples Select Sector Futures (XAPU6) 5277055450 /
50090
490204580042040
E-mini Consumer Staples Select Sector Futures (XAPZ6) 5348056160 /
50800
497304651042750
E-mini Consumer Staples Select Sector Futures (XAPH7) 5324055920 /
50560
494904627042510
E-mini Energy Select Sector Futures (XAEU6) 6652069910 /
63130
617705770052950
E-mini Energy Select Sector Futures (XAEZ6) 6755070940 /
64160
628005873053980
E-mini Energy Select Sector Futures (XAEH7) 6728070670 /
63890
625305846053710
E-mini Financial Select Sector Futures (XAFU6) 2355024740 /
22360
218902045018780
E-mini Financial Select Sector Futures (XAFZ6) 2379024980 /
22600
221302069019020
E-mini Financial Select Sector Futures (XAFH7) 2372024910 /
22530
220602062018950
E-mini FTSE 100 Index (GBP) Futures (FT1U6) 674100708600 /
639600
625750584300535950
E-mini FTSE 100 Index (GBP) Futures (FT1Z6) 687150721650 /
652650
638800597350549000
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 683450717950 /
648950
635100593650545300
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 679750714250 /
645250
631400589950541600
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 676050710550 /
641550
627700586250537900
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 672350706850 /
637850
624000582550534200
E-mini FTSE China 50 Index Futures (FT5U6) -255580 /
-1090
-1425-2430-3605
E-mini FTSE China 50 Index Futures (FT5Z6) 1677017605 /
15935
156001459513420
E-mini FTSE China 50 Index Futures (FT5H7) 1674017575 /
15905
155701456513390
E-mini FTSE China 50 Index Futures (FT5M7) 1671017545 /
15875
155401453513360
E-mini FTSE China 50 Index Futures (FT5U7) 1668017515 /
15845
155101450513330
E-mini FTSE China 50 Index Futures (FT5Z7) 1665017485 /
15815
154801447513300
E-mini FTSE Developed Europe Index Futures (DVEU6) 2146022580 /
20340
198951855016980
E-mini FTSE Developed Europe Index Futures (DVEZ6) 2201023130 /
20890
204451910017530
E-mini FTSE Developed Europe Index Futures (DVEH7) 2177522895 /
20655
202101886517295
E-mini FTSE Developed Europe Index Futures (DVEM7) 2153022650 /
20410
199651862017050
E-mini FTSE Developed Europe Index Futures (DVEU7) 2129522415 /
20175
197301838516815
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2106022180 /
19940
194951815016580
E-mini FTSE Emerging Index Futures (EIU6) 4396046260 /
41660
407403797034750
E-mini FTSE Emerging Index Futures (EIZ6) 4604048340 /
43740
428204005036830
E-mini FTSE Emerging Index Futures (EIH7) 4604048340 /
43740
428204005036830
E-mini FTSE Emerging Index Futures (EIM7) 4604048340 /
43740
428204005036830
E-mini FTSE Emerging Index Futures (EIU7) 4604048340 /
43740
428204005036830
E-mini FTSE Emerging Index Futures (EIZ7) 4604048340 /
43740
428204005036830
E-mini Health Care Select Sector Futures (XAVU6) 7216075830 /
68490
670206262057480
E-mini Health Care Select Sector Futures (XAVZ6) 7327076940 /
69600
681306373058590
E-mini Health Care Select Sector Futures (XAVH7) 7314076810 /
69470
680006360058460
E-mini Industrial Select Sector Futures (XAIU6) 5651059390 /
53630
524704901044960
E-mini Industrial Select Sector Futures (XAIZ6) 5752060400 /
54640
534805002045970
E-mini Industrial Select Sector Futures (XAIH7) 5732060200 /
54440
532804982045770
E-mini IPOX 100 U.S. Index Futures (IPOU6) 238800250900 /
226700
221900207300190300
E-mini IPOX 100 U.S. Index Futures (IPOZ6) 241600253700 /
229500
224700210100193100
E-mini IPOX 100 U.S. Index Futures (IPOH7) 241200253300 /
229100
224300209700192700
E-mini IPOX 100 U.S. Index Futures (IPOM7) 240400252500 /
228300
223500208900191900
E-mini IPOX 100 U.S. Index Futures (IPOU7) 239700251800 /
227600
222800208200191200
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 239300251400 /
227200
222400207800190800
E-mini Materials Select Sector Futures (XABU6) 4942051930 /
46910
459104290039380
E-mini Materials Select Sector Futures (XABZ6) 5002052530 /
47510
465104350039980
E-mini Materials Select Sector Futures (XABH7) 4987052380 /
47360
463604335039830
E-mini NASDAQ Biotechnology Index Futures (BIOU6) 301100316690 /
285510
279270260560238730
E-mini NASDAQ Biotechnology Index Futures (BIOZ6) 311850327440 /
296260
290020271310249480
E-mini NASDAQ Biotechnology Index Futures (BIOH7) 311020326610 /
295430
289190270480248650
E-mini NASDAQ Composite Futures (QCNU6) 520150546650 /
493650
483050451200414050
E-mini NASDAQ Composite Futures (QCNZ6) 530550557050 /
504050
493450461600424450
E-mini NASDAQ Composite Futures (QCNH7) 531500558000 /
505000
494400462550425400
E-mini Russell 1000 Growth Index Futures (RSGU6) 103070108300 /
97840
957408945082120
E-mini Russell 1000 Growth Index Futures (RSGZ6) 104720109950 /
99490
973909110083770
E-mini Russell 1000 Growth Index Futures (RSGH7) 104420109650 /
99190
970909080083470
E-mini Russell 1000 Growth Index Futures (RSGM7) 104120109350 /
98890
967909050083170
E-mini Russell 1000 Growth Index Futures (RSGU7) 103820109050 /
98590
964909020082870
E-mini Russell 1000 Growth Index Futures (RSGZ7) 103520108750 /
98290
961908990082570
E-mini Russell 1000 Index Futures (RS1U6) 118430124430 /
112430
11003010283094430
E-mini Russell 1000 Index Futures (RS1Z6) 120000126000 /
114000
11160010440096000
E-mini Russell 1000 Index Futures (RS1H7) 119640125640 /
113640
11124010404095640
E-mini Russell 1000 Index Futures (RS1M7) 119280125280 /
113280
11088010368095280
E-mini Russell 1000 Index Futures (RS1U7) 118920124920 /
112920
11052010332094920
E-mini Russell 1000 Index Futures (RS1Z7) 118590124590 /
112590
11019010299094590
E-mini Russell 1000 Value Index Futures (RSVU6) 102050107230 /
96870
948008858081320
E-mini Russell 1000 Value Index Futures (RSVZ6) 103480108660 /
98300
962309001082750
E-mini Russell 1000 Value Index Futures (RSVH7) 103110108290 /
97930
958608964082380
E-mini Russell 1000 Value Index Futures (RSVM7) 102740107920 /
97560
954908927082010
E-mini Russell 1000 Value Index Futures (RSVU7) 102370107550 /
97190
951208890081640
E-mini Russell 1000 Value Index Futures (RSVZ7) 101960107140 /
96780
947108849081230
E-mini S&P 600 SmallCap Futures (SMCU6) 7391077700 /
70120
686006404058730
E-mini S&P 600 SmallCap Futures (SMCZ6) 7593079720 /
72140
706206606060750
E-mini S&P 600 SmallCap Futures (SMCH7) 7580079590 /
72010
704906593060620
E-mini S&P 600 SmallCap Futures (SMCM7) 7567079460 /
71880
703606580060490
E-mini S&P 600 SmallCap Futures (SMCU7) 7554079330 /
71750
702306567060360
E-mini S&P 600 SmallCap Futures (SMCZ7) 7522079010 /
71430
699106535060040
E-mini S&P MidCap 400 Futures (EMDU6) 150950158700 /
143200
140100130790119940
E-mini S&P MidCap 400 Futures (EMDZ6) 154690162440 /
146940
143840134530123680
E-mini S&P MidCap 400 Futures (EMDH7) 154500162250 /
146750
143650134340123490
E-mini S&P MidCap 400 Futures (EMDM7) 153530161280 /
145780
142680133370122520
E-mini S&P MidCap 400 Futures (EMDU7) 153390161140 /
145640
142540133230122380
E-mini S&P MidCap 400 Futures (EMDZ7) 153060160810 /
145310
142210132900122050
E-mini S&P Real Estate Select Sector Index Futures (XARU6) 1537016165 /
14575
142551329512175
E-mini S&P Real Estate Select Sector Index Futures (XARZ6) 1588016675 /
15085
147651380512685
E-mini S&P Real Estate Select Sector Index Futures (XARH7) 1579016585 /
14995
146751371512595
E-mini Technology Select Sector Futures (XAKU6) 4720049580 /
44820
438604100037660
E-mini Technology Select Sector Futures (XAKZ6) 4762050000 /
45240
442804142038080
E-mini Technology Select Sector Futures (XAKH7) 4751049890 /
45130
441704131037970
E-mini USD Denominated FTSE 100 Index Futures (FTUU6) 9429099130 /
89450
875108169074910
E-mini USD Denominated FTSE 100 Index Futures (FTUZ6) 96230101070 /
91390
894508363076850
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 95170100010 /
90330
883908257075790
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 9412098960 /
89280
873408152074740
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 9306097900 /
88220
862808046073680
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 9200096840 /
87160
852207940072620
E-mini Utilities Select Sector Futures (XAUU6) 4926051830 /
46690
456604256038950
E-mini Utilities Select Sector Futures (XAUZ6) 5123053800 /
48660
476304453040920
E-mini Utilities Select Sector Futures (XAUH7) 5092053490 /
48350
473204422040610
S&P 500 Futures (SPZ0) 219450230250 /
208650
204300191350176200
S&P 500 Futures (SPZ6) 215700226500 /
204900
200550187600172450
S&P 500 Futures (SPH7) 215100225900 /
204300
199950187000171850
S&P 500 Futures (SPM7) 214550225350 /
203750
199400186450171300
S&P 500 Futures (SPU7) 214200225000 /
203400
199050186100170950
S&P 500 Futures (SPZ7) 214150224950 /
203350
199000186050170900
S&P 500 Futures (SPH8) 214750225550 /
203950
199600186650171500
S&P 500 Futures (SPM8) 215300226100 /
204500
200150187200172050
S&P 500 Futures (SPU8) 215900226700 /
205100
200750187800172650
S&P 500 Futures (SPZ8) 214800225600 /
204000
199650186700171550
S&P 500 Futures (SPZ9) 217150227950 /
206350
202000189050173900
S&P 500 Growth Futures (SGU6) 120430126540 /
114320
11187010453095970
S&P 500 Growth Futures (SGZ6) 122340128450 /
116230
11378010644097880
S&P 500 Growth Futures (SGH7) 122200128310 /
116090
11364010630097740
S&P 500 Value Futures (SUU6) 9211096780 /
87440
855707996073410
S&P 500 Value Futures (SUZ6) 9323097900 /
88560
866908108074530
S&P 500 Value Futures (SUH7) 9290097570 /
88230
863608075074200
S&P MLP Total Return Index Futures (SLPU6) 436700459900 /
413500
404200376300343700
S&P MLP Total Return Index Futures (SLPZ6) 465700488900 /
442500
433200405300372700
S&P MLP Total Return Index Futures (SLPH7) 468000491200 /
444800
435500407600375000
S&P MLP Total Return Index Futures (SLPM7) 470200493400 /
447000
437700409800377200
S&P MLP Total Return Index Futures (SLPU7) 472400495600 /
449200
439900412000379400
S&P MLP Total Return Index Futures (SLPZ7) 474700497900 /
451500
442200414300381700
USD-Denominated Ibovespa Index Futures (IBVV6) 5941965360 /
53480
534805348053480
USD-Denominated Ibovespa Index Futures (IBVZ6) 6057766630 /
54520
545205452054520
USD-Denominated Ibovespa Index Futures (IBVG7) 6180467980 /
55625
556255562555625
USD-Denominated Ibovespa Index Futures (IBVJ7) 6280969085 /
56530
565305653056530
Equity Limits for Nikkei Products
As of Trade Date: 09/26/2016
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ6) 1661017930 / 1529018590 / 1463019250 / 13970
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1655017870 / 1523018530 / 1457019190 / 13910
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1642017740 / 1510018400 / 1444019060 / 13780
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 1637017690 / 1505018350 / 1439019010 / 13730
Nikkei/USD Futures (NKZ6) 1661017930 / 1529018590 / 1463019250 / 13970
Nikkei/USD Futures (NKH7) 1660017920 / 1528018580 / 1462019240 / 13960
Nikkei/USD Futures (NKM7) 1653017850 / 1521018510 / 1455019170 / 13890
Nikkei/USD Futures (NKU7) 1645017770 / 1513018430 / 1447019090 / 13810
Nikkei/Yen Futures (NIYV6) 1668018000 / 1536018660 / 1470019320 / 14040
Nikkei/Yen Futures (NIYX6) 1663017950 / 1531018610 / 1465019270 / 13990
Nikkei/Yen Futures (NIYZ6) 1661017930 / 1529018590 / 1463019250 / 13970
Nikkei/Yen Futures (NIYF7) 1658017900 / 1526018560 / 1460019220 / 13940
Nikkei/Yen Futures (NIYH7) 1655017870 / 1523018530 / 1457019190 / 13910
Nikkei/Yen Futures (NIYM7) 1642017740 / 1510018400 / 1444019060 / 13780
Nikkei/Yen Futures (NIYU7) 1637017690 / 1505018350 / 1439019010 / 13730
Nikkei/Yen Futures (NIYZ7) 1626017580 / 1494018240 / 1428018900 / 13620
Nikkei/Yen Futures (NIYH8) 1622017540 / 1490018200 / 1424018860 / 13580
Nikkei/Yen Futures (NIYM8) 1612017440 / 1480018100 / 1414018760 / 13480
Nikkei/Yen Futures (NIYU8) 1608017400 / 1476018060 / 1410018720 / 13440
Nikkei/Yen Futures (NIYZ8) 1598017300 / 1466017960 / 1400018620 / 13340
Nikkei/Yen Futures (NIYH9) 1594017260 / 1462017920 / 1396018580 / 13300
Nikkei/Yen Futures (NIYM9) 1584017160 / 1452017820 / 1386018480 / 13200
Nikkei/Yen Futures (NIYU9) 1574017060 / 1442017720 / 1376018380 / 13100

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