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: 06/27/2016
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 (ESM6) 200050210200 /
189900
185800173600159350
E-mini S&P 500 Futures (ESU6) 202750212900 /
192600
188500176300162050
E-mini S&P 500 Futures (ESZ6) 201950212100 /
191800
187700175500161250
E-mini S&P 500 Futures (ESH7) 201300211450 /
191150
187050174850160600
E-mini S&P 500 Futures (ESM7) 200750210900 /
190600
186500174300160050
E-mini S&P 500 Futures (ESU7) 200550210700 /
190400
186300174100159850
E-mini NASDAQ 100 Futures (NQM6) 423450444875 /
402025
393475367750337750
E-mini NASDAQ 100 Futures (NQU6) 427475448900 /
406050
397500371775341775
E-mini NASDAQ 100 Futures (NQZ6) 426850448275 /
405425
396875371150341150
E-mini NASDAQ 100 Futures (NQH7) 426725448150 /
405300
396750371025341025
E-mini NASDAQ 100 Futures (NQM7) 425850447275 /
404425
395875370150340150
E-mini NASDAQ 100 Futures (NQU7) 425425446850 /
404000
395450369725339725
E-mini Dow ($5) Futures (YMM6) 772640773509 /
771771
771423770379769161
E-mini Dow ($5) Futures (YMU6) 1730018169 /
16431
160831503913821
E-mini Dow ($5) Futures (YMZ6) 1720718076 /
16338
159901494613728
E-mini Dow ($5) Futures (YMH7) 1714718016 /
16278
159301488613668
E-mini Dow ($5) Futures (YMM7) 1710617975 /
16237
158891484513627
Dow Jones Real Estate Futures (JRM6) 3119631351 /
31041
309783079130573
Dow Jones Real Estate Futures (JRU6) 30973252 /
2942
287926922474
Dow Jones Real Estate Futures (JRZ6) 30723227 /
2917
285426672449
Dow Jones Real Estate Futures (JRH7) 30473202 /
2892
282926422424
Dow Jones Real Estate Futures (JRM7) 30213176 /
2866
280326162398
E-mini Consumer Discretionary Select Sector Futures (XAYM6) 7574079570 /
71910
703706576060390
E-mini Consumer Discretionary Select Sector Futures (XAYU6) 7653080360 /
72700
711606655061180
E-mini Consumer Discretionary Select Sector Futures (XAYZ6) 7632080150 /
72490
709506634060970
E-mini Consumer Staples Select Sector Futures (XAPM6) 5298055650 /
50310
492504604042300
E-mini Consumer Staples Select Sector Futures (XAPU6) 5317055840 /
50500
494404623042490
E-mini Consumer Staples Select Sector Futures (XAPZ6) 5295055620 /
50280
492204601042270
E-mini Energy Select Sector Futures (XAEM6) 6441067740 /
61080
597405573051060
E-mini Energy Select Sector Futures (XAEU6) 6642069750 /
63090
617505774053070
E-mini Energy Select Sector Futures (XAEZ6) 6606069390 /
62730
613905738052710
E-mini Financial Select Sector Futures (XAFM6) 2142022520 /
20320
198801855017010
E-mini Financial Select Sector Futures (XAFU6) 2200023100 /
20900
204601913017590
E-mini Financial Select Sector Futures (XAFZ6) 2191023010 /
20810
203701904017500
E-mini FTSE 100 Index (GBP) Futures (FT1M6) 586450617100 /
555800
543500506650463700
E-mini FTSE 100 Index (GBP) Futures (FT1U6) 611250641900 /
580600
568300531450488500
E-mini FTSE 100 Index (GBP) Futures (FT1Z6) 607550638200 /
576900
564600527750484800
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 603850634500 /
573200
560900524050481100
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 600150630800 /
569500
557200520350477400
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 596450627100 /
565800
553500516650473700
E-mini FTSE China 50 Index Futures (FT5M6) 444500445225 /
443775
443485442615441595
E-mini FTSE China 50 Index Futures (FT5U6) 1432515050 /
13600
133101244011420
E-mini FTSE China 50 Index Futures (FT5Z6) 1429515020 /
13570
132801241011390
E-mini FTSE China 50 Index Futures (FT5H7) 1426514990 /
13540
132501238011360
E-mini FTSE China 50 Index Futures (FT5M7) 1423514960 /
13510
132201235011330
E-mini FTSE China 50 Index Futures (FT5U7) 1420514930 /
13480
131901232011300
E-mini FTSE Developed Europe Index Futures (DVEM6) 1939020435 /
18345
179301667515210
E-mini FTSE Developed Europe Index Futures (DVEU6) 2055521600 /
19510
190951784016375
E-mini FTSE Developed Europe Index Futures (DVEZ6) 2032021365 /
19275
188601760516140
E-mini FTSE Developed Europe Index Futures (DVEH7) 2008521130 /
19040
186251737015905
E-mini FTSE Developed Europe Index Futures (DVEM7) 1984020885 /
18795
183801712515660
E-mini FTSE Developed Europe Index Futures (DVEU7) 1960520650 /
18560
181451689015425
E-mini FTSE Emerging Index Futures (EIM6) 3900041040 /
36960
361403368030810
E-mini FTSE Emerging Index Futures (EIU6) 4077042810 /
38730
379103545032580
E-mini FTSE Emerging Index Futures (EIZ6) 4078042820 /
38740
379203546032590
E-mini FTSE Emerging Index Futures (EIH7) 4078042820 /
38740
379203546032590
E-mini FTSE Emerging Index Futures (EIM7) 4078042820 /
38740
379203546032590
E-mini FTSE Emerging Index Futures (EIU7) 4078042820 /
38740
379203546032590
E-mini Health Care Select Sector Futures (XAVM6) 6911072590 /
65630
642406006055180
E-mini Health Care Select Sector Futures (XAVU6) 6945072930 /
65970
645806040055520
E-mini Health Care Select Sector Futures (XAVZ6) 6928072760 /
65800
644106023055350
E-mini Industrial Select Sector Futures (XAIM6) 5347056190 /
50750
496604640042590
E-mini Industrial Select Sector Futures (XAIU6) 5420056920 /
51480
503904713043320
E-mini Industrial Select Sector Futures (XAIZ6) 5397056690 /
51250
501604690043090
E-mini IPOX 100 U.S. Index Futures (IPOM6) 215500226400 /
204600
200200187100171800
E-mini IPOX 100 U.S. Index Futures (IPOU6) 217700228600 /
206800
202400189300174000
E-mini IPOX 100 U.S. Index Futures (IPOZ6) 217300228200 /
206400
202000188900173600
E-mini IPOX 100 U.S. Index Futures (IPOH7) 216900227800 /
206000
201600188500173200
E-mini IPOX 100 U.S. Index Futures (IPOM7) 216100227000 /
205200
200800187700172400
E-mini IPOX 100 U.S. Index Futures (IPOU7) 215400226300 /
204500
200100187000171700
E-mini Materials Select Sector Futures (XABM6) 4765050090 /
45210
442404131037890
E-mini Materials Select Sector Futures (XABU6) 4861051050 /
46170
452004227038850
E-mini Materials Select Sector Futures (XABZ6) 4842050860 /
45980
450104208038660
E-mini NASDAQ Biotechnology Index Futures (BIOM6) 261810274830 /
248790
243580227950209710
E-mini NASDAQ Biotechnology Index Futures (BIOU6) 260520273540 /
247500
242290226660208420
E-mini NASDAQ Biotechnology Index Futures (BIOZ6) 259690272710 /
246670
241460225830207590
E-mini NASDAQ Composite Futures (QCNM6) 463200486700 /
439700
430250402000369050
E-mini NASDAQ Composite Futures (QCNU6) 470750494250 /
447250
437800409550376600
E-mini NASDAQ Composite Futures (QCNZ6) 471700495200 /
448200
438750410500377550
E-mini Russell 1000 Growth Index Futures (RSGM6) 96560101440 /
91680
897208386077010
E-mini Russell 1000 Growth Index Futures (RSGU6) 97390102270 /
92510
905508469077840
E-mini Russell 1000 Growth Index Futures (RSGZ6) 97090101970 /
92210
902508439077540
E-mini Russell 1000 Growth Index Futures (RSGH7) 96790101670 /
91910
899508409077240
E-mini Russell 1000 Growth Index Futures (RSGM7) 96490101370 /
91610
896508379076940
E-mini Russell 1000 Growth Index Futures (RSGU7) 96190101070 /
91310
893508349076640
E-mini Russell 1000 Index Futures (RS1M6) 110840116480 /
105200
1029509618088280
E-mini Russell 1000 Index Futures (RS1U6) 112340117980 /
106700
1044509768089780
E-mini Russell 1000 Index Futures (RS1Z6) 111980117620 /
106340
1040909732089420
E-mini Russell 1000 Index Futures (RS1H7) 111620117260 /
105980
1037309696089060
E-mini Russell 1000 Index Futures (RS1M7) 111260116900 /
105620
1033709660088700
E-mini Russell 1000 Index Futures (RS1U7) 110900116540 /
105260
1030109624088340
E-mini Russell 1000 Value Index Futures (RSVM6) 95730100630 /
90830
888708298076110
E-mini Russell 1000 Value Index Futures (RSVU6) 97480102380 /
92580
906208473077860
E-mini Russell 1000 Value Index Futures (RSVZ6) 97070101970 /
92170
902108432077450
E-mini Russell 1000 Value Index Futures (RSVH7) 96700101600 /
91800
898408395077080
E-mini Russell 1000 Value Index Futures (RSVM7) 96330101230 /
91430
894708358076710
E-mini Russell 1000 Value Index Futures (RSVU7) 95960100860 /
91060
891008321076340
E-mini S&P 600 SmallCap Futures (SMCM6) 6785071310 /
64390
630105886054010
E-mini S&P 600 SmallCap Futures (SMCU6) 6920072660 /
65740
643606021055360
E-mini S&P 600 SmallCap Futures (SMCZ6) 6888072340 /
65420
640405989055040
E-mini S&P 600 SmallCap Futures (SMCH7) 6875072210 /
65290
639105976054910
E-mini S&P 600 SmallCap Futures (SMCM7) 6862072080 /
65160
637805963054780
E-mini S&P 600 SmallCap Futures (SMCU7) 6849071950 /
65030
636505950054650
E-mini S&P MidCap 400 Futures (EMDM6) 141740149020 /
134460
131540122800112590
E-mini S&P MidCap 400 Futures (EMDU6) 145210152490 /
137930
135010126270116060
E-mini S&P MidCap 400 Futures (EMDZ6) 144670151950 /
137390
134470125730115520
E-mini S&P MidCap 400 Futures (EMDH7) 144720152000 /
137440
134520125780115570
E-mini S&P MidCap 400 Futures (EMDM7) 143750151030 /
136470
133550124810114600
E-mini S&P MidCap 400 Futures (EMDU7) 143570150850 /
136290
133370124630114420
E-mini Technology Select Sector Futures (XAKM6) 4186043980 /
39740
388903634033360
E-mini Technology Select Sector Futures (XAKU6) 4237044490 /
40250
394003685033870
E-mini Technology Select Sector Futures (XAKZ6) 4223044350 /
40110
392603671033730
E-mini USD Denominated FTSE 100 Index Futures (FTUM6) 8258087120 /
78040
762207077064410
E-mini USD Denominated FTSE 100 Index Futures (FTUU6) 9027094810 /
85730
839107846072100
E-mini USD Denominated FTSE 100 Index Futures (FTUZ6) 8921093750 /
84670
828507740071040
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 8815092690 /
83610
817907634069980
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 8710091640 /
82560
807407529068930
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 8604090580 /
81500
796807423067870
E-mini Utilities Select Sector Futures (XAUM6) 5105053600 /
48500
474804442040850
E-mini Utilities Select Sector Futures (XAUU6) 5067053220 /
48120
471004404040470
E-mini Utilities Select Sector Futures (XAUZ6) 5034052890 /
47790
467704371040140
S&P 500 Futures (SPZ0) 205750215900 /
195600
191500179300165050
S&P 500 Futures (SPU6) 202750212900 /
192600
188500176300162050
S&P 500 Futures (SPZ6) 201950212100 /
191800
187700175500161250
S&P 500 Futures (SPH7) 201300211450 /
191150
187050174850160600
S&P 500 Futures (SPM7) 200750210900 /
190600
186500174300160050
S&P 500 Futures (SPU7) 200550210700 /
190400
186300174100159850
S&P 500 Futures (SPZ7) 200450210600 /
190300
186200174000159750
S&P 500 Futures (SPH8) 201050211200 /
190900
186800174600160350
S&P 500 Futures (SPM8) 201650211800 /
191500
187400175200160950
S&P 500 Futures (SPZ8) 201150211300 /
191000
186900174700160450
S&P 500 Futures (SPZ9) 203450213600 /
193300
189200177000162750
S&P 500 Growth Futures (SGM6) 112830118520 /
107140
1048709804090070
S&P 500 Growth Futures (SGU6) 113830119520 /
108140
1058709904091070
S&P 500 Growth Futures (SGZ6) 113590119280 /
107900
1056309880090830
S&P 500 Value Futures (SUM6) 8727091720 /
82820
810407570069470
S&P 500 Value Futures (SUU6) 8872093170 /
84270
824907715070920
S&P 500 Value Futures (SUZ6) 8832092770 /
83870
820907675070520
S&P MLP Total Return Index Futures (SLPM6) 425100447400 /
402800
393800367000335600
S&P MLP Total Return Index Futures (SLPU6) 448100470400 /
425800
416800390000358600
S&P MLP Total Return Index Futures (SLPZ6) 450400472700 /
428100
419100392300360900
S&P MLP Total Return Index Futures (SLPH7) 452700475000 /
430400
421400394600363200
S&P MLP Total Return Index Futures (SLPM7) 454900477200 /
432600
423600396800365400
S&P MLP Total Return Index Futures (SLPU7) 457100479400 /
434800
425800399000367600
USD-Denominated Ibovespa Index Futures (IBVQ6) 5256957825 /
47315
473154731547315
USD-Denominated Ibovespa Index Futures (IBVV6) 5353358885 /
48180
481804818048180
USD-Denominated Ibovespa Index Futures (IBVZ6) 5454259995 /
49090
490904909049090
USD-Denominated Ibovespa Index Futures (IBVG7) 5558361140 /
50025
500255002550025
Equity Limits for Nikkei Products
As of Trade Date: 06/27/2016
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU6) 1487016200 / 1354016870 / 1287017540 / 12200
E-mini Nikkei 225 - Yen denominated Futures (ENYZ6) 1474016070 / 1341016740 / 1274017410 / 12070
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1469016020 / 1336016690 / 1269017360 / 12020
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1456015890 / 1323016560 / 1256017230 / 11890
Nikkei/USD Futures (NKU6) 1487016200 / 1354016870 / 1287017540 / 12200
Nikkei/USD Futures (NKZ6) 1487016200 / 1354016870 / 1287017540 / 12200
Nikkei/USD Futures (NKH7) 1479016120 / 1346016790 / 1279017460 / 12120
Nikkei/USD Futures (NKM7) 1472016050 / 1339016720 / 1272017390 / 12050
Nikkei/Yen Futures (NIYN6) 1488016210 / 1355016880 / 1288017550 / 12210
Nikkei/Yen Futures (NIYQ6) 1485016180 / 1352016850 / 1285017520 / 12180
Nikkei/Yen Futures (NIYU6) 1487016200 / 1354016870 / 1287017540 / 12200
Nikkei/Yen Futures (NIYV6) 1482016150 / 1349016820 / 1282017490 / 12150
Nikkei/Yen Futures (NIYX6) -1630-300 / -2960370 / -36301040 / -4300
Nikkei/Yen Futures (NIYZ6) 1474016070 / 1341016740 / 1274017410 / 12070
Nikkei/Yen Futures (NIYH7) 1469016020 / 1336016690 / 1269017360 / 12020
Nikkei/Yen Futures (NIYM7) 1456015890 / 1323016560 / 1256017230 / 11890
Nikkei/Yen Futures (NIYU7) 1451015840 / 1318016510 / 1251017180 / 11840
Nikkei/Yen Futures (NIYZ7) 1440015730 / 1307016400 / 1240017070 / 11730
Nikkei/Yen Futures (NIYH8) 1436015690 / 1303016360 / 1236017030 / 11690
Nikkei/Yen Futures (NIYM8) 1426015590 / 1293016260 / 1226016930 / 11590
Nikkei/Yen Futures (NIYU8) 1422015550 / 1289016220 / 1222016890 / 11550
Nikkei/Yen Futures (NIYZ8) 1412015450 / 1279016120 / 1212016790 / 11450
Nikkei/Yen Futures (NIYH9) 1408015410 / 1275016080 / 1208016750 / 11410
Nikkei/Yen Futures (NIYM9) 1398015310 / 1265015980 / 1198016650 / 11310

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