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: 03/05/2015
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) 209650220100 /
199200
195000182400167700
E-mini S&P 500 Futures (ESM5) 208850219300 /
198400
194200181600166900
E-mini S&P 500 Futures (ESU5) 208200218650 /
197750
193550180950166250
E-mini S&P 500 Futures (ESZ5) 207550218000 /
197100
192900180300165600
E-mini S&P 500 Futures (ESH6) 207050217500 /
196600
192400179800165100
E-mini NASDAQ 100 Futures (NQH5) 444475466700 /
422250
413375386700355575
E-mini NASDAQ 100 Futures (NQM5) 443875466100 /
421650
412775386100354975
E-mini NASDAQ 100 Futures (NQU5) 443150465375 /
420925
412050385375354250
E-mini NASDAQ 100 Futures (NQZ5) 443200465425 /
420975
412100385425354300
E-mini NASDAQ 100 Futures (NQH6) 443200465425 /
420975
412100385425354300
E-mini Dow ($5) Futures (YMH5) 1808318987 /
17179
168171573114464
E-mini Dow ($5) Futures (YMM5) 1800318907 /
17099
167371565114384
E-mini Dow ($5) Futures (YMU5) 1791318817 /
17009
166471556114294
E-mini Dow ($5) Futures (YMZ5) 1783118735 /
16927
165651547914212
DJIA ($10) Futures (DJH5) 1808318987 /
17179
168171573114464
DJIA ($10) Futures (DJM5) 1800318907 /
17099
167371565114384
Dow Jones Real Estate Futures (JRH5) 30603226 /
2894
282726272393
Dow Jones Real Estate Futures (JRM5) 30473213 /
2881
281426142380
Dow Jones Real Estate Futures (JRU5) 30473213 /
2881
281426142380
Dow Jones Real Estate Futures (JRZ5) 30473213 /
2881
281426142380
E-mini Consumer Discretionary Select Sector Futures (XAYH5) 7644080260 /
72620
710906650061140
E-mini Consumer Discretionary Select Sector Futures (XAYM5) 7630080120 /
72480
709506636061000
E-mini Consumer Staples Select Sector Futures (XAPH5) 4957052050 /
47090
461004312039640
E-mini Consumer Staples Select Sector Futures (XAPM5) 4933051810 /
46850
458604288039400
E-mini Energy Select Sector Futures (XAEH5) 7847082390 /
74550
729806827062770
E-mini Energy Select Sector Futures (XAEM5) 7804081960 /
74120
725506784062340
E-mini Financial Select Sector Futures (XAFH5) 2421025420 /
23000
225202107019370
E-mini Financial Select Sector Futures (XAFM5) 2413025340 /
22920
224402099019290
E-mini Health Care Select Sector Futures (XAVH5) 7266076290 /
69030
675706321058120
E-mini Health Care Select Sector Futures (XAVM5) 7250076130 /
68870
674106305057960
E-mini Industrial Select Sector Futures (XAIH5) 5703059880 /
54180
530404962045630
E-mini Industrial Select Sector Futures (XAIM5) 5681059660 /
53960
528204940045410
E-mini Materials Select Sector Futures (XABH5) 5427056980 /
51560
504704722043420
E-mini Materials Select Sector Futures (XABM5) 5407056780 /
51360
502704702043220
E-mini NASDAQ Biotechnology Index Futures (BIOH5) 352720370520 /
334920
327800306440281520
E-mini NASDAQ Biotechnology Index Futures (BIOM5) 354770372570 /
336970
329850308490283570
E-mini NASDAQ Composite Futures (QCNH5) 494800519600 /
470000
460050430250395500
E-mini NASDAQ Composite Futures (QCNM5) 495750520550 /
470950
461000431200396450
E-mini S&P 600 SmallCap Futures (SMCH5) 7057074100 /
67040
656306139056450
E-mini S&P 600 SmallCap Futures (SMCM5) 7042073950 /
66890
654806124056300
E-mini S&P 600 SmallCap Futures (SMCU5) 7039073920 /
66860
654506121056270
E-mini S&P 600 SmallCap Futures (SMCZ5) 7030073830 /
66770
653606112056180
E-mini S&P 600 SmallCap Futures (SMCH6) 7021073740 /
66680
652706103056090
E-mini S&P MidCap 400 Futures (EMDH5) 150240157750 /
142730
139720130700120180
E-mini S&P MidCap 400 Futures (EMDM5) 149900157410 /
142390
139380130360119840
E-mini S&P MidCap 400 Futures (EMDU5) 149680157190 /
142170
139160130140119620
E-mini S&P MidCap 400 Futures (EMDZ5) 149780157290 /
142270
139260130240119720
E-mini S&P MidCap 400 Futures (EMDH6) 149880157390 /
142370
139360130340119820
E-mini Technology Select Sector Futures (XAKH5) 4296045100 /
40820
399603738034370
E-mini Technology Select Sector Futures (XAKM5) 4280044940 /
40660
398003722034210
E-mini Utilities Select Sector Futures (XAUH5) 4460046830 /
42370
414803880035670
E-mini Utilities Select Sector Futures (XAUM5) 4422046450 /
41990
411003842035290
NASDAQ 100 Futures (NDH5) 444475466700 /
422250
413375386700355575
NASDAQ 100 Futures (NDM5) 443875466100 /
421650
412775386100354975
S&P 500 Futures (SPH5) 209650220100 /
199200
195000182400167700
S&P 500 Futures (SPM5) 208850219300 /
198400
194200181600166900
S&P 500 Futures (SPU5) 208200218650 /
197750
193550180950166250
S&P 500 Futures (SPZ5) 207550218000 /
197100
192900180300165600
S&P 500 Futures (SPH6) 207000217450 /
196550
192350179750165050
S&P 500 Futures (SPM6) 206600217050 /
196150
191950179350164650
S&P 500 Futures (SPU6) 206300216750 /
195850
191650179050164350
S&P 500 Futures (SPZ6) 206100216550 /
195650
191450178850164150
S&P 500 Futures (SPZ7) 206850217300 /
196400
192200179600164900
S&P 500 Futures (SPZ8) 209200219650 /
198750
194550181950167250
S&P 500 Futures (SPZ9) 211600222050 /
201150
196950184350169650
S&P 500 Growth Futures (SGH5) 116370122190 /
110550
10822010123093070
S&P 500 Growth Futures (SGM5) 116060121880 /
110240
10791010092092760
S&P 500 Value Futures (SUH5) 9213096760 /
87500
856508009073610
S&P 500 Value Futures (SUM5) 9167096300 /
87040
851907963073150
S&P 600 SmallCap Futures (SMPH5) 7057074100 /
67040
656306139056450
S&P 600 SmallCap Futures (SMPM5) 7042073950 /
66890
654806124056300
S&P MidCap 400 Futures (MDH5) 150240157750 /
142730
139720130700120180
S&P MidCap 400 Futures (MDM5) 149900157410 /
142390
139380130360119840
S&P MLP Index Futures (MLPH5) 252850265450 /
240250
235150220000202300
S&P MLP Index Futures (MLPM5) 253550266150 /
240950
235850220700203000
S&P MLP Index Futures (MLPU5) 254250266850 /
241650
236550221400203700
S&P MLP Index Futures (MLPZ5) 254950267550 /
242350
237250222100204400
USD-Denominated Ibovespa Index Futures (IBVJ5) 5191057100 /
46720
467204672046720
USD-Denominated Ibovespa Index Futures (IBVM5) 5285858140 /
47575
475754757547575
USD-Denominated Ibovespa Index Futures (IBVQ5) 5384059220 /
48460
484604846048460
USD-Denominated Ibovespa Index Futures (IBVV5) 5492060410 /
49430
494304943049430
Equity Limits for Nikkei Products
As of Trade Date: 03/05/2015
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1872020130 / 1731020840 / 1660021550 / 15890
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1864020050 / 1723020760 / 1652021470 / 15810
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1863020040 / 1722020750 / 1651021460 / 15800
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 1862020030 / 1721020740 / 1650021450 / 15790
E-mini Nikkei 225 - Yen denominated Futures (ENYH6) -101400 / -14202110 / -21302820 / -2840
Nikkei/USD Futures (NKH5) 1872020130 / 1731020840 / 1660021550 / 15890
Nikkei/USD Futures (NKM5) 1872020130 / 1731020840 / 1660021550 / 15890
Nikkei/USD Futures (NKU5) 1878020190 / 1737020900 / 1666021610 / 15950
Nikkei/USD Futures (NKZ5) 1885020260 / 1744020970 / 1673021680 / 16020
Nikkei/USD Futures (NKH6) -201390 / -14302100 / -21402810 / -2850
Nikkei/Yen Futures (NIYH5) 1872020130 / 1731020840 / 1660021550 / 15890
Nikkei/Yen Futures (NIYJ5) 1864020050 / 1723020760 / 1652021470 / 15810
Nikkei/Yen Futures (NIYK5) 1864020050 / 1723020760 / 1652021470 / 15810
Nikkei/Yen Futures (NIYM5) 1864020050 / 1723020760 / 1652021470 / 15810
Nikkei/Yen Futures (NIYN5) 1863020040 / 1722020750 / 1651021460 / 15800
Nikkei/Yen Futures (NIYU5) 1863020040 / 1722020750 / 1651021460 / 15800
Nikkei/Yen Futures (NIYZ5) 1862020030 / 1721020740 / 1650021450 / 15790
Nikkei/Yen Futures (NIYH6) 1861020020 / 1720020730 / 1649021440 / 15780
Nikkei/Yen Futures (NIYM6) 1860020010 / 1719020720 / 1648021430 / 15770
Nikkei/Yen Futures (NIYU6) 1859020000 / 1718020710 / 1647021420 / 15760
Nikkei/Yen Futures (NIYZ6) 1858019990 / 1717020700 / 1646021410 / 15750
Nikkei/Yen Futures (NIYH7) 1857019980 / 1716020690 / 1645021400 / 15740
Nikkei/Yen Futures (NIYM7) 1856019970 / 1715020680 / 1644021390 / 15730
Nikkei/Yen Futures (NIYU7) 1855019960 / 1714020670 / 1643021380 / 15720
Nikkei/Yen Futures (NIYZ7) 1854019950 / 1713020660 / 1642021370 / 15710
Nikkei/Yen Futures (NIYH8) -101400 / -14202110 / -21302820 / -2840