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: 04/02/2015
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 (ESM5) 205100215350 /
194850
190700178350163950
E-mini S&P 500 Futures (ESU5) 204350214600 /
194100
189950177600163200
E-mini S&P 500 Futures (ESZ5) 203700213950 /
193450
189300176950162550
E-mini S&P 500 Futures (ESH6) 203200213450 /
192950
188800176450162050
E-mini S&P 500 Futures (ESM6) 202750213000 /
192500
188350176000161600
E-mini NASDAQ 100 Futures (NQM5) 430100451650 /
408550
399925374075343875
E-mini NASDAQ 100 Futures (NQU5) 429250450800 /
407700
399075373225343025
E-mini NASDAQ 100 Futures (NQZ5) 428575450125 /
407025
398400372550342350
E-mini NASDAQ 100 Futures (NQH6) 427950449500 /
406400
397775371925341725
E-mini NASDAQ 100 Futures (NQM6) 428675450225 /
407125
398500372650342450
E-mini Dow ($5) Futures (YMM5) 1760618490 /
16722
163681530614067
E-mini Dow ($5) Futures (YMU5) 1752018404 /
16636
162821522013981
E-mini Dow ($5) Futures (YMZ5) 1743818322 /
16554
162001513813899
E-mini Dow ($5) Futures (YMH6) 1735618240 /
16472
161181505613817
DJIA ($10) Futures (DJM5) 1760618490 /
16722
163681530614067
Dow Jones Real Estate Futures (JRM5) 30903258 /
2922
285426522416
Dow Jones Real Estate Futures (JRU5) 30903258 /
2922
285426522416
Dow Jones Real Estate Futures (JRZ5) 30903258 /
2922
285426522416
Dow Jones Real Estate Futures (JRH6) 30903258 /
2922
285426522416
E-mini Consumer Discretionary Select Sector Futures (XAYM5) 7520078970 /
71430
699206540060120
E-mini Consumer Discretionary Select Sector Futures (XAYU5) 7503078800 /
71260
697506523059950
E-mini Consumer Staples Select Sector Futures (XAPM5) 4880051250 /
46350
453704243038990
E-mini Consumer Staples Select Sector Futures (XAPU5) 4855051000 /
46100
451204218038740
E-mini Energy Select Sector Futures (XAEM5) 7730081190 /
73410
718506718061730
E-mini Energy Select Sector Futures (XAEU5) 7686080750 /
72970
714106674061290
E-mini Financial Select Sector Futures (XAFM5) 2398025180 /
22780
223002086019180
E-mini Financial Select Sector Futures (XAFU5) 2390025100 /
22700
222202078019100
E-mini Health Care Select Sector Futures (XAVM5) 7190075500 /
68300
668606253057480
E-mini Health Care Select Sector Futures (XAVU5) 7171075310 /
68110
666706234057290
E-mini Industrial Select Sector Futures (XAIM5) 5514057910 /
52370
512704794044060
E-mini Industrial Select Sector Futures (XAIU5) 5491057680 /
52140
510404771043830
E-mini Materials Select Sector Futures (XABM5) 5160054180 /
49020
479804487041250
E-mini Materials Select Sector Futures (XABU5) 5141053990 /
48830
477904468041060
E-mini NASDAQ Biotechnology Index Futures (BIOM5) 353040370850 /
335230
328100306720281780
E-mini NASDAQ Biotechnology Index Futures (BIOU5) 355090372900 /
337280
330150308770283830
E-mini NASDAQ Composite Futures (QCNM5) 486100510500 /
461700
451950422700388500
E-mini NASDAQ Composite Futures (QCNU5) 487050511450 /
462650
452900423650389450
E-mini S&P 600 SmallCap Futures (SMCM5) 7183075420 /
68240
668006249057460
E-mini S&P 600 SmallCap Futures (SMCU5) 7173075320 /
68140
667006239057360
E-mini S&P 600 SmallCap Futures (SMCZ5) 7164075230 /
68050
666106230057270
E-mini S&P 600 SmallCap Futures (SMCH6) 7155075140 /
67960
665206221057180
E-mini S&P 600 SmallCap Futures (SMCM6) 7134074930 /
67750
663106200056970
E-mini S&P MidCap 400 Futures (EMDM5) 151400158990 /
143810
140770131660121030
E-mini S&P MidCap 400 Futures (EMDU5) 151180158770 /
143590
140550131440120810
E-mini S&P MidCap 400 Futures (EMDZ5) 151280158870 /
143690
140650131540120910
E-mini S&P MidCap 400 Futures (EMDH6) 151380158970 /
143790
140750131640121010
E-mini S&P MidCap 400 Futures (EMDM6) 150600158190 /
143010
139970130860120230
E-mini Technology Select Sector Futures (XAKM5) 4131043380 /
39240
384103592033010
E-mini Technology Select Sector Futures (XAKU5) 4118043250 /
39110
382803579032880
E-mini Utilities Select Sector Futures (XAUM5) 4465046890 /
42410
415103881035660
E-mini Utilities Select Sector Futures (XAUU5) 4430046540 /
42060
411603846035310
NASDAQ 100 Futures (NDM5) 430100451650 /
408550
399925374075343875
S&P 500 Futures (SPM5) 205100215350 /
194850
190700178350163950
S&P 500 Futures (SPU5) 204350214600 /
194100
189950177600163200
S&P 500 Futures (SPZ5) 203700213950 /
193450
189300176950162550
S&P 500 Futures (SPH6) 203200213450 /
192950
188800176450162050
S&P 500 Futures (SPM6) 202750213000 /
192500
188350176000161600
S&P 500 Futures (SPU6) 202450212700 /
192200
188050175700161300
S&P 500 Futures (SPZ6) 202250212500 /
192000
187850175500161100
S&P 500 Futures (SPH7) 202250212500 /
192000
187850175500161100
S&P 500 Futures (SPZ7) 203000213250 /
192750
188600176250161850
S&P 500 Futures (SPZ8) 205400215650 /
195150
191000178650164250
S&P 500 Futures (SPZ9) 207750218000 /
197500
193350181000166600
S&P 500 Growth Futures (SGM5) 113780119470 /
108090
1058109898091000
S&P 500 Growth Futures (SGU5) 113470119160 /
107780
1055009867090690
S&P 500 Value Futures (SUM5) 9080095360 /
86240
844107893072540
S&P 500 Value Futures (SUU5) 9037094930 /
85810
839807850072110
S&P 600 SmallCap Futures (SMPM5) 7183075420 /
68240
668006249057460
S&P MidCap 400 Futures (MDM5) 151400158990 /
143810
140770131660121030
S&P MLP Index Futures (MLPM5) 245550257800 /
233300
228400213650196450
S&P MLP Index Futures (MLPU5) 246250258500 /
234000
229100214350197150
S&P MLP Index Futures (MLPZ5) 246950259200 /
234700
229800215050197850
S&P MLP Index Futures (MLPH6) 247650259900 /
235400
230500215750198550
USD-Denominated Ibovespa Index Futures (IBVJ5) 5125356375 /
46130
461304613046130
USD-Denominated Ibovespa Index Futures (IBVM5) 5214657360 /
46935
469354693546935
USD-Denominated Ibovespa Index Futures (IBVQ5) 5310158410 /
47795
477954779547795
USD-Denominated Ibovespa Index Futures (IBVV5) 5426359685 /
48840
488404884048840
Equity Limits for Nikkei Products
As of Trade Date: 04/02/2015
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1906020470 / 1765021180 / 1694021890 / 16230
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1905020460 / 1764021170 / 1693021880 / 16220
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 1904020450 / 1763021160 / 1692021870 / 16210
E-mini Nikkei 225 - Yen denominated Futures (ENYH6) 1903020440 / 1762021150 / 1691021860 / 16200
Nikkei/USD Futures (NKM5) 1906020470 / 1765021180 / 1694021890 / 16230
Nikkei/USD Futures (NKU5) 1911020520 / 1770021230 / 1699021940 / 16280
Nikkei/USD Futures (NKZ5) 1918020590 / 1777021300 / 1706022010 / 16350
Nikkei/USD Futures (NKH6) 1924020650 / 1783021360 / 1712022070 / 16410
Nikkei/Yen Futures (NIYJ5) 1906020470 / 1765021180 / 1694021890 / 16230
Nikkei/Yen Futures (NIYK5) 1906020470 / 1765021180 / 1694021890 / 16230
Nikkei/Yen Futures (NIYM5) 1906020470 / 1765021180 / 1694021890 / 16230
Nikkei/Yen Futures (NIYN5) 1905020460 / 1764021170 / 1693021880 / 16220
Nikkei/Yen Futures (NIYQ5) -1601250 / -15701960 / -22802670 / -2990
Nikkei/Yen Futures (NIYU5) 1905020460 / 1764021170 / 1693021880 / 16220
Nikkei/Yen Futures (NIYZ5) 1904020450 / 1763021160 / 1692021870 / 16210
Nikkei/Yen Futures (NIYH6) 1903020440 / 1762021150 / 1691021860 / 16200
Nikkei/Yen Futures (NIYM6) 1902020430 / 1761021140 / 1690021850 / 16190
Nikkei/Yen Futures (NIYU6) 1901020420 / 1760021130 / 1689021840 / 16180
Nikkei/Yen Futures (NIYZ6) 1900020410 / 1759021120 / 1688021830 / 16170
Nikkei/Yen Futures (NIYH7) 1899020400 / 1758021110 / 1687021820 / 16160
Nikkei/Yen Futures (NIYM7) 1898020390 / 1757021100 / 1686021810 / 16150
Nikkei/Yen Futures (NIYU7) 1897020380 / 1756021090 / 1685021800 / 16140
Nikkei/Yen Futures (NIYZ7) 1896020370 / 1755021080 / 1684021790 / 16130
Nikkei/Yen Futures (NIYH8) 1895020360 / 1754021070 / 1683021780 / 16120