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: 08/01/2014
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 (ESU4) 192500202150 /
182850
179000167400153900
E-mini S&P 500 Futures (ESZ4) 191750201400 /
182100
178250166650153150
E-mini S&P 500 Futures (ESH5) 191000200650 /
181350
177500165900152400
E-mini S&P 500 Futures (ESM5) 190300199950 /
180650
176800165200151700
E-mini S&P 500 Futures (ESU5) 189650199300 /
180000
176150164550151050
E-mini NASDAQ 100 Futures (NQU4) 388825408275 /
369375
361600338225311000
E-mini NASDAQ 100 Futures (NQZ4) 388075407525 /
368625
360850337475310250
E-mini NASDAQ 100 Futures (NQH5) 387425406875 /
367975
360200336825309600
E-mini NASDAQ 100 Futures (NQM5) 386225405675 /
366775
359000335625308400
E-mini NASDAQ 100 Futures (NQU5) 384800404250 /
365350
357575334200306975
E-mini Dow ($5) Futures (YMU4) 1650717335 /
15679
153481435413195
E-mini Dow ($5) Futures (YMZ4) 1642317251 /
15595
152641427013111
E-mini Dow ($5) Futures (YMH5) 1634417172 /
15516
151851419113032
E-mini Dow ($5) Futures (YMM5) 1626517093 /
15437
151061411212953
Big Dow DJIA ($25) Futures (DOU4) 1650717335 /
15679
153481435413195
Big Dow DJIA ($25) Futures (DOZ4) 1642317251 /
15595
152641427013111
Big Dow DJIA ($25) Futures (DOH5) 1634417172 /
15516
151851419113032
Big Dow DJIA ($25) Futures (DOM5) 1626517093 /
15437
151061411212953
DJIA ($10) Futures (DJU4) 1650717335 /
15679
153481435413195
DJIA ($10) Futures (DJZ4) 1642317251 /
15595
152641427013111
DJIA ($10) Futures (DJH5) 1634417172 /
15516
151851419113032
DJIA ($10) Futures (DJM5) 1626517093 /
15437
151061411212953
Dow Jones Real Estate Futures (JRU4) 27832934 /
2632
257223902178
Dow Jones Real Estate Futures (JRZ4) 27762927 /
2625
256523832171
Dow Jones Real Estate Futures (JRH5) 27692920 /
2618
255823762164
Dow Jones Real Estate Futures (JRM5) 27622913 /
2611
255123692157
E-mini Consumer Discretionary Select Sector Futures (XAYU4) 6608069380 /
62780
614505748052850
E-mini Consumer Discretionary Select Sector Futures (XAYZ4) 6587069170 /
62570
612405727052640
E-mini Consumer Staples Select Sector Futures (XAPU4) 4310045260 /
40940
400803749034460
E-mini Consumer Staples Select Sector Futures (XAPZ4) 4287045030 /
40710
398503726034230
E-mini Energy Select Sector Futures (XAEU4) 96600101440 /
91760
898208400077210
E-mini Energy Select Sector Futures (XAEZ4) 96240101080 /
91400
894608364076850
E-mini Financial Select Sector Futures (XAFU4) 2231023420 /
21200
207501941017840
E-mini Financial Select Sector Futures (XAFZ4) 2224023350 /
21130
206801934017770
E-mini Health Care Select Sector Futures (XAVU4) 6102064070 /
57970
567505308048800
E-mini Health Care Select Sector Futures (XAVZ4) 6085063900 /
57800
565805291048630
E-mini Industrial Select Sector Futures (XAIU4) 5166054250 /
49070
480404492041300
E-mini Industrial Select Sector Futures (XAIZ4) 5145054040 /
48860
478304471041090
E-mini Materials Select Sector Futures (XABU4) 5138053950 /
48810
477804469041080
E-mini Materials Select Sector Futures (XABZ4) 5117053740 /
48600
475704448040870
E-mini NASDAQ Biotechnology Index Futures (BIOU4) 259130272240 /
246020
240770225030206660
E-mini NASDAQ Biotechnology Index Futures (BIOZ4) 261190274300 /
248080
242830227090208720
E-mini NASDAQ Composite Futures (QCNU4) 435200457000 /
413400
404650378400347850
E-mini NASDAQ Composite Futures (QCNZ4) 437750459550 /
415950
407200380950350400
E-mini S&P 500 Euro Denominated Futures (EMEU4) 192500202150 /
182850
179000167450153900
E-mini S&P 500 Euro Denominated Futures (EMEZ4) 191750201400 /
182100
178250166700153150
E-mini S&P 500 Euro Denominated Futures (EMEH5) 191000200650 /
181350
177500165950152400
E-mini S&P 500 Euro Denominated Futures (EMEM5) 190300199950 /
180650
176800165250151700
E-mini S&P 500 Euro Denominated Futures (EMEU5) 189650199300 /
180000
176150164600151050
E-mini S&P 600 SmallCap Futures (SMCU4) 6444067660 /
61220
599305606051550
E-mini S&P 600 SmallCap Futures (SMCZ4) 6441067630 /
61190
599005603051520
E-mini S&P 600 SmallCap Futures (SMCH5) 6438067600 /
61160
598705600051490
E-mini S&P 600 SmallCap Futures (SMCM5) 6435067570 /
61130
598405597051460
E-mini S&P 600 SmallCap Futures (SMCU5) 6432067540 /
61100
598105594051430
E-mini S&P MidCap 400 Futures (EMDU4) 136710143560 /
129860
127120118900109300
E-mini S&P MidCap 400 Futures (EMDZ4) 136300143150 /
129450
126710118490108890
E-mini S&P MidCap 400 Futures (EMDH5) 135900142750 /
129050
126310118090108490
E-mini S&P MidCap 400 Futures (EMDM5) 135700142550 /
128850
126110117890108290
E-mini S&P MidCap 400 Futures (EMDU5) 135500142350 /
128650
125910117690108090
E-mini Technology Select Sector Futures (XAKU4) 3897040920 /
37020
362403390031170
E-mini Technology Select Sector Futures (XAKZ4) 3882040770 /
36870
360903375031020
E-mini Utilities Select Sector Futures (XAUU4) 4144043520 /
39360
385303603033110
E-mini Utilities Select Sector Futures (XAUZ4) 4108043160 /
39000
381703567032750
NASDAQ 100 Futures (NDU4) 388825408275 /
369375
361600338225311000
NASDAQ 100 Futures (NDZ4) 388075407525 /
368625
360850337475310250
NASDAQ 100 Futures (NDH5) 387425406875 /
367975
360200336825309600
NASDAQ 100 Futures (NDM5) 386225405675 /
366775
359000335625308400
NASDAQ 100 Futures (NDU5) 384800404250 /
365350
357575334200306975
S&P 500 Futures (SPU4) 192500202150 /
182850
179000167400153900
S&P 500 Futures (SPZ4) 191750201400 /
182100
178250166650153150
S&P 500 Futures (SPH5) 191000200650 /
181350
177500165900152400
S&P 500 Futures (SPM5) 190300199950 /
180650
176800165200151700
S&P 500 Futures (SPU5) 189650199300 /
180000
176150164550151050
S&P 500 Futures (SPZ5) 189000198650 /
179350
175500163900150400
S&P 500 Futures (SPH6) 188500198150 /
178850
175000163400149900
S&P 500 Futures (SPM6) 187950197600 /
178300
174450162850149350
S&P 500 Futures (SPZ6) 187600197250 /
177950
174100162500149000
S&P 500 Futures (SPZ7) 188350198000 /
178700
174850163250149750
S&P 500 Futures (SPZ8) 190700200350 /
181050
177200165600152100
S&P 500 Growth Futures (SGU4) 104160109370 /
98950
968709062083320
S&P 500 Growth Futures (SGZ4) 103830109040 /
98620
965409029082990
S&P 500 Value Futures (SUU4) 8744091830 /
83050
812907602069860
S&P 500 Value Futures (SUZ4) 8699091380 /
82600
808407557069410
S&P 600 SmallCap Futures (SMPU4) 6444067660 /
61220
599305606051550
S&P 600 SmallCap Futures (SMPZ4) 6441067630 /
61190
599005603051520
S&P 600 SmallCap Futures (SMPH5) 6438067600 /
61160
598705600051490
S&P 600 SmallCap Futures (SMPM5) 6435067570 /
61130
598405597051460
S&P 600 SmallCap Futures (SMPU5) 6432067540 /
61100
598105594051430
S&P MidCap 400 Futures (MDU4) 136710143560 /
129860
127120118900109300
S&P MidCap 400 Futures (MDZ4) 136300143150 /
129450
126710118490108890
S&P MidCap 400 Futures (MDH5) 135900142750 /
129050
126310118090108490
S&P MidCap 400 Futures (MDM5) 135700142550 /
128850
126110117890108290
S&P MidCap 400 Futures (MDU5) 135500142350 /
128650
125910117690108090
S&P MLP Index Futures (MLPU4) 277650291500 /
263800
258250241600222150
S&P MLP Index Futures (MLPZ4) 278150292000 /
264300
258750242100222650
S&P MLP Index Futures (MLPH5) 278750292600 /
264900
259350242700223250
S&P MLP Index Futures (MLPM5) 279450293300 /
265600
260050243400223950
USD-Denominated Ibovespa Index Futures (IBVQ4) 5709662800 /
51400
514005140051400
USD-Denominated Ibovespa Index Futures (IBVV4) 5805663850 /
52275
522755227552275
USD-Denominated Ibovespa Index Futures (IBVZ4) 5903164925 /
53150
531505315053150
USD-Denominated Ibovespa Index Futures (IBVG5) 5993965925 /
53950
539505395053950
USD-Denominated Ibovespa Index Futures (IBVJ5) 6082466900 /
54750
547505475054750
Equity Limits for Nikkei Products
As of Trade Date: 08/01/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU4) 1563016770 / 1449017340 / 1392017910 / 13350
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1555016690 / 1441017260 / 1384017830 / 13270
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1554016680 / 1440017250 / 1383017820 / 13260
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1553016670 / 1439017240 / 1382017810 / 13250
Nikkei/USD Futures (NKU4) 1563016770 / 1449017340 / 1392017910 / 13350
Nikkei/USD Futures (NKZ4) 1559016730 / 1445017300 / 1388017870 / 13310
Nikkei/USD Futures (NKH5) 1565016790 / 1451017360 / 1394017930 / 13370
Nikkei/USD Futures (NKM5) 1572016860 / 1458017430 / 1401018000 / 13440
Nikkei/Yen Futures (NIYQ4) 1557016710 / 1443017280 / 1386017850 / 13290
Nikkei/Yen Futures (NIYU4) 1563016770 / 1449017340 / 1392017910 / 13350
Nikkei/Yen Futures (NIYV4) 1557016710 / 1443017280 / 1386017850 / 13290
Nikkei/Yen Futures (NIYX4) 1556016700 / 1442017270 / 1385017840 / 13280
Nikkei/Yen Futures (NIYZ4) 1556016700 / 1442017270 / 1385017840 / 13280
Nikkei/Yen Futures (NIYF5) -1301010 / -12701580 / -18402150 / -2410
Nikkei/Yen Futures (NIYH5) 1555016690 / 1441017260 / 1384017830 / 13270
Nikkei/Yen Futures (NIYM5) 1554016680 / 1440017250 / 1383017820 / 13260
Nikkei/Yen Futures (NIYU5) 1553016670 / 1439017240 / 1382017810 / 13250
Nikkei/Yen Futures (NIYZ5) 1552016660 / 1438017230 / 1381017800 / 13240
Nikkei/Yen Futures (NIYH6) 1551016650 / 1437017220 / 1380017790 / 13230
Nikkei/Yen Futures (NIYM6) 1550016640 / 1436017210 / 1379017780 / 13220
Nikkei/Yen Futures (NIYU6) 1549016630 / 1435017200 / 1378017770 / 13210
Nikkei/Yen Futures (NIYZ6) 1548016620 / 1434017190 / 1377017760 / 13200
Nikkei/Yen Futures (NIYH7) 1547016610 / 1433017180 / 1376017750 / 13190
Nikkei/Yen Futures (NIYM7) 1546016600 / 1432017170 / 1375017740 / 13180
 
 
 

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