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: 08/31/2015
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 (ESU5) 198550208450 /
188650
184650172700158800
E-mini S&P 500 Futures (ESZ5) 197650207550 /
187750
183750171800157900
E-mini S&P 500 Futures (ESH6) 197050206950 /
187150
183150171200157300
E-mini S&P 500 Futures (ESM6) 196400206300 /
186500
182500170550156650
E-mini S&P 500 Futures (ESU6) 196050205950 /
186150
182150170200156300
E-mini NASDAQ 100 Futures (NQU5) 432475454100 /
410850
402175376200345900
E-mini NASDAQ 100 Futures (NQZ5) 431650453275 /
410025
401350375375345075
E-mini NASDAQ 100 Futures (NQH6) 431050452675 /
409425
400750374775344475
E-mini NASDAQ 100 Futures (NQM6) 430475452100 /
408850
400175374200343900
E-mini NASDAQ 100 Futures (NQU6) 429900451525 /
408275
399600373625343325
E-mini Dow ($5) Futures (YMU5) 1662117453 /
15789
154561445813293
E-mini Dow ($5) Futures (YMZ5) 1652617358 /
15694
153611436313198
E-mini Dow ($5) Futures (YMH6) 1645117283 /
15619
152861428813123
E-mini Dow ($5) Futures (YMM6) 1636917201 /
15537
152041420613041
Dow Jones Real Estate Futures (JRU5) 28032955 /
2651
259024062192
Dow Jones Real Estate Futures (JRZ5) 27562908 /
2604
254323592145
Dow Jones Real Estate Futures (JRH6) 27562908 /
2604
254323592145
Dow Jones Real Estate Futures (JRM6) 27562908 /
2604
254323592145
E-mini Consumer Discretionary Select Sector Futures (XAYU5) 7573079520 /
71940
704206587060560
E-mini Consumer Discretionary Select Sector Futures (XAYZ5) 7557079360 /
71780
702606571060400
E-mini Consumer Staples Select Sector Futures (XAPU5) 4766050040 /
45280
443204146038110
E-mini Consumer Staples Select Sector Futures (XAPZ5) 4744049820 /
45060
441004124037890
E-mini Energy Select Sector Futures (XAEU5) 6547068750 /
62190
608805694052340
E-mini Energy Select Sector Futures (XAEZ5) 6503068310 /
61750
604405650051900
E-mini Financial Select Sector Futures (XAFU5) 2352024690 /
22350
218802046018820
E-mini Financial Select Sector Futures (XAFZ5) 2344024610 /
22270
218002038018740
E-mini Health Care Select Sector Futures (XAVU5) 7187075460 /
68280
668406252057480
E-mini Health Care Select Sector Futures (XAVZ5) 7171075300 /
68120
666806236057320
E-mini Industrial Select Sector Futures (XAIU5) 5156054140 /
48980
479504485041240
E-mini Industrial Select Sector Futures (XAIZ5) 5132053900 /
48740
477104461041000
E-mini Materials Select Sector Futures (XABU5) 4603048330 /
43730
428104005036820
E-mini Materials Select Sector Futures (XABZ5) 4581048110 /
43510
425903983036600
E-mini NASDAQ Biotechnology Index Futures (BIOU5) 369370387840 /
350900
343510321350295490
E-mini NASDAQ Biotechnology Index Futures (BIOZ5) 368540387010 /
350070
342680320520294660
E-mini NASDAQ Composite Futures (QCNU5) 482750506850 /
458650
449000420000386200
E-mini NASDAQ Composite Futures (QCNZ5) 483700507800 /
459600
449950420950387150
E-mini S&P 600 SmallCap Futures (SMCU5) 6749070860 /
64120
627705872054000
E-mini S&P 600 SmallCap Futures (SMCZ5) 6725070620 /
63880
625305848053760
E-mini S&P 600 SmallCap Futures (SMCH6) 6716070530 /
63790
624405839053670
E-mini S&P 600 SmallCap Futures (SMCM6) 6689070260 /
63520
621705812053400
E-mini S&P 600 SmallCap Futures (SMCU6) 6683070200 /
63460
621105806053340
E-mini S&P MidCap 400 Futures (EMDU5) 142370149500 /
135240
132390123830113850
E-mini S&P MidCap 400 Futures (EMDZ5) 141900149030 /
134770
131920123360113380
E-mini S&P MidCap 400 Futures (EMDH6) 142000149130 /
134870
132020123460113480
E-mini S&P MidCap 400 Futures (EMDM6) 141190148320 /
134060
131210122650112670
E-mini S&P MidCap 400 Futures (EMDU6) 140760147890 /
133630
130780122220112240
E-mini Technology Select Sector Futures (XAKU5) 4055042570 /
38530
377103528032440
E-mini Technology Select Sector Futures (XAKZ5) 4040042420 /
38380
375603513032290
E-mini Utilities Select Sector Futures (XAUU5) 4330045460 /
41140
402703767034630
E-mini Utilities Select Sector Futures (XAUZ5) 4293045090 /
40770
399003730034260
S&P 500 Futures (SPU5) 198550208450 /
188650
184650172750158800
S&P 500 Futures (SPZ5) 197650207550 /
187750
183750171850157900
S&P 500 Futures (SPH6) 197050206950 /
187150
183150171250157300
S&P 500 Futures (SPM6) 196400206300 /
186500
182500170600156650
S&P 500 Futures (SPU6) 196050205950 /
186150
182150170250156300
S&P 500 Futures (SPZ6) 195850205750 /
185950
181950170050156100
S&P 500 Futures (SPH7) 195850205750 /
185950
181950170050156100
S&P 500 Futures (SPM7) 195850205750 /
185950
181950170050156100
S&P 500 Futures (SPZ7) 196600206500 /
186700
182700170800156850
S&P 500 Futures (SPZ8) 199000208900 /
189100
185100173200159250
S&P 500 Futures (SPZ9) 201350211250 /
191450
187450175550161600
S&P 500 Growth Futures (SGU5) 112300117910 /
106690
1044509771089850
S&P 500 Growth Futures (SGZ5) 112000117610 /
106390
1041509741089550
S&P 500 Value Futures (SUU5) 8586090160 /
81560
798407467068640
S&P 500 Value Futures (SUZ5) 8538089680 /
81080
793607419068160
S&P MLP Index Futures (MLPU5) 206000216250 /
195750
191600179250164850
S&P MLP Index Futures (MLPZ5) 206700216950 /
196450
192300179950165550
S&P MLP Index Futures (MLPH6) 207400217650 /
197150
193000180650166250
S&P MLP Index Futures (MLPM6) 208150218400 /
197900
193750181400167000
USD-Denominated Ibovespa Index Futures (IBVV5) 4842753265 /
43585
435854358543585
USD-Denominated Ibovespa Index Futures (IBVZ5) 4937754310 /
44440
444404444044440
USD-Denominated Ibovespa Index Futures (IBVG6) 5025255275 /
45230
452304523045230
USD-Denominated Ibovespa Index Futures (IBVJ6) 5111456225 /
46005
460054600546005
Equity Limits for Nikkei Products
As of Trade Date: 08/31/2015
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1912020700 / 1754021490 / 1675022290 / 15950
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 1902020600 / 1744021390 / 1665022190 / 15850
E-mini Nikkei 225 - Yen denominated Futures (ENYH6) 1901020590 / 1743021380 / 1664022180 / 15840
E-mini Nikkei 225 - Yen denominated Futures (ENYM6) 1900020580 / 1742021370 / 1663022170 / 15830
E-mini Nikkei 225 - Yen denominated Futures (ENYU6) 1001680 / -14802470 / -22703270 / -3070
Nikkei/USD Futures (NKU5) 1912020700 / 1754021490 / 1675022290 / 15950
Nikkei/USD Futures (NKZ5) 1911020690 / 1753021480 / 1674022280 / 15940
Nikkei/USD Futures (NKH6) 1917020750 / 1759021540 / 1680022340 / 16000
Nikkei/USD Futures (NKM6) 1925020830 / 1767021620 / 1688022420 / 16080
Nikkei/USD Futures (NKU6) 901670 / -14902460 / -22803260 / -3080
Nikkei/Yen Futures (NIYU5) 1912020700 / 1754021490 / 1675022290 / 15950
Nikkei/Yen Futures (NIYV5) 1905020630 / 1747021420 / 1668022220 / 15880
Nikkei/Yen Futures (NIYX5) 1903020610 / 1745021400 / 1666022200 / 15860
Nikkei/Yen Futures (NIYZ5) 1902020600 / 1744021390 / 1665022190 / 15850
Nikkei/Yen Futures (NIYF6) 1901020590 / 1743021380 / 1664022180 / 15840
Nikkei/Yen Futures (NIYH6) 1901020590 / 1743021380 / 1664022180 / 15840
Nikkei/Yen Futures (NIYM6) 1900020580 / 1742021370 / 1663022170 / 15830
Nikkei/Yen Futures (NIYU6) 1899020570 / 1741021360 / 1662022160 / 15820
Nikkei/Yen Futures (NIYZ6) 1898020560 / 1740021350 / 1661022150 / 15810
Nikkei/Yen Futures (NIYH7) 1897020550 / 1739021340 / 1660022140 / 15800
Nikkei/Yen Futures (NIYM7) 1896020540 / 1738021330 / 1659022130 / 15790
Nikkei/Yen Futures (NIYU7) 1895020530 / 1737021320 / 1658022120 / 15780
Nikkei/Yen Futures (NIYZ7) 1894020520 / 1736021310 / 1657022110 / 15770
Nikkei/Yen Futures (NIYH8) 1893020510 / 1735021300 / 1656022100 / 15760
Nikkei/Yen Futures (NIYM8) 1892020500 / 1734021290 / 1655022090 / 15750
Nikkei/Yen Futures (NIYU8) 1001680 / -14802470 / -22703270 / -3070