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: 07/24/2014
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) 198100208000 /
188200
184200172300158400
E-mini S&P 500 Futures (ESZ4) 197300207200 /
187400
183400171500157600
E-mini S&P 500 Futures (ESH5) 196550206450 /
186650
182650170750156850
E-mini S&P 500 Futures (ESM5) 195900205800 /
186000
182000170100156200
E-mini S&P 500 Futures (ESU5) 195150205050 /
185250
181250169350155450
E-mini NASDAQ 100 Futures (NQU4) 397800417725 /
377875
369900346000318100
E-mini NASDAQ 100 Futures (NQZ4) 397050416975 /
377125
369150345250317350
E-mini NASDAQ 100 Futures (NQH5) 396400416325 /
376475
368500344600316700
E-mini NASDAQ 100 Futures (NQM5) 395200415125 /
375275
367300343400315500
E-mini NASDAQ 100 Futures (NQU5) 393775413700 /
373850
365875341975314075
E-mini Dow ($5) Futures (YMU4) 1702417878 /
16170
158281480313607
E-mini Dow ($5) Futures (YMZ4) 1694117795 /
16087
157451472013524
E-mini Dow ($5) Futures (YMH5) 1686217716 /
16008
156661464113445
E-mini Dow ($5) Futures (YMM5) 1678317637 /
15929
155871456213366
Big Dow DJIA ($25) Futures (DOU4) 1702417878 /
16170
158281480313607
Big Dow DJIA ($25) Futures (DOZ4) 1694117795 /
16087
157451472013524
Big Dow DJIA ($25) Futures (DOH5) 1686217716 /
16008
156661464113445
Big Dow DJIA ($25) Futures (DOM5) 1678317637 /
15929
155871456213366
DJIA ($10) Futures (DJU4) 1702417878 /
16170
158281480313607
DJIA ($10) Futures (DJZ4) 1694117795 /
16087
157451472013524
DJIA ($10) Futures (DJH5) 1686217716 /
16008
156661464113445
DJIA ($10) Futures (DJM5) 1678317637 /
15929
155871456213366
Dow Jones Real Estate Futures (JRU4) 28452999 /
2691
262924432227
Dow Jones Real Estate Futures (JRZ4) 28382992 /
2684
262224362220
Dow Jones Real Estate Futures (JRH5) 28312985 /
2677
261524292213
Dow Jones Real Estate Futures (JRM5) 28242978 /
2670
260824222206
E-mini Consumer Discretionary Select Sector Futures (XAYU4) 6759070970 /
64210
628505879054040
E-mini Consumer Discretionary Select Sector Futures (XAYZ4) 6738070760 /
64000
626405858053830
E-mini Consumer Staples Select Sector Futures (XAPU4) 4482047060 /
42580
416803898035840
E-mini Consumer Staples Select Sector Futures (XAPZ4) 4460046840 /
42360
414603876035620
E-mini Energy Select Sector Futures (XAEU4) 100450105490 /
95410
934008734080280
E-mini Energy Select Sector Futures (XAEZ4) 100120105160 /
95080
930708701079950
E-mini Financial Select Sector Futures (XAFU4) 2289024030 /
21750
212901991018310
E-mini Financial Select Sector Futures (XAFZ4) 2282023960 /
21680
212201984018240
E-mini Health Care Select Sector Futures (XAVU4) 6228065400 /
59160
579205417049800
E-mini Health Care Select Sector Futures (XAVZ4) 6211065230 /
58990
577505400049630
E-mini Industrial Select Sector Futures (XAIU4) 5405056760 /
51340
502604700043210
E-mini Industrial Select Sector Futures (XAIZ4) 5384056550 /
51130
500504679043000
E-mini Materials Select Sector Futures (XABU4) 5288055530 /
50230
491704599042280
E-mini Materials Select Sector Futures (XABZ4) 5268055330 /
50030
489704579042080
E-mini NASDAQ Biotechnology Index Futures (BIOU4) 267690281230 /
254150
248730232470213500
E-mini NASDAQ Biotechnology Index Futures (BIOZ4) 269750283290 /
256210
250790234530215560
E-mini NASDAQ Composite Futures (QCNU4) 445450467800 /
423100
414150387300356000
E-mini NASDAQ Composite Futures (QCNZ4) 448000470350 /
425650
416700389850358550
E-mini S&P 500 Euro Denominated Futures (EMEU4) 198100208000 /
188200
184200172300158400
E-mini S&P 500 Euro Denominated Futures (EMEZ4) 197300207200 /
187400
183400171500157600
E-mini S&P 500 Euro Denominated Futures (EMEH5) 196550206450 /
186650
182650170750156850
E-mini S&P 500 Euro Denominated Futures (EMEM5) 195900205800 /
186000
182000170100156200
E-mini S&P 500 Euro Denominated Futures (EMEU5) 195150205050 /
185250
181250169350155450
E-mini S&P 600 SmallCap Futures (SMCU4) 6652069850 /
63190
618605787053200
E-mini S&P 600 SmallCap Futures (SMCZ4) 6649069820 /
63160
618305784053170
E-mini S&P 600 SmallCap Futures (SMCH5) 6646069790 /
63130
618005781053140
E-mini S&P 600 SmallCap Futures (SMCM5) 6643069760 /
63100
617705778053110
E-mini S&P 600 SmallCap Futures (SMCU5) 6640069730 /
63070
617405775053080
E-mini S&P MidCap 400 Futures (EMDU4) 141030148090 /
133970
131140122660112770
E-mini S&P MidCap 400 Futures (EMDZ4) 140620147680 /
133560
130730122250112360
E-mini S&P MidCap 400 Futures (EMDH5) 140220147280 /
133160
130330121850111960
E-mini S&P MidCap 400 Futures (EMDM5) 140020147080 /
132960
130130121650111760
E-mini S&P MidCap 400 Futures (EMDU5) 139820146880 /
132760
129930121450111560
E-mini Technology Select Sector Futures (XAKU4) 3977041760 /
37780
369903459031800
E-mini Technology Select Sector Futures (XAKZ4) 3962041610 /
37630
368403444031650
E-mini Utilities Select Sector Futures (XAUU4) 4279044940 /
40640
397803719034170
E-mini Utilities Select Sector Futures (XAUZ4) 4245044600 /
40300
394403685033830
NASDAQ 100 Futures (NDU4) 397800417725 /
377875
369900346000318100
NASDAQ 100 Futures (NDZ4) 397050416975 /
377125
369150345250317350
NASDAQ 100 Futures (NDH5) 396400416325 /
376475
368500344600316700
NASDAQ 100 Futures (NDM5) 395200415125 /
375275
367300343400315500
NASDAQ 100 Futures (NDU5) 393775413700 /
373850
365875341975314075
S&P 500 Futures (SPU4) 198100208000 /
188200
184200172300158400
S&P 500 Futures (SPZ4) 197300207200 /
187400
183400171500157600
S&P 500 Futures (SPH5) 196550206450 /
186650
182650170750156850
S&P 500 Futures (SPM5) 195900205800 /
186000
182000170100156200
S&P 500 Futures (SPU5) 195150205050 /
185250
181250169350155450
S&P 500 Futures (SPZ5) 194500204400 /
184600
180600168700154800
S&P 500 Futures (SPH6) 194000203900 /
184100
180100168200154300
S&P 500 Futures (SPM6) 193450203350 /
183550
179550167650153750
S&P 500 Futures (SPZ6) 193100203000 /
183200
179200167300153400
S&P 500 Futures (SPZ7) 193850203750 /
183950
179950168050154150
S&P 500 Futures (SPZ8) 196250206150 /
186350
182350170450156550
S&P 500 Growth Futures (SGU4) 107180112540 /
101820
996709324085730
S&P 500 Growth Futures (SGZ4) 106860112220 /
101500
993509292085410
S&P 500 Value Futures (SUU4) 8996094480 /
85440
836307821071870
S&P 500 Value Futures (SUZ4) 8955094070 /
85030
832207780071460
S&P 600 SmallCap Futures (SMPU4) 6652069850 /
63190
618605787053200
S&P 600 SmallCap Futures (SMPZ4) 6649069820 /
63160
618305784053170
S&P 600 SmallCap Futures (SMPH5) 6646069790 /
63130
618005781053140
S&P 600 SmallCap Futures (SMPM5) 6643069760 /
63100
617705778053110
S&P 600 SmallCap Futures (SMPU5) 6640069730 /
63070
617405775053080
S&P MidCap 400 Futures (MDU4) 141030148090 /
133970
131140122660112770
S&P MidCap 400 Futures (MDZ4) 140620147680 /
133560
130730122250112360
S&P MidCap 400 Futures (MDH5) 140220147280 /
133160
130330121850111960
S&P MidCap 400 Futures (MDM5) 140020147080 /
132960
130130121650111760
S&P MidCap 400 Futures (MDU5) 139820146880 /
132760
129930121450111560
S&P MLP Index Futures (MLPU4) 291150305700 /
276600
270800253300232900
S&P MLP Index Futures (MLPZ4) 291650306200 /
277100
271300253800233400
S&P MLP Index Futures (MLPH5) 292250306800 /
277700
271900254400234000
S&P MLP Index Futures (MLPM5) 292950307500 /
278400
272600255100234700
USD-Denominated Ibovespa Index Futures (IBVQ4) 5835164175 /
52525
525255252552525
USD-Denominated Ibovespa Index Futures (IBVV4) 5931665225 /
53400
534005340053400
USD-Denominated Ibovespa Index Futures (IBVZ4) 6020166200 /
54200
542005420054200
USD-Denominated Ibovespa Index Futures (IBVG5) 6106767150 /
54975
549755497554975
Equity Limits for Nikkei Products
As of Trade Date: 07/24/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU4) 1531016450 / 1417017020 / 1360017590 / 13030
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1523016370 / 1409016940 / 1352017510 / 12950
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1522016360 / 1408016930 / 1351017500 / 12940
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1521016350 / 1407016920 / 1350017490 / 12930
Nikkei/USD Futures (NKU4) 1531016450 / 1417017020 / 1360017590 / 13030
Nikkei/USD Futures (NKZ4) 1527016410 / 1413016980 / 1356017550 / 12990
Nikkei/USD Futures (NKH5) 1534016480 / 1420017050 / 1363017620 / 13060
Nikkei/USD Futures (NKM5) 1540016540 / 1426017110 / 1369017680 / 13120
Nikkei/Yen Futures (NIYQ4) 1525016390 / 1411016960 / 1354017530 / 12970
Nikkei/Yen Futures (NIYU4) 1531016450 / 1417017020 / 1360017590 / 13030
Nikkei/Yen Futures (NIYV4) 1525016390 / 1411016960 / 1354017530 / 12970
Nikkei/Yen Futures (NIYX4) 1524016380 / 1410016950 / 1353017520 / 12960
Nikkei/Yen Futures (NIYZ4) 1524016380 / 1410016950 / 1353017520 / 12960
Nikkei/Yen Futures (NIYH5) 1523016370 / 1409016940 / 1352017510 / 12950
Nikkei/Yen Futures (NIYM5) 1522016360 / 1408016930 / 1351017500 / 12940
Nikkei/Yen Futures (NIYU5) 1521016350 / 1407016920 / 1350017490 / 12930
Nikkei/Yen Futures (NIYZ5) 1520016340 / 1406016910 / 1349017480 / 12920
Nikkei/Yen Futures (NIYH6) 1519016330 / 1405016900 / 1348017470 / 12910
Nikkei/Yen Futures (NIYM6) 1518016320 / 1404016890 / 1347017460 / 12900
Nikkei/Yen Futures (NIYU6) 1517016310 / 1403016880 / 1346017450 / 12890
Nikkei/Yen Futures (NIYZ6) 1516016300 / 1402016870 / 1345017440 / 12880
Nikkei/Yen Futures (NIYH7) 1515016290 / 1401016860 / 1344017430 / 12870
Nikkei/Yen Futures (NIYM7) 1514016280 / 1400016850 / 1343017420 / 12860
 
 
 

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