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).

  • 7%, 13%, and 20% price limits are applied to the futures fixing price and are effective from 8:30 a.m. CT – 3:00 p.m. CT. Mondays through Fridays.
  • 5% up-and-down limits are effective 5:00 p.m. - 8:30 a.m. CT. Sundays through Fridays; and 3:00 p.m. - 4:00 p.m. CT, Mondays through Fridays. Between 3:00 p.m. - 4:00 p.m. the 5% price limit will not be allowed to breech the 20% daily limit.
  • The fixing price is the volume weighted average price, VWAP, calculated during the 30 seconds of trading from 2:59:30 p.m. – 3:00:00 p.m. CT. View Equity Index Fixing Prices page
Equity Limits
As of Trade Date: 01/19/2017
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 (ESH7) 226650238000 /
215300
210750197150181250
E-mini S&P 500 Futures (ESM7) 226050237400 /
214700
210150196550180650
E-mini S&P 500 Futures (ESU7) 225600236950 /
214250
209700196100180200
E-mini S&P 500 Futures (ESZ7) 225150236500 /
213800
209250195650179750
E-mini S&P 500 Futures (ESH8) 225700237050 /
214350
209800196200180300
E-mini NASDAQ 100 Futures (NQH7) 505075530350 /
479800
469700439350403975
E-mini NASDAQ 100 Futures (NQM7) 504975530250 /
479700
469600439250403875
E-mini NASDAQ 100 Futures (NQU7) 505250530525 /
479975
469875439525404150
E-mini NASDAQ 100 Futures (NQZ7) 505400530675 /
480125
470025439675404300
E-mini NASDAQ 100 Futures (NQH8) 506250531525 /
480975
470875440525405150
E-mini Dow ($5) Futures (YMH7) 1973720727 /
18747
183511716315777
E-mini Dow ($5) Futures (YMM7) 1967520665 /
18685
182891710115715
E-mini Dow ($5) Futures (YMU7) 1962320613 /
18633
182371704915663
E-mini Dow ($5) Futures (YMZ7) 1958120571 /
18591
181951700715621
Dow Jones Real Estate Futures (JRH7) 30753229 /
2921
286026752459
Dow Jones Real Estate Futures (JRM7) 30493203 /
2895
283426492433
Dow Jones Real Estate Futures (JRU7) 30263180 /
2872
281126262410
Dow Jones Real Estate Futures (JRZ7) 30033157 /
2849
278826032387
E-mini Consumer Discretionary Select Sector Futures (XAYH7) 8469088920 /
80460
787607368067740
E-mini Consumer Discretionary Select Sector Futures (XAYM7) 8462088850 /
80390
786907361067670
E-mini Consumer Staples Select Sector Futures (XAPH7) 5251055140 /
49880
488304567041980
E-mini Consumer Staples Select Sector Futures (XAPM7) 5229054920 /
49660
486104545041760
E-mini Energy Select Sector Futures (XAEH7) 7465078390 /
70910
694106491059670
E-mini Energy Select Sector Futures (XAEM7) 7439078130 /
70650
691506465059410
E-mini Financial Select Sector Futures (XAFH7) 2847029890 /
27050
264802477022770
E-mini Financial Select Sector Futures (XAFM7) 2844029860 /
27020
264502474022740
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 718150754350 /
681950
667450623950573200
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 714450750650 /
678250
663750620250569500
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 710750746950 /
674550
660050616550565800
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 707050743250 /
670850
656350612850562100
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 703350739550 /
667150
652650609150558400
E-mini FTSE China 50 Index Futures (FT5H7) 1641517230 /
15600
152701429013140
E-mini FTSE China 50 Index Futures (FT5M7) 1638517200 /
15570
152401426013110
E-mini FTSE China 50 Index Futures (FT5U7) 1635517170 /
15540
152101423013080
E-mini FTSE China 50 Index Futures (FT5Z7) 1632517140 /
15510
151801420013050
E-mini FTSE China 50 Index Futures (FT5H8) 1629517110 /
15480
151501417013020
E-mini FTSE Developed Europe Index Futures (DVEH7) 2320524385 /
22025
215552013518480
E-mini FTSE Developed Europe Index Futures (DVEM7) 2296024140 /
21780
213101989018235
E-mini FTSE Developed Europe Index Futures (DVEU7) 2272523905 /
21545
210751965518000
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2249023670 /
21310
208401942017765
E-mini FTSE Developed Europe Index Futures (DVEH8) 2225523435 /
21075
206051918517530
E-mini FTSE Emerging Index Futures (EIH7) 4551047770 /
43250
423403962036450
E-mini FTSE Emerging Index Futures (EIM7) 4551047770 /
43250
423403962036450
E-mini FTSE Emerging Index Futures (EIU7) 4551047770 /
43250
423403962036450
E-mini FTSE Emerging Index Futures (EIZ7) 4551047770 /
43250
423403962036450
E-mini FTSE Emerging Index Futures (EIH8) 4551047770 /
43250
423403962036450
E-mini Health Care Select Sector Futures (XAVH7) 7066074190 /
67130
657106147056510
E-mini Health Care Select Sector Futures (XAVM7) 7054074070 /
67010
655906135056390
E-mini Industrial Select Sector Futures (XAIH7) 6291066060 /
59760
585005471050300
E-mini Industrial Select Sector Futures (XAIM7) 6274065890 /
59590
583305454050130
E-mini IPOX 100 U.S. Index Futures (IPOH7) 243800256000 /
231600
226700212000194900
E-mini IPOX 100 U.S. Index Futures (IPOM7) 243000255200 /
230800
225900211200194100
E-mini IPOX 100 U.S. Index Futures (IPOU7) 242300254500 /
230100
225200210500193400
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 241900254100 /
229700
224800210100193000
E-mini IPOX 100 U.S. Index Futures (IPOH8) 241500253700 /
229300
224400209700192600
E-mini Materials Select Sector Futures (XABH7) 5398056680 /
51280
502004696043170
E-mini Materials Select Sector Futures (XABM7) 5387056570 /
51170
500904685043060
E-mini NASDAQ Biotechnology Index Futures (BIOH7) 289850304340 /
275360
269560252170231880
E-mini NASDAQ Biotechnology Index Futures (BIOM7) 289020303510 /
274530
268730251340231050
E-mini NASDAQ Composite Futures (QCNH7) 555450583200 /
527700
516600483250444350
E-mini NASDAQ Composite Futures (QCNM7) 556400584150 /
528650
517550484200445300
E-mini Russell 1000 Growth Index Futures (RSGH7) 107990113400 /
102580
1004109392086340
E-mini Russell 1000 Growth Index Futures (RSGM7) 107690113100 /
102280
1001109362086040
E-mini Russell 1000 Growth Index Futures (RSGU7) 107390112800 /
101980
998109332085740
E-mini Russell 1000 Growth Index Futures (RSGZ7) 107090112500 /
101680
995109302085440
E-mini Russell 1000 Growth Index Futures (RSGH8) 106790112200 /
101380
992109272085140
E-mini Russell 1000 Index Futures (RS1H7) 125760132060 /
119460
116940109370100540
E-mini Russell 1000 Index Futures (RS1M7) 125400131700 /
119100
116580109010100180
E-mini Russell 1000 Index Futures (RS1U7) 125040131340 /
118740
11622010865099820
E-mini Russell 1000 Index Futures (RS1Z7) 124710131010 /
118410
11589010832099490
E-mini Russell 1000 Index Futures (RS1H8) 124380130680 /
118080
11556010799099160
E-mini Russell 1000 Value Index Futures (RSVH7) 110700116230 /
105170
1029509631088560
E-mini Russell 1000 Value Index Futures (RSVM7) 110330115860 /
104800
1025809594088190
E-mini Russell 1000 Value Index Futures (RSVU7) 109960115490 /
104430
1022109557087820
E-mini Russell 1000 Value Index Futures (RSVZ7) 109550115080 /
104020
1018009516087410
E-mini Russell 1000 Value Index Futures (RSVH8) 109140114670 /
103610
1013909475087000
E-mini S&P 600 SmallCap Futures (SMCH7) 8323087390 /
79070
774107241066580
E-mini S&P 600 SmallCap Futures (SMCM7) 8310087260 /
78940
772807228066450
E-mini S&P 600 SmallCap Futures (SMCU7) 8297087130 /
78810
771507215066320
E-mini S&P 600 SmallCap Futures (SMCZ7) 8265086810 /
78490
768307183066000
E-mini S&P 600 SmallCap Futures (SMCH8) 8233086490 /
78170
765107151065680
E-mini S&P MidCap 400 Futures (EMDH7) 167760176150 /
159370
156010145930134170
E-mini S&P MidCap 400 Futures (EMDM7) 167010175400 /
158620
155260145180133420
E-mini S&P MidCap 400 Futures (EMDU7) 166870175260 /
158480
155120145040133280
E-mini S&P MidCap 400 Futures (EMDZ7) 166540174930 /
158150
154790144710132950
E-mini S&P MidCap 400 Futures (EMDH8) 166210174600 /
157820
154460144380132620
E-mini S&P Real Estate Select Sector Index Futures (XARH7) 1493015680 /
14180
138801298011930
E-mini S&P Real Estate Select Sector Index Futures (XARM7) 1484015590 /
14090
137901289011840
E-mini Technology Select Sector Futures (XAKH7) 4974052220 /
47260
462604327039790
E-mini Technology Select Sector Futures (XAKM7) 4965052130 /
47170
461704318039700
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 96770101580 /
91960
900408426077530
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 95720100530 /
90910
889908321076480
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 9466099470 /
89850
879308215075420
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 9360098410 /
88790
868708109074360
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 9249097300 /
87680
857607998073250
E-mini Utilities Select Sector Futures (XAUH7) 4929051760 /
46820
458204285039380
E-mini Utilities Select Sector Futures (XAUM7) 4897051440 /
46500
455004253039060
S&P 500 Futures (SPZ0) 230450241800 /
219100
214550200950185050
S&P 500 Futures (SPZ1) 232800244150 /
221450
216900203300187400
S&P 500 Futures (SPH7) 226650238000 /
215300
210750197150181250
S&P 500 Futures (SPM7) 226100237450 /
214750
210200196600180700
S&P 500 Futures (SPU7) 225650237000 /
214300
209750196150180250
S&P 500 Futures (SPZ7) 225150236500 /
213800
209250195650179750
S&P 500 Futures (SPH8) 225750237100 /
214400
209850196250180350
S&P 500 Futures (SPM8) 226350237700 /
215000
210450196850180950
S&P 500 Futures (SPU8) 226950238300 /
215600
211050197450181550
S&P 500 Futures (SPZ8) 225850237200 /
214500
209950196350180450
S&P 500 Futures (SPZ9) 228150239500 /
216800
212250198650182750
S&P 500 Growth Futures (SGH7) 125180131440 /
118920
116420108910100140
S&P 500 Growth Futures (SGM7) 124950131210 /
118690
11619010868099910
S&P 500 Value Futures (SUH7) 100280105300 /
95260
932408721080170
S&P 500 Value Futures (SUM7) 100020105040 /
95000
929808695079910
S&P MLP Total Return Index Futures (SLPH7) 489500513900 /
465100
455300425900391700
S&P MLP Total Return Index Futures (SLPM7) 491700516100 /
467300
457500428100393900
S&P MLP Total Return Index Futures (SLPU7) 493900518300 /
469500
459700430300396100
S&P MLP Total Return Index Futures (SLPZ7) 496200520600 /
471800
462000432600398400
S&P MLP Total Return Index Futures (SLPH8) 498500522900 /
474100
464300434900400700
USD-Denominated Ibovespa Index Futures (IBVG7) 6493771430 /
58445
584455844558445
USD-Denominated Ibovespa Index Futures (IBVJ7) 6597372570 /
59380
593805938059380
USD-Denominated Ibovespa Index Futures (IBVM7) 6706073765 /
60355
603556035560355
USD-Denominated Ibovespa Index Futures (IBVQ7) 6817974995 /
61365
613656136561365
Equity Limits for Nikkei Products
As of Trade Date: 01/19/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1889020280 / 1750020970 / 1681021670 / 16110
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1875020140 / 1736020830 / 1667021530 / 15970
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 1870020090 / 1731020780 / 1662021480 / 15920
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 1859019980 / 1720020670 / 1651021370 / 15810
Nikkei/USD Futures (NKH7) 1889020280 / 1750020970 / 1681021670 / 16110
Nikkei/USD Futures (NKM7) 1884020230 / 1745020920 / 1676021620 / 16060
Nikkei/USD Futures (NKU7) 1877020160 / 1738020850 / 1669021550 / 15990
Nikkei/USD Futures (NKZ7) 1869020080 / 1730020770 / 1661021470 / 15910
Nikkei/Yen Futures (NIYF7) 918400919790 / 917010920480 / 916320921180 / 915620
Nikkei/Yen Futures (NIYG7) 1889020280 / 1750020970 / 1681021670 / 16110
Nikkei/Yen Futures (NIYH7) 1889020280 / 1750020970 / 1681021670 / 16110
Nikkei/Yen Futures (NIYJ7) 1883020220 / 1744020910 / 1675021610 / 16050
Nikkei/Yen Futures (NIYK7) 1882020210 / 1743020900 / 1674021600 / 16040
Nikkei/Yen Futures (NIYM7) 1875020140 / 1736020830 / 1667021530 / 15970
Nikkei/Yen Futures (NIYU7) 1870020090 / 1731020780 / 1662021480 / 15920
Nikkei/Yen Futures (NIYZ7) 1859019980 / 1720020670 / 1651021370 / 15810
Nikkei/Yen Futures (NIYH8) 1855019940 / 1716020630 / 1647021330 / 15770
Nikkei/Yen Futures (NIYM8) 1845019840 / 1706020530 / 1637021230 / 15670
Nikkei/Yen Futures (NIYU8) 1841019800 / 1702020490 / 1633021190 / 15630
Nikkei/Yen Futures (NIYZ8) 1831019700 / 1692020390 / 1623021090 / 15530
Nikkei/Yen Futures (NIYH9) 1827019660 / 1688020350 / 1619021050 / 15490
Nikkei/Yen Futures (NIYM9) 1817019560 / 1678020250 / 1609020950 / 15390
Nikkei/Yen Futures (NIYU9) 1807019460 / 1668020150 / 1599020850 / 15290
Nikkei/Yen Futures (NIYZ9) 1797019360 / 1658020050 / 1589020750 / 15190

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