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: 10/31/2014
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 (ESZ4) 198850208800 /
188900
184900172950159000
E-mini S&P 500 Futures (ESH5) 198050208000 /
188100
184100172150158200
E-mini S&P 500 Futures (ESM5) 197300207250 /
187350
183350171400157450
E-mini S&P 500 Futures (ESU5) 196600206550 /
186650
182650170700156750
E-mini S&P 500 Futures (ESZ5) 196000205950 /
186050
182050170100156150
E-mini NASDAQ 100 Futures (NQZ4) 409225429725 /
388725
380525355925327225
E-mini NASDAQ 100 Futures (NQH5) 408475428975 /
387975
379775355175326475
E-mini NASDAQ 100 Futures (NQM5) 407275427775 /
386775
378575353975325275
E-mini NASDAQ 100 Futures (NQU5) 405850426350 /
385350
377150352550323850
E-mini NASDAQ 100 Futures (NQZ5) 405850426350 /
385350
377150352550323850
E-mini Dow ($5) Futures (YMZ4) 1712017979 /
16261
159171488513681
E-mini Dow ($5) Futures (YMH5) 1704417903 /
16185
158411480913605
E-mini Dow ($5) Futures (YMM5) 1695817817 /
16099
157551472313519
E-mini Dow ($5) Futures (YMU5) 1686817727 /
16009
156651463313429
Big Dow DJIA ($25) Futures (DOZ4) 1712017979 /
16261
159171488513681
DJIA ($10) Futures (DJZ4) 1712017979 /
16261
159171488513681
DJIA ($10) Futures (DJH5) 1704417903 /
16185
158411480913605
DJIA ($10) Futures (DJM5) 1695817817 /
16099
157551472313519
DJIA ($10) Futures (DJU5) 1686817727 /
16009
156651463313429
Dow Jones Real Estate Futures (JRZ4) 28893046 /
2732
266924792258
Dow Jones Real Estate Futures (JRH5) 28823039 /
2725
266224722251
Dow Jones Real Estate Futures (JRM5) 28753032 /
2718
265524652244
Dow Jones Real Estate Futures (JRU5) 28753032 /
2718
265524652244
E-mini Consumer Discretionary Select Sector Futures (XAYZ4) 6755070930 /
64170
628105874054000
E-mini Consumer Discretionary Select Sector Futures (XAYH5) 6740070780 /
64020
626605859053850
E-mini Consumer Staples Select Sector Futures (XAPZ4) 4637048690 /
44050
431204033037080
E-mini Consumer Staples Select Sector Futures (XAPH5) 4610048420 /
43780
428504006036810
E-mini Energy Select Sector Futures (XAEZ4) 8550089790 /
81210
794907433068310
E-mini Energy Select Sector Futures (XAEH5) 8509089380 /
80800
790807392067900
E-mini Financial Select Sector Futures (XAFZ4) 2344024610 /
22270
218002039018740
E-mini Financial Select Sector Futures (XAFH5) 2337024540 /
22200
217302032018670
E-mini Health Care Select Sector Futures (XAVZ4) 6707070430 /
63710
623705833053630
E-mini Health Care Select Sector Futures (XAVH5) 6689070250 /
63530
621905815053450
E-mini Industrial Select Sector Futures (XAIZ4) 5449057220 /
51760
506704739043560
E-mini Industrial Select Sector Futures (XAIH5) 5427057000 /
51540
504504717043340
E-mini Materials Select Sector Futures (XABZ4) 5015052660 /
47640
466304362040100
E-mini Materials Select Sector Futures (XABH5) 4995052460 /
47440
464304342039900
E-mini NASDAQ Biotechnology Index Futures (BIOZ4) 307040322550 /
291530
285320266690244970
E-mini NASDAQ Biotechnology Index Futures (BIOH5) 309090324600 /
293580
287370268740247020
E-mini NASDAQ Composite Futures (QCNZ4) 454650477450 /
431850
422700395300363350
E-mini NASDAQ Composite Futures (QCNH5) 455600478400 /
432800
423650396250364300
E-mini S&P 600 SmallCap Futures (SMCZ4) 6677070110 /
63430
621005808053410
E-mini S&P 600 SmallCap Futures (SMCH5) 6674070080 /
63400
620705805053380
E-mini S&P 600 SmallCap Futures (SMCM5) 6671070050 /
63370
620405802053350
E-mini S&P 600 SmallCap Futures (SMCU5) 6668070020 /
63340
620105799053320
E-mini S&P 600 SmallCap Futures (SMCZ5) 6659069930 /
63250
619205790053230
E-mini S&P MidCap 400 Futures (EMDZ4) 139870146870 /
132870
130060121650111840
E-mini S&P MidCap 400 Futures (EMDH5) 139470146470 /
132470
129660121250111440
E-mini S&P MidCap 400 Futures (EMDM5) 139270146270 /
132270
129460121050111240
E-mini S&P MidCap 400 Futures (EMDU5) 139070146070 /
132070
129260120850111040
E-mini S&P MidCap 400 Futures (EMDZ5) 139170146170 /
132170
129360120950111140
E-mini Technology Select Sector Futures (XAKZ4) 3984041830 /
37850
370503465031860
E-mini Technology Select Sector Futures (XAKH5) 3972041710 /
37730
369303453031740
E-mini Utilities Select Sector Futures (XAUZ4) 4566047950 /
43370
424503969036480
E-mini Utilities Select Sector Futures (XAUH5) 4529047580 /
43000
420803932036110
NASDAQ 100 Futures (NDZ4) 409225429725 /
388725
380525355925327225
NASDAQ 100 Futures (NDH5) 408475428975 /
387975
379775355175326475
NASDAQ 100 Futures (NDM5) 407275427775 /
386775
378575353975325275
NASDAQ 100 Futures (NDU5) 405850426350 /
385350
377150352550323850
NASDAQ 100 Futures (NDZ5) 405850426350 /
385350
377150352550323850
S&P 500 Futures (SPZ4) 198850208800 /
188900
184900172950159000
S&P 500 Futures (SPH5) 198050208000 /
188100
184100172150158200
S&P 500 Futures (SPM5) 197300207250 /
187350
183350171400157450
S&P 500 Futures (SPU5) 196600206550 /
186650
182650170700156750
S&P 500 Futures (SPZ5) 196000205950 /
186050
182050170100156150
S&P 500 Futures (SPH6) 195450205400 /
185500
181500169550155600
S&P 500 Futures (SPM6) 194900204850 /
184950
180950169000155050
S&P 500 Futures (SPU6) 194750204700 /
184800
180800168850154900
S&P 500 Futures (SPZ6) 194600204550 /
184650
180650168700154750
S&P 500 Futures (SPZ7) 195350205300 /
185400
181400169450155500
S&P 500 Futures (SPZ8) 197700207650 /
187750
183750171800157850
S&P 500 Growth Futures (SGZ4) 108820114260 /
103380
1012009466087030
S&P 500 Growth Futures (SGH5) 108550113990 /
103110
1009309439086760
S&P 500 Value Futures (SUZ4) 8907093550 /
84590
828007743071150
S&P 500 Value Futures (SUH5) 8863093110 /
84150
823607699070710
S&P 600 SmallCap Futures (SMPZ4) 6677070110 /
63430
621005808053410
S&P 600 SmallCap Futures (SMPH5) 6674070080 /
63400
620705805053380
S&P 600 SmallCap Futures (SMPM5) 6671070050 /
63370
620405802053350
S&P 600 SmallCap Futures (SMPU5) 6668070020 /
63340
620105799053320
S&P 600 SmallCap Futures (SMPZ5) 6659069930 /
63250
619205790053230
S&P MidCap 400 Futures (MDZ4) 139870146870 /
132870
130060121650111840
S&P MidCap 400 Futures (MDH5) 139470146470 /
132470
129660121250111440
S&P MidCap 400 Futures (MDM5) 139270146270 /
132270
129460121050111240
S&P MidCap 400 Futures (MDU5) 139070146070 /
132070
129260120850111040
S&P MidCap 400 Futures (MDZ5) 139170146170 /
132170
129360120950111140
S&P MLP Index Futures (MLPZ4) 279700293650 /
265750
260150243350223750
S&P MLP Index Futures (MLPH5) 280300294250 /
266350
260750243950224350
S&P MLP Index Futures (MLPM5) 281000294950 /
267050
261450244650225050
S&P MLP Index Futures (MLPU5) 281700295650 /
267750
262150245350225750
USD-Denominated Ibovespa Index Futures (IBVZ4) 5146856610 /
46325
463254632546325
USD-Denominated Ibovespa Index Futures (IBVG5) 5228357510 /
47055
470554705547055
USD-Denominated Ibovespa Index Futures (IBVJ5) 5310058410 /
47790
477904779047790
USD-Denominated Ibovespa Index Futures (IBVM5) 5401359410 /
48615
486154861548615
Equity Limits for Nikkei Products
As of Trade Date: 10/31/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1567016890 / 1445017510 / 1383018120 / 13220
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1566016880 / 1444017500 / 1382018110 / 13210
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1565016870 / 1443017490 / 1381018100 / 13200
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1564016860 / 1442017480 / 1380018090 / 13190
Nikkei/USD Futures (NKZ4) 1567016890 / 1445017510 / 1383018120 / 13220
Nikkei/USD Futures (NKH5) 1569016910 / 1447017530 / 1385018140 / 13240
Nikkei/USD Futures (NKM5) 1576016980 / 1454017600 / 1392018210 / 13310
Nikkei/USD Futures (NKU5) 1582017040 / 1460017660 / 1398018270 / 13370
Nikkei/Yen Futures (NIYX4) 1567016890 / 1445017510 / 1383018120 / 13220
Nikkei/Yen Futures (NIYZ4) 1567016890 / 1445017510 / 1383018120 / 13220
Nikkei/Yen Futures (NIYF5) 1566016880 / 1444017500 / 1382018110 / 13210
Nikkei/Yen Futures (NIYG5) 1566016880 / 1444017500 / 1382018110 / 13210
Nikkei/Yen Futures (NIYH5) 1565016870 / 1443017490 / 1381018100 / 13200
Nikkei/Yen Futures (NIYM5) 1564016860 / 1442017480 / 1380018090 / 13190
Nikkei/Yen Futures (NIYU5) 1563016850 / 1441017470 / 1379018080 / 13180
Nikkei/Yen Futures (NIYZ5) 1562016840 / 1440017460 / 1378018070 / 13170
Nikkei/Yen Futures (NIYH6) 1561016830 / 1439017450 / 1377018060 / 13160
Nikkei/Yen Futures (NIYM6) 1560016820 / 1438017440 / 1376018050 / 13150
Nikkei/Yen Futures (NIYU6) 1559016810 / 1437017430 / 1375018040 / 13140
Nikkei/Yen Futures (NIYZ6) 1558016800 / 1436017420 / 1374018030 / 13130
Nikkei/Yen Futures (NIYH7) 1557016790 / 1435017410 / 1373018020 / 13120
Nikkei/Yen Futures (NIYM7) 1556016780 / 1434017400 / 1372018010 / 13110
Nikkei/Yen Futures (NIYU7) 1555016770 / 1433017390 / 1371018000 / 13100
 
 
 

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