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: 04/23/2014
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 (ESM4) 187300196650 /
177950
174150162900149750
E-mini S&P 500 Futures (ESU4) 186550195900 /
177200
173400162150149000
E-mini S&P 500 Futures (ESZ4) 185800195150 /
176450
172650161400148250
E-mini S&P 500 Futures (ESH5) 185050194400 /
175700
171900160650147500
E-mini S&P 500 Futures (ESM5) 184400193750 /
175050
171250160000146850
E-mini NASDAQ 100 Futures (NQM4) 357900375825 /
339975
332800311250286125
E-mini NASDAQ 100 Futures (NQU4) 357175375100 /
339250
332075310525285400
E-mini NASDAQ 100 Futures (NQZ4) 356550374475 /
338625
331450309900284775
E-mini NASDAQ 100 Futures (NQH5) 355775373700 /
337850
330675309125284000
E-mini NASDAQ 100 Futures (NQM5) 354350372275 /
336425
329250307700282575
E-mini Dow ($5) Futures (YMM4) 1644917274 /
15624
152931430313147
E-mini Dow ($5) Futures (YMU4) 1637717202 /
15552
152211423113075
E-mini Dow ($5) Futures (YMZ4) 1630217127 /
15477
151461415613000
E-mini Dow ($5) Futures (YMH5) 1622317048 /
15398
150671407712921
Big Dow DJIA ($25) Futures (DOM4) 1644917274 /
15624
152931430313147
Big Dow DJIA ($25) Futures (DOU4) 1637717202 /
15552
152211423113075
Big Dow DJIA ($25) Futures (DOZ4) 1630217127 /
15477
151461415613000
Big Dow DJIA ($25) Futures (DOH5) 1622317048 /
15398
150671407712921
DJIA ($10) Futures (DJM4) 1644917274 /
15624
152931430313147
DJIA ($10) Futures (DJU4) 1637717202 /
15552
152211423113075
DJIA ($10) Futures (DJZ4) 1630217127 /
15477
151461415613000
DJIA ($10) Futures (DJH5) 1622317048 /
15398
150671407712921
Dow Jones Real Estate Futures (JRM4) 26912836 /
2546
248723122108
Dow Jones Real Estate Futures (JRU4) 26932838 /
2548
248923142110
Dow Jones Real Estate Futures (JRZ4) 26862831 /
2541
248223072103
Dow Jones Real Estate Futures (JRH5) 26792824 /
2534
247523002096
E-mini Consumer Discretionary Sector Futures (XAYM4) 6465067890 /
61410
601205623051690
E-mini Consumer Discretionary Sector Futures (XAYU4) 6450067740 /
61260
599705608051540
E-mini Consumer Staples Sector Futures (XAPM4) 4358045760 /
41400
405203790034840
E-mini Consumer Staples Sector Futures (XAPU4) 4334045520 /
41160
402803766034600
E-mini Energy Sector Futures (XAEM4) 9324097920 /
88560
866908107074520
E-mini Energy Sector Futures (XAEU4) 9286097540 /
88180
863108069074140
E-mini Financial Sector Futures (XAFM4) 2189022980 /
20800
203601904017500
E-mini Financial Sector Futures (XAFU4) 2183022920 /
20740
203001898017440
E-mini Health Care Sector Futures (XAVM4) 5828061200 /
55360
542005069046600
E-mini Health Care Sector Futures (XAVU4) 5810061020 /
55180
540205051046420
E-mini Industrial Sector Futures (XAIM4) 5277055410 /
50130
490704589042190
E-mini Industrial Sector Futures (XAIU4) 5257055210 /
49930
488704569041990
E-mini Materials Sector Futures (XABM4) 5034052860 /
47820
468104378040250
E-mini Materials Sector Futures (XABU4) 5014052660 /
47620
466104358040050
E-mini NASDAQ Biotech Futures (BIOM4) 241910254160 /
229660
224760210050192900
E-mini NASDAQ Biotech Futures (BIOU4) 241130253380 /
228880
223980209270192120
E-mini NASDAQ Composite Futures (QCNM4) 414250435050 /
393450
385150360200331050
E-mini NASDAQ Composite Futures (QCNU4) 415950436750 /
395150
386850361900332750
E-mini S&P 500 Euro Denominated Futures (EMEM4) 187300196650 /
177950
174150162900149750
E-mini S&P 500 Euro Denominated Futures (EMEU4) 186550195900 /
177200
173400162150149000
E-mini S&P 500 Euro Denominated Futures (EMEZ4) 185800195150 /
176450
172650161400148250
E-mini S&P 500 Euro Denominated Futures (EMEH5) 185050194400 /
175700
171900160650147500
E-mini S&P 500 Euro Denominated Futures (EMEM5) 184400193750 /
175050
171250160000146850
E-mini S&P 600 SmallCap Futures (SMCM4) 6647069790 /
63150
618205782053160
E-mini S&P 600 SmallCap Futures (SMCU4) 6644069760 /
63120
617905779053130
E-mini S&P 600 SmallCap Futures (SMCZ4) 6641069730 /
63090
617605776053100
E-mini S&P 600 SmallCap Futures (SMCH5) 6638069700 /
63060
617305773053070
E-mini S&P 600 SmallCap Futures (SMCM5) 6635069670 /
63030
617005770053040
E-mini S&P MidCap 400 Futures (EMDM4) 136190143010 /
129370
126640118450108890
E-mini S&P MidCap 400 Futures (EMDU4) 135990142810 /
129170
126440118250108690
E-mini S&P MidCap 400 Futures (EMDZ4) 135680142500 /
128860
126130117940108380
E-mini S&P MidCap 400 Futures (EMDH5) 135480142300 /
128660
125930117740108180
E-mini S&P MidCap 400 Futures (EMDM5) 135280142100 /
128460
125730117540107980
E-mini Technology Sector Futures (XAKM4) 3626038070 /
34450
337203154028990
E-mini Technology Sector Futures (XAKU4) 3612037930 /
34310
335803140028850
E-mini Utilities Sector Futures (XAUM4) 4248044610 /
40350
394903692033930
E-mini Utilities Sector Futures (XAUU4) 4211044240 /
39980
391203655033560
NASDAQ 100 Futures (NDM4) 357900375825 /
339975
332800311250286125
NASDAQ 100 Futures (NDU4) 357175375100 /
339250
332075310525285400
NASDAQ 100 Futures (NDZ4) 356550374475 /
338625
331450309900284775
NASDAQ 100 Futures (NDH5) 355775373700 /
337850
330675309125284000
NASDAQ 100 Futures (NDM5) 354350372275 /
336425
329250307700282575
S&P 500 Futures (SPM4) 187300196650 /
177950
174150162900149750
S&P 500 Futures (SPU4) 186550195900 /
177200
173400162150149000
S&P 500 Futures (SPZ4) 185800195150 /
176450
172650161400148250
S&P 500 Futures (SPH5) 185050194400 /
175700
171900160650147500
S&P 500 Futures (SPM5) 184400193750 /
175050
171250160000146850
S&P 500 Futures (SPU5) 183300192650 /
173950
170150158900145750
S&P 500 Futures (SPZ5) 182650192000 /
173300
169500158250145100
S&P 500 Futures (SPH6) 182100191450 /
172750
168950157700144550
S&P 500 Futures (SPZ6) 181200190550 /
171850
168050156800143650
S&P 500 Futures (SPZ7) 182250191600 /
172900
169100157850144700
S&P 500 Futures (SPZ8) 184900194250 /
175550
171750160500147350
S&P 500 Growth Futures (SGM4) 100280105300 /
95260
932508723080200
S&P 500 Growth Futures (SGU4) 100000105020 /
94980
929708695079920
S&P 500 Value Futures (SUM4) 8603090350 /
81710
799807478068730
S&P 500 Value Futures (SUU4) 8562089940 /
81300
795707437068320
S&P 600 SmallCap Futures (SMPM4) 6647069790 /
63150
618205782053160
S&P 600 SmallCap Futures (SMPU4) 6644069760 /
63120
617905779053130
S&P 600 SmallCap Futures (SMPZ4) 6641069730 /
63090
617605776053100
S&P 600 SmallCap Futures (SMPH5) 6638069700 /
63060
617305773053070
S&P 600 SmallCap Futures (SMPM5) 6635069670 /
63030
617005770053040
S&P MidCap 400 Futures (MDM4) 136190143010 /
129370
126640118450108890
S&P MidCap 400 Futures (MDU4) 135990142810 /
129170
126440118250108690
S&P MidCap 400 Futures (MDZ4) 135680142500 /
128860
126130117940108380
S&P MidCap 400 Futures (MDH5) 135480142300 /
128660
125930117740108180
S&P MidCap 400 Futures (MDM5) 135280142100 /
128460
125730117540107980
S&P MLP Index Futures (MLPM4) 266250279550 /
252950
247650231650213000
S&P MLP Index Futures (MLPU4) 266650279950 /
253350
248050232050213400
S&P MLP Index Futures (MLPZ4) 267150280450 /
253850
248550232550213900
S&P MLP Index Futures (MLPH5) 267750281050 /
254450
249150233150214500
USD-Denominated Ibovespa Index Futures (IBVM4) 5285158125 /
47575
475754757547575
USD-Denominated Ibovespa Index Futures (IBVQ4) 5356958925 /
48225
482254822548225
USD-Denominated Ibovespa Index Futures (IBVV4) 5441959850 /
49000
490004900049000
USD-Denominated Ibovespa Index Futures (IBVZ4) 5529560800 /
49775
497754977549775
Equity Limits for Nikkei Products
As of Trade Date: 04/23/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM4) 1439015560 / 1322016150 / 1263016740 / 12040
E-mini Nikkei 225 - Yen denominated Futures (ENYU4) 1439015560 / 1322016150 / 1263016740 / 12040
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1438015550 / 1321016140 / 1262016730 / 12030
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1437015540 / 1320016130 / 1261016720 / 12020
Nikkei/USD Futures (NKM4) 1439015560 / 1322016150 / 1263016740 / 12040
Nikkei/USD Futures (NKU4) 1447015640 / 1330016230 / 1271016820 / 12120
Nikkei/USD Futures (NKZ4) 1453015700 / 1336016290 / 1277016880 / 12180
Nikkei/USD Futures (NKH5) 1459015760 / 1342016350 / 1283016940 / 12240
Nikkei/Yen Futures (NIYK4) 1439015560 / 1322016150 / 1263016740 / 12040
Nikkei/Yen Futures (NIYM4) 1439015560 / 1322016150 / 1263016740 / 12040
Nikkei/Yen Futures (NIYN4) 1439015560 / 1322016150 / 1263016740 / 12040
Nikkei/Yen Futures (NIYQ4) 1438015550 / 1321016140 / 1262016730 / 12030
Nikkei/Yen Futures (NIYU4) 1438015550 / 1321016140 / 1262016730 / 12030
Nikkei/Yen Futures (NIYZ4) 1437015540 / 1320016130 / 1261016720 / 12020
Nikkei/Yen Futures (NIYH5) 1436015530 / 1319016120 / 1260016710 / 12010
Nikkei/Yen Futures (NIYM5) 1435015520 / 1318016110 / 1259016700 / 12000
Nikkei/Yen Futures (NIYU5) 1434015510 / 1317016100 / 1258016690 / 11990
Nikkei/Yen Futures (NIYZ5) 1433015500 / 1316016090 / 1257016680 / 11980
Nikkei/Yen Futures (NIYH6) 1432015490 / 1315016080 / 1256016670 / 11970
Nikkei/Yen Futures (NIYM6) 1431015480 / 1314016070 / 1255016660 / 11960
Nikkei/Yen Futures (NIYU6) 1430015470 / 1313016060 / 1254016650 / 11950
Nikkei/Yen Futures (NIYZ6) 1429015460 / 1312016050 / 1253016640 / 11940
Nikkei/Yen Futures (NIYH7) 1428015450 / 1311016040 / 1252016630 / 11930
 
 
 

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