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: 06/27/2017
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 (ESU7) 243550255700 /
231400
226500211850194800
E-mini S&P 500 Futures (ESZ7) 243350255500 /
231200
226300211650194600
E-mini S&P 500 Futures (ESH8) 243200255350 /
231050
226150211500194450
E-mini S&P 500 Futures (ESM8) 243100255250 /
230950
226050211400194350
E-mini S&P 500 Futures (ESU8) 243200255350 /
231050
226150211500194450
E-mini NASDAQ 100 Futures (NQU7) 577950606825 /
549075
537525502850462400
E-mini NASDAQ 100 Futures (NQZ7) 578775607650 /
549900
538350503675463225
E-mini NASDAQ 100 Futures (NQH8) 579625608500 /
550750
539200504525464075
E-mini NASDAQ 100 Futures (NQM8) 579825608700 /
550950
539400504725464275
E-mini NASDAQ 100 Futures (NQU8) 580325609200 /
551450
539900505225464775
E-mini Dow ($5) Futures (YMU7) 2135822428 /
20288
198601857517077
E-mini Dow ($5) Futures (YMZ7) 2131522385 /
20245
198171853217034
E-mini Dow ($5) Futures (YMH8) 2128522355 /
20215
197871850217004
E-mini Dow ($5) Futures (YMM8) 2125422324 /
20184
197561847116973
Dow Jones Real Estate Futures (JRU7) 32063367 /
3045
298127872562
Dow Jones Real Estate Futures (JRZ7) 31833344 /
3022
295827642539
Dow Jones Real Estate Futures (JRH8) 31663327 /
3005
294127472522
Dow Jones Real Estate Futures (JRM8) 31513312 /
2990
292627322507
E-mini Consumer Discretionary Select Sector Futures (XAYU7) 9067095200 /
86140
843307889072540
E-mini Consumer Discretionary Select Sector Futures (XAYZ7) 9070095230 /
86170
843607892072570
E-mini Consumer Staples Select Sector Futures (XAPU7) 5597058770 /
53170
520504868044750
E-mini Consumer Staples Select Sector Futures (XAPZ7) 5578058580 /
52980
518604849044560
E-mini Energy Select Sector Futures (XAEU7) 6427067490 /
61050
597605589051380
E-mini Energy Select Sector Futures (XAEZ7) 6405067270 /
60830
595405567051160
E-mini Financial Select Sector Futures (XAFU7) 2955031020 /
28080
274902571023640
E-mini Financial Select Sector Futures (XAFZ7) 2953031000 /
28060
274702569023620
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 739200776400 /
702000
687100642400590300
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 735500772700 /
698300
683400638700586600
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 731800769000 /
694600
679700635000582900
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 728100765300 /
690900
676000631300579200
E-mini FTSE 100 Index (GBP) Futures (FT1U8) 724400761600 /
687200
672300627600575500
E-mini FTSE China 50 Index Futures (FT5U7) 1758018475 /
16685
163301525013995
E-mini FTSE China 50 Index Futures (FT5Z7) 1755018445 /
16655
163001522013965
E-mini FTSE China 50 Index Futures (FT5H8) 1752018415 /
16625
162701519013935
E-mini FTSE China 50 Index Futures (FT5M8) 1728018175 /
16385
160301495013695
E-mini FTSE China 50 Index Futures (FT5U8) 1704017935 /
16145
157901471013455
E-mini FTSE Developed Europe Index Futures (DVEU7) 2485026110 /
23590
230852157019800
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2461525875 /
23355
228502133519565
E-mini FTSE Developed Europe Index Futures (DVEH8) 2438025640 /
23120
226152110019330
E-mini FTSE Developed Europe Index Futures (DVEM8) 2396025220 /
22700
221952068018910
E-mini FTSE Developed Europe Index Futures (DVEU8) 2382525085 /
22565
220602054518775
E-mini FTSE Emerging Index Futures (EIU7) 5000052500 /
47500
465004349039980
E-mini FTSE Emerging Index Futures (EIZ7) 5000052500 /
47500
465004349039980
E-mini FTSE Emerging Index Futures (EIH8) 5000052500 /
47500
465004349039980
E-mini FTSE Emerging Index Futures (EIM8) 4940051900 /
46900
459004289039380
E-mini FTSE Emerging Index Futures (EIU8) 4880051300 /
46300
453004229038780
E-mini Health Care Select Sector Futures (XAVU7) 8072084750 /
76690
750707023064580
E-mini Health Care Select Sector Futures (XAVZ7) 8071084740 /
76680
750607022064570
E-mini Industrial Select Sector Futures (XAIU7) 6810071500 /
64700
633305925054470
E-mini Industrial Select Sector Futures (XAIZ7) 6801071410 /
64610
632405916054380
E-mini IPOX 100 U.S. Index Futures (IPOU7) 268000281400 /
254600
249200233000214200
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 267600281000 /
254200
248800232600213800
E-mini IPOX 100 U.S. Index Futures (IPOH8) 267200280600 /
253800
248400232200213400
E-mini IPOX 100 U.S. Index Futures (IPOM8) 266500279900 /
253100
247700231500212700
E-mini IPOX 100 U.S. Index Futures (IPOU8) 265800279200 /
252400
247000230800212000
E-mini Materials Select Sector Futures (XABU7) 5725060110 /
54390
532404980045790
E-mini Materials Select Sector Futures (XABZ7) 5719060050 /
54330
531804974045730
E-mini NASDAQ Biotechnology Index Futures (BIOU7) 334140350860 /
317420
310740290670267260
E-mini NASDAQ Biotechnology Index Futures (BIOZ7) 333310350030 /
316590
309910289840266430
E-mini NASDAQ Composite Futures (QCNU7) 624150655350 /
592950
580450542950499250
E-mini NASDAQ Composite Futures (QCNZ7) 625100656300 /
593900
581400543900500200
E-mini Russell 1000 Growth Index Futures (RSGU7) 120700126730 /
114670
11225010501096550
E-mini Russell 1000 Growth Index Futures (RSGZ7) 120400126430 /
114370
11195010471096250
E-mini Russell 1000 Growth Index Futures (RSGH8) 120100126130 /
114070
11165010441095950
E-mini Russell 1000 Growth Index Futures (RSGM8) 119730125760 /
113700
11128010404095580
E-mini Russell 1000 Growth Index Futures (RSGU8) 119360125390 /
113330
11091010367095210
E-mini Russell 1000 Index Futures (RS1U7) 135080141840 /
128320
125620117510108040
E-mini Russell 1000 Index Futures (RS1Z7) 134750141510 /
127990
125290117180107710
E-mini Russell 1000 Index Futures (RS1H8) 134420141180 /
127660
124960116850107380
E-mini Russell 1000 Index Futures (RS1M8) 134060140820 /
127300
124600116490107020
E-mini Russell 1000 Index Futures (RS1U8) 133730140490 /
126970
124270116160106690
E-mini Russell 1000 Value Index Futures (RSVU7) 113750119450 /
108050
1057709893090950
E-mini Russell 1000 Value Index Futures (RSVZ7) 113340119040 /
107640
1053609852090540
E-mini Russell 1000 Value Index Futures (RSVH8) 112930118630 /
107230
1049509811090130
E-mini Russell 1000 Value Index Futures (RSVM8) 112350118050 /
106650
1043709753089550
E-mini Russell 1000 Value Index Futures (RSVU8) 111770117470 /
106070
1037909695088970
E-mini S&P 600 SmallCap Futures (SMCU7) 8541089680 /
81140
794307431068330
E-mini S&P 600 SmallCap Futures (SMCZ7) 8509089360 /
80820
791107399068010
E-mini S&P 600 SmallCap Futures (SMCH8) 8477089040 /
80500
787907367067690
E-mini S&P 600 SmallCap Futures (SMCM8) 8451088780 /
80240
785307341067430
E-mini S&P 600 SmallCap Futures (SMCU8) 8438088650 /
80110
784007328067300
E-mini S&P MidCap 400 Futures (EMDU7) 175020183770 /
166270
162770152270140010
E-mini S&P MidCap 400 Futures (EMDZ7) 174690183440 /
165940
162440151940139680
E-mini S&P MidCap 400 Futures (EMDH8) 174360183110 /
165610
162110151610139350
E-mini S&P MidCap 400 Futures (EMDM8) 174220182970 /
165470
161970151470139210
E-mini S&P MidCap 400 Futures (EMDU8) 173890182640 /
165140
161640151140138880
E-mini S&P Real Estate Select Sector Index Futures (XARU7) 1574516530 /
14960
146401369512590
E-mini S&P Real Estate Select Sector Index Futures (XARZ7) 1567016455 /
14885
145651362012515
E-mini Technology Select Sector Futures (XAKU7) 5627059080 /
53460
523404896045020
E-mini Technology Select Sector Futures (XAKZ7) 5627059080 /
53460
523404896045020
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 101960107080 /
96840
947908864081460
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 100900106020 /
95780
937308758080400
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 99790104910 /
94670
926208647079290
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 100330105450 /
95210
931608701079830
E-mini USD Denominated FTSE 100 Index Futures (FTUU8) 100870105990 /
95750
937008755080370
E-mini Utilities Select Sector Futures (XAUU7) 5399056700 /
51280
502004694043140
E-mini Utilities Select Sector Futures (XAUZ7) 5373056440 /
51020
499404668042880
S&P 500 Futures (SPZ0) 249900262050 /
237750
232850218200201150
S&P 500 Futures (SPZ1) 255350267500 /
243200
238300223650206600
S&P 500 Futures (SPU7) 243550255700 /
231400
226500211850194800
S&P 500 Futures (SPZ7) 243350255500 /
231200
226300211650194600
S&P 500 Futures (SPH8) 243150255300 /
231000
226100211450194400
S&P 500 Futures (SPM8) 243050255200 /
230900
226000211350194300
S&P 500 Futures (SPU8) 243150255300 /
231000
226100211450194400
S&P 500 Futures (SPZ8) 243650255800 /
231500
226600211950194900
S&P 500 Futures (SPH9) 244050256200 /
231900
227000212350195300
S&P 500 Futures (SPM9) 244500256650 /
232350
227450212800195750
S&P 500 Futures (SPZ9) 245950258100 /
233800
228900214250197200
S&P 500 Growth Futures (SGU7) 138970145930 /
132010
129230120870111130
S&P 500 Growth Futures (SGZ7) 139050146010 /
132090
129310120950111210
S&P 500 Value Futures (SUU7) 103350108520 /
98180
961108990082650
S&P 500 Value Futures (SUZ7) 103190108360 /
98020
959508974082490
S&P MLP Total Return Index Futures (SLPU7) 450000472800 /
427200
418000390600358500
S&P MLP Total Return Index Futures (SLPZ7) 452300475100 /
429500
420300392900360800
S&P MLP Total Return Index Futures (SLPH8) 454600477400 /
431800
422600395200363100
S&P MLP Total Return Index Futures (SLPM8) 450200473000 /
427400
418200390800358700
S&P MLP Total Return Index Futures (SLPU8) 445800468600 /
423000
413800386400354300
USD-Denominated Ibovespa Index Futures (IBVQ7) 6192268110 /
55730
557305573055730
USD-Denominated Ibovespa Index Futures (IBVV7) 6276269035 /
56490
564905649056490
USD-Denominated Ibovespa Index Futures (IBVZ7) 6345169795 /
57110
571105711057110
USD-Denominated Ibovespa Index Futures (IBVG8) 6416970585 /
57755
577555775557755
Equity Limits for Nikkei Products
As of Trade Date: 06/27/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 2012021680 / 1856022460 / 1778023240 / 17000
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 1999021550 / 1843022330 / 1765023110 / 16870
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 1995021510 / 1839022290 / 1761023070 / 16830
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) 1985021410 / 1829022190 / 1751022970 / 16730
Nikkei/USD Futures (NKU7) 2012021680 / 1856022460 / 1778023240 / 17000
Nikkei/USD Futures (NKZ7) 2005021610 / 1849022390 / 1771023170 / 16930
Nikkei/USD Futures (NKH8) 1997021530 / 1841022310 / 1763023090 / 16850
Nikkei/USD Futures (NKM8) 1990021460 / 1834022240 / 1756023020 / 16780
Nikkei/Yen Futures (NIYH0) 1927020830 / 1771021610 / 1693022390 / 16150
Nikkei/Yen Futures (NIYM0) 1917020730 / 1761021510 / 1683022290 / 16050
Nikkei/Yen Futures (NIYN7) 2013021690 / 1857022470 / 1779023250 / 17010
Nikkei/Yen Futures (NIYQ7) 2011021670 / 1855022450 / 1777023230 / 16990
Nikkei/Yen Futures (NIYU7) 2012021680 / 1856022460 / 1778023240 / 17000
Nikkei/Yen Futures (NIYV7) 2009021650 / 1853022430 / 1775023210 / 16970
Nikkei/Yen Futures (NIYZ7) 1999021550 / 1843022330 / 1765023110 / 16870
Nikkei/Yen Futures (NIYH8) 1995021510 / 1839022290 / 1761023070 / 16830
Nikkei/Yen Futures (NIYM8) 1985021410 / 1829022190 / 1751022970 / 16730
Nikkei/Yen Futures (NIYU8) 1981021370 / 1825022150 / 1747022930 / 16690
Nikkei/Yen Futures (NIYZ8) 1971021270 / 1815022050 / 1737022830 / 16590
Nikkei/Yen Futures (NIYH9) 1967021230 / 1811022010 / 1733022790 / 16550
Nikkei/Yen Futures (NIYM9) 1957021130 / 1801021910 / 1723022690 / 16450
Nikkei/Yen Futures (NIYU9) 1947021030 / 1791021810 / 1713022590 / 16350
Nikkei/Yen Futures (NIYZ9) 1937020930 / 1781021710 / 1703022490 / 16250

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