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: 05/05/2016
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 (ESM6) 204450214700 /
194200
190100177800163450
E-mini S&P 500 Futures (ESU6) 203650213900 /
193400
189300177000162650
E-mini S&P 500 Futures (ESZ6) 202950213200 /
192700
188600176300161950
E-mini S&P 500 Futures (ESH7) 202400212650 /
192150
188050175750161400
E-mini S&P 500 Futures (ESM7) 202100212350 /
191850
187750175450161100
E-mini NASDAQ 100 Futures (NQM6) 430300451850 /
408750
400125374250344075
E-mini NASDAQ 100 Futures (NQU6) 429575451125 /
408025
399400373525343350
E-mini NASDAQ 100 Futures (NQZ6) 429300450850 /
407750
399125373250343075
E-mini NASDAQ 100 Futures (NQH7) 429475451025 /
407925
399300373425343250
E-mini NASDAQ 100 Futures (NQM7) 428600450150 /
407050
398425372550342375
E-mini Dow ($5) Futures (YMM6) 1756818450 /
16686
163331527414038
E-mini Dow ($5) Futures (YMU6) 1748018362 /
16598
162451518613950
E-mini Dow ($5) Futures (YMZ6) 1741718299 /
16535
161821512313887
E-mini Dow ($5) Futures (YMH7) 1735718239 /
16475
161221506313827
Dow Jones Real Estate Futures (JRM6) 30913245 /
2937
287526892473
Dow Jones Real Estate Futures (JRU6) 30913245 /
2937
287526892473
Dow Jones Real Estate Futures (JRZ6) 30663220 /
2912
285026642448
Dow Jones Real Estate Futures (JRH7) 30413195 /
2887
282526392423
E-mini Consumer Discretionary Select Sector Futures (XAYM6) 7956083540 /
75580
739806920063620
E-mini Consumer Discretionary Select Sector Futures (XAYU6) 7936083340 /
75380
737806900063420
E-mini Consumer Staples Select Sector Futures (XAPM6) 5298055630 /
50330
492604608042360
E-mini Consumer Staples Select Sector Futures (XAPU6) 5273055380 /
50080
490104583042110
E-mini Energy Select Sector Futures (XAEM6) 6468067930 /
61430
601305622051670
E-mini Energy Select Sector Futures (XAEU6) 6432067570 /
61070
597705586051310
E-mini Financial Select Sector Futures (XAFM6) 2294024090 /
21790
213301995018340
E-mini Financial Select Sector Futures (XAFU6) 2285024000 /
21700
212401986018250
E-mini FTSE 100 Index (GBP) Futures (FT1M6) 598650629200 /
568100
555900519200476450
E-mini FTSE 100 Index (GBP) Futures (FT1U6) 594950625500 /
564400
552200515500472750
E-mini FTSE 100 Index (GBP) Futures (FT1Z6) 591250621800 /
560700
548500511800469050
E-mini FTSE 100 Index (GBP) Futures (FT1H7) 587550618100 /
557000
544800508100465350
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 583850614400 /
553300
541100504400461650
E-mini FTSE China 50 Index Futures (FT5M6) 1450515235 /
13775
134801259511570
E-mini FTSE China 50 Index Futures (FT5U6) 1447515205 /
13745
134501256511540
E-mini FTSE China 50 Index Futures (FT5Z6) 1444515175 /
13715
134201253511510
E-mini FTSE China 50 Index Futures (FT5H7) 1441515145 /
13685
133901250511480
E-mini FTSE China 50 Index Futures (FT5M7) 1438515115 /
13655
133601247511450
E-mini FTSE Developed Europe Index Futures (DVEM6) 2107022145 /
19995
195651827516770
E-mini FTSE Developed Europe Index Futures (DVEU6) 2107022145 /
19995
195651827516770
E-mini FTSE Developed Europe Index Futures (DVEZ6) 2082521900 /
19750
193201803016525
E-mini FTSE Developed Europe Index Futures (DVEH7) 2059021665 /
19515
190851779516290
E-mini FTSE Developed Europe Index Futures (DVEM7) 2034521420 /
19270
188401755016045
E-mini FTSE Emerging Index Futures (EIM6) 4090042950 /
38850
380303557032700
E-mini FTSE Emerging Index Futures (EIU6) 4045042500 /
38400
375803512032250
E-mini FTSE Emerging Index Futures (EIZ6) 4046042510 /
38410
375903513032260
E-mini FTSE Emerging Index Futures (EIH7) 4046042510 /
38410
375903513032260
E-mini FTSE Emerging Index Futures (EIM7) 4046042510 /
38410
375903513032260
E-mini Health Care Select Sector Futures (XAVM6) 6935072820 /
65880
644906031055450
E-mini Health Care Select Sector Futures (XAVU6) 6918072650 /
65710
643206014055280
E-mini Industrial Select Sector Futures (XAIM6) 5509057850 /
52330
512204791044040
E-mini Industrial Select Sector Futures (XAIU6) 5486057620 /
52100
509904768043810
E-mini IPOX 100 U.S. Index Futures (IPOM6) 222500233600 /
211400
206900193500177800
E-mini IPOX 100 U.S. Index Futures (IPOU6) 221800232900 /
210700
206200192800177100
E-mini IPOX 100 U.S. Index Futures (IPOZ6) 221400232500 /
210300
205800192400176700
E-mini IPOX 100 U.S. Index Futures (IPOH7) 221000232100 /
209900
205400192000176300
E-mini IPOX 100 U.S. Index Futures (IPOM7) 220200231300 /
209100
204600191200175500
E-mini Materials Select Sector Futures (XABM6) 4855050980 /
46120
451504222038810
E-mini Materials Select Sector Futures (XABU6) 4837050800 /
45940
449704204038630
E-mini NASDAQ Biotechnology Index Futures (BIOM6) 269990283490 /
256490
251090234890215990
E-mini NASDAQ Biotechnology Index Futures (BIOU6) 269160282660 /
255660
250260234060215160
E-mini NASDAQ Composite Futures (QCNM6) 472550496150 /
448950
439500411150378050
E-mini NASDAQ Composite Futures (QCNU6) 473500497100 /
449900
440450412100379000
E-mini Russell 1000 Growth Index Futures (RSGM6) 98690103630 /
93750
917708583078910
E-mini Russell 1000 Growth Index Futures (RSGU6) 98390103330 /
93450
914708553078610
E-mini Russell 1000 Growth Index Futures (RSGZ6) 98090103030 /
93150
911708523078310
E-mini Russell 1000 Growth Index Futures (RSGH7) 97790102730 /
92850
908708493078010
E-mini Russell 1000 Growth Index Futures (RSGM7) 97490102430 /
92550
905708463077710
E-mini Russell 1000 Index Futures (RS1M6) 113170118840 /
107500
1052309842090470
E-mini Russell 1000 Index Futures (RS1U6) 112810118480 /
107140
1048709806090110
E-mini Russell 1000 Index Futures (RS1Z6) 112450118120 /
106780
1045109770089750
E-mini Russell 1000 Index Futures (RS1H7) 112090117760 /
106420
1041509734089390
E-mini Russell 1000 Index Futures (RS1M7) 111730117400 /
106060
1037909698089030
E-mini Russell 1000 Value Index Futures (RSVM6) 97830102730 /
92930
909708508078210
E-mini Russell 1000 Value Index Futures (RSVU6) 97460102360 /
92560
906008471077840
E-mini Russell 1000 Value Index Futures (RSVZ6) 97090101990 /
92190
902308434077470
E-mini Russell 1000 Value Index Futures (RSVH7) 96720101620 /
91820
898608397077100
E-mini Russell 1000 Value Index Futures (RSVM7) 96350101250 /
91450
894908360076730
E-mini S&P 600 SmallCap Futures (SMCM6) 6862072050 /
65190
638205970054900
E-mini S&P 600 SmallCap Futures (SMCU6) 6856071990 /
65130
637605964054840
E-mini S&P 600 SmallCap Futures (SMCZ6) 6824071670 /
64810
634405932054520
E-mini S&P 600 SmallCap Futures (SMCH7) 6811071540 /
64680
633105919054390
E-mini S&P 600 SmallCap Futures (SMCM7) 6798071410 /
64550
631805906054260
E-mini S&P MidCap 400 Futures (EMDM6) 144440151680 /
137200
134310125620115480
E-mini S&P MidCap 400 Futures (EMDU6) 144010151250 /
136770
133880125190115050
E-mini S&P MidCap 400 Futures (EMDZ6) 144140151380 /
136900
134010125320115180
E-mini S&P MidCap 400 Futures (EMDH7) 144190151430 /
136950
134060125370115230
E-mini S&P MidCap 400 Futures (EMDM7) 143220150460 /
135980
133090124400114260
E-mini Technology Select Sector Futures (XAKM6) 4191044010 /
39810
389703645033510
E-mini Technology Select Sector Futures (XAKU6) 4177043870 /
39670
388303631033370
E-mini USD Denominated FTSE 100 Index Futures (FTUM6) 9434099130 /
89550
876308188075160
E-mini USD Denominated FTSE 100 Index Futures (FTUU6) 9328098070 /
88490
865708082074100
E-mini USD Denominated FTSE 100 Index Futures (FTUZ6) 9222097010 /
87430
855107976073040
E-mini USD Denominated FTSE 100 Index Futures (FTUH7) 9116095950 /
86370
844507870071980
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 9011094900 /
85320
834007765070930
E-mini Utilities Select Sector Futures (XAUM6) 4955052040 /
47060
460604307039580
E-mini Utilities Select Sector Futures (XAUU6) 4920051690 /
46710
457104272039230
S&P 500 Futures (SPZ0) 207100217350 /
196850
192750180450166100
S&P 500 Futures (SPM6) 204450214700 /
194200
190100177800163450
S&P 500 Futures (SPU6) 203650213900 /
193400
189300177000162650
S&P 500 Futures (SPZ6) 202950213200 /
192700
188600176300161950
S&P 500 Futures (SPH7) 202400212650 /
192150
188050175750161400
S&P 500 Futures (SPM7) 202050212300 /
191800
187700175400161050
S&P 500 Futures (SPU7) 201850212100 /
191600
187500175200160850
S&P 500 Futures (SPZ7) 201800212050 /
191550
187450175150160800
S&P 500 Futures (SPH8) 202400212650 /
192150
188050175750161400
S&P 500 Futures (SPZ8) 202450212700 /
192200
188100175800161450
S&P 500 Futures (SPZ9) 204800215050 /
194550
190450178150163800
S&P 500 Growth Futures (SGM6) 114680120410 /
108950
1066609977091750
S&P 500 Growth Futures (SGU6) 114410120140 /
108680
1063909950091480
S&P 500 Value Futures (SUM6) 8926093730 /
84790
830007762071350
S&P 500 Value Futures (SUU6) 8874093210 /
84270
824807710070830
S&P MLP Total Return Index Futures (SLPM6) 411600432100 /
391100
382900358200329400
S&P MLP Total Return Index Futures (SLPU6) 413800434300 /
393300
385100360400331600
S&P MLP Total Return Index Futures (SLPZ6) 416100436600 /
395600
387400362700333900
S&P MLP Total Return Index Futures (SLPH7) 418400438900 /
397900
389700365000336200
S&P MLP Total Return Index Futures (SLPM7) 420600441100 /
400100
391900367200338400
USD-Denominated Ibovespa Index Futures (IBVM6) 5302758325 /
47725
477254772547725
USD-Denominated Ibovespa Index Futures (IBVQ6) 5409759505 /
48690
486904869048690
USD-Denominated Ibovespa Index Futures (IBVV6) 5500760505 /
49510
495104951049510
USD-Denominated Ibovespa Index Futures (IBVZ6) 5595761550 /
50365
503655036550365
Equity Limits for Nikkei Products
As of Trade Date: 05/05/2016
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM6) 1614017470 / 1481018130 / 1415018800 / 13480
E-mini Nikkei 225 - Yen denominated Futures (ENYU6) 1609017420 / 1476018080 / 1410018750 / 13430
E-mini Nikkei 225 - Yen denominated Futures (ENYZ6) 1608017410 / 1475018070 / 1409018740 / 13420
E-mini Nikkei 225 - Yen denominated Futures (ENYH7) 1607017400 / 1474018060 / 1408018730 / 13410
Nikkei/USD Futures (NKM6) 1614017470 / 1481018130 / 1415018800 / 13480
Nikkei/USD Futures (NKU6) 1618017510 / 1485018170 / 1419018840 / 13520
Nikkei/USD Futures (NKZ6) 1610017430 / 1477018090 / 1411018760 / 13440
Nikkei/USD Futures (NKH7) 1603017360 / 1470018020 / 1404018690 / 13370
Nikkei/Yen Futures (NIYK6) 1617017500 / 1484018160 / 1418018830 / 13510
Nikkei/Yen Futures (NIYM6) 1614017470 / 1481018130 / 1415018800 / 13480
Nikkei/Yen Futures (NIYN6) 1611017440 / 1478018100 / 1412018770 / 13450
Nikkei/Yen Futures (NIYQ6) 1609017420 / 1476018080 / 1410018750 / 13430
Nikkei/Yen Futures (NIYU6) 1609017420 / 1476018080 / 1410018750 / 13430
Nikkei/Yen Futures (NIYV6) 2001530 / -11302190 / -17902860 / -2460
Nikkei/Yen Futures (NIYZ6) 1608017410 / 1475018070 / 1409018740 / 13420
Nikkei/Yen Futures (NIYH7) 1607017400 / 1474018060 / 1408018730 / 13410
Nikkei/Yen Futures (NIYM7) 1606017390 / 1473018050 / 1407018720 / 13400
Nikkei/Yen Futures (NIYU7) 1605017380 / 1472018040 / 1406018710 / 13390
Nikkei/Yen Futures (NIYZ7) 1604017370 / 1471018030 / 1405018700 / 13380
Nikkei/Yen Futures (NIYH8) 1603017360 / 1470018020 / 1404018690 / 13370
Nikkei/Yen Futures (NIYM8) 1602017350 / 1469018010 / 1403018680 / 13360
Nikkei/Yen Futures (NIYU8) 1603017360 / 1470018020 / 1404018690 / 13370
Nikkei/Yen Futures (NIYZ8) 1604017370 / 1471018030 / 1405018700 / 13380
Nikkei/Yen Futures (NIYH9) 1605017380 / 1472018040 / 1406018710 / 13390

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