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: 05/30/2017
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 (ESM7) 241350253400 /
229300
224450209950193050
E-mini S&P 500 Futures (ESU7) 241050253100 /
229000
224150209650192750
E-mini S&P 500 Futures (ESZ7) 240750252800 /
228700
223850209350192450
E-mini S&P 500 Futures (ESH8) 240500252550 /
228450
223600209100192200
E-mini S&P 500 Futures (ESM8) 240600252650 /
228550
223700209200192300
E-mini NASDAQ 100 Futures (NQM7) 578950607875 /
550025
538450503725463200
E-mini NASDAQ 100 Futures (NQU7) 579450608375 /
550525
538950504225463700
E-mini NASDAQ 100 Futures (NQZ7) 579900608825 /
550975
539400504675464150
E-mini NASDAQ 100 Futures (NQH8) 580750609675 /
551825
540250505525465000
E-mini NASDAQ 100 Futures (NQM8) 580950609875 /
552025
540450505725465200
E-mini Dow ($5) Futures (YMM7) 2105622110 /
20002
195811831616840
E-mini Dow ($5) Futures (YMU7) 2100422058 /
19950
195291826416788
E-mini Dow ($5) Futures (YMZ7) 2095422008 /
19900
194791821416738
E-mini Dow ($5) Futures (YMH8) 2092421978 /
19870
194491818416708
Dow Jones Real Estate Futures (JRM7) 31263282 /
2970
290727192500
Dow Jones Real Estate Futures (JRU7) 31033259 /
2947
288426962477
Dow Jones Real Estate Futures (JRZ7) 30803236 /
2924
286126732454
Dow Jones Real Estate Futures (JRH8) 30633219 /
2907
284426562437
E-mini Consumer Discretionary Select Sector Futures (XAYM7) 9143096000 /
86860
850307954073130
E-mini Consumer Discretionary Select Sector Futures (XAYU7) 9141095980 /
86840
850107952073110
E-mini Consumer Staples Select Sector Futures (XAPM7) 5654059370 /
53710
525804918045220
E-mini Consumer Staples Select Sector Futures (XAPU7) 5637059200 /
53540
524104901045050
E-mini Energy Select Sector Futures (XAEM7) 6635069670 /
63030
617005772053070
E-mini Energy Select Sector Futures (XAEU7) 6613069450 /
62810
614805750052850
E-mini Financial Select Sector Futures (XAFM7) 2900030450 /
27550
269702523023200
E-mini Financial Select Sector Futures (XAFU7) 2898030430 /
27530
269502521023180
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 753400791100 /
715700
700600655300602450
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 749700787400 /
712000
696900651600598750
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 746000783700 /
708300
693200647900595050
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 742300780000 /
704600
689500644200591350
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 738600776300 /
700900
685800640500587650
E-mini FTSE China 50 Index Futures (FT5M7) 1799518895 /
17095
167301564514380
E-mini FTSE China 50 Index Futures (FT5U7) 1796518865 /
17065
167001561514350
E-mini FTSE China 50 Index Futures (FT5Z7) 1793518835 /
17035
166701558514320
E-mini FTSE China 50 Index Futures (FT5H8) 1790518805 /
17005
166401555514290
E-mini FTSE China 50 Index Futures (FT5M8) 1766518565 /
16765
164001531514050
E-mini FTSE Developed Europe Index Futures (DVEM7) 2498526250 /
23720
232102168519910
E-mini FTSE Developed Europe Index Futures (DVEU7) 2475026015 /
23485
229752145019675
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2451525780 /
23250
227402121519440
E-mini FTSE Developed Europe Index Futures (DVEH8) 2428025545 /
23015
225052098019205
E-mini FTSE Developed Europe Index Futures (DVEM8) 2386025125 /
22595
220852056018785
E-mini FTSE Emerging Index Futures (EIM7) 5031052820 /
47800
468004379040270
E-mini FTSE Emerging Index Futures (EIU7) 5031052820 /
47800
468004379040270
E-mini FTSE Emerging Index Futures (EIZ7) 5031052820 /
47800
468004379040270
E-mini FTSE Emerging Index Futures (EIH8) 5031052820 /
47800
468004379040270
E-mini FTSE Emerging Index Futures (EIM8) 4971052220 /
47200
462004319039670
E-mini Health Care Select Sector Futures (XAVM7) 7597079760 /
72180
706606610060780
E-mini Health Care Select Sector Futures (XAVU7) 7591079700 /
72120
706006604060720
E-mini Industrial Select Sector Futures (XAIM7) 6732070680 /
63960
626105857053860
E-mini Industrial Select Sector Futures (XAIU7) 6720070560 /
63840
624905845053740
E-mini IPOX 100 U.S. Index Futures (IPOM7) 264100277300 /
250900
245600229600211100
E-mini IPOX 100 U.S. Index Futures (IPOU7) 263400276600 /
250200
244900228900210400
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 263000276200 /
249800
244500228500210000
E-mini IPOX 100 U.S. Index Futures (IPOH8) 262600275800 /
249400
244100228100209600
E-mini IPOX 100 U.S. Index Futures (IPOM8) 261900275100 /
248700
243400227400208900
E-mini Materials Select Sector Futures (XABM7) 5596058760 /
53160
520404868044760
E-mini Materials Select Sector Futures (XABU7) 5589058690 /
53090
519704861044690
E-mini NASDAQ Biotechnology Index Futures (BIOM7) 301500316580 /
286420
280390262280241160
E-mini NASDAQ Biotechnology Index Futures (BIOU7) 300670315750 /
285590
279560261450240330
E-mini NASDAQ Composite Futures (QCNM7) 620400651450 /
589350
576950539700496200
E-mini NASDAQ Composite Futures (QCNU7) 621350652400 /
590300
577900540650497150
E-mini Russell 1000 Growth Index Futures (RSGM7) 119540125510 /
113570
11117010400095630
E-mini Russell 1000 Growth Index Futures (RSGU7) 119240125210 /
113270
11087010370095330
E-mini Russell 1000 Growth Index Futures (RSGZ7) 118940124910 /
112970
11057010340095030
E-mini Russell 1000 Growth Index Futures (RSGH8) 118640124610 /
112670
11027010310094730
E-mini Russell 1000 Growth Index Futures (RSGM8) 118270124240 /
112300
10990010273094360
E-mini Russell 1000 Index Futures (RS1M7) 133730140420 /
127040
124370116330106960
E-mini Russell 1000 Index Futures (RS1U7) 133370140060 /
126680
124010115970106600
E-mini Russell 1000 Index Futures (RS1Z7) 133040139730 /
126350
123680115640106270
E-mini Russell 1000 Index Futures (RS1H8) 132710139400 /
126020
123350115310105940
E-mini Russell 1000 Index Futures (RS1M8) 132350139040 /
125660
122990114950105580
E-mini Russell 1000 Value Index Futures (RSVM7) 112700118340 /
107060
1048109804090140
E-mini Russell 1000 Value Index Futures (RSVU7) 112330117970 /
106690
1044409767089770
E-mini Russell 1000 Value Index Futures (RSVZ7) 111920117560 /
106280
1040309726089360
E-mini Russell 1000 Value Index Futures (RSVH8) 111510117150 /
105870
1036209685088950
E-mini Russell 1000 Value Index Futures (RSVM8) 110930116570 /
105290
1030409627088370
E-mini S&P 600 SmallCap Futures (SMCM7) 8375087930 /
79570
778907287067010
E-mini S&P 600 SmallCap Futures (SMCU7) 8362087800 /
79440
777607274066880
E-mini S&P 600 SmallCap Futures (SMCZ7) 8330087480 /
79120
774407242066560
E-mini S&P 600 SmallCap Futures (SMCH8) 8298087160 /
78800
771207210066240
E-mini S&P 600 SmallCap Futures (SMCM8) 8272086900 /
78540
768607184065980
E-mini S&P MidCap 400 Futures (EMDM7) 172550181180 /
163920
160460150100138010
E-mini S&P MidCap 400 Futures (EMDU7) 172410181040 /
163780
160320149960137870
E-mini S&P MidCap 400 Futures (EMDZ7) 172080180710 /
163450
159990149630137540
E-mini S&P MidCap 400 Futures (EMDH8) 171750180380 /
163120
159660149300137210
E-mini S&P MidCap 400 Futures (EMDM8) 171610180240 /
162980
159520149160137070
E-mini S&P Real Estate Select Sector Index Futures (XARM7) 1538016150 /
14610
143051338012300
E-mini S&P Real Estate Select Sector Index Futures (XARU7) 1531516085 /
14545
142401331512235
E-mini Technology Select Sector Futures (XAKM7) 5648059300 /
53660
525304914045190
E-mini Technology Select Sector Futures (XAKU7) 5645059270 /
53630
525004911045160
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 103750108980 /
98520
964309015082830
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 102690107920 /
97460
953708909081770
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 101630106860 /
96400
943108803080710
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 100520105750 /
95290
932008692079600
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 101060106290 /
95830
937408746080140
E-mini Utilities Select Sector Futures (XAUM7) 5365056330 /
50970
498904667042910
E-mini Utilities Select Sector Futures (XAUU7) 5338056060 /
50700
496204640042640
S&P 500 Futures (SPZ0) 247450259500 /
235400
230550216050199150
S&P 500 Futures (SPZ1) 252850264900 /
240800
235950221450204550
S&P 500 Futures (SPM7) 241350253400 /
229300
224450209950193050
S&P 500 Futures (SPU7) 241050253100 /
229000
224150209650192750
S&P 500 Futures (SPZ7) 240750252800 /
228700
223850209350192450
S&P 500 Futures (SPH8) 240500252550 /
228450
223600209100192200
S&P 500 Futures (SPM8) 240600252650 /
228550
223700209200192300
S&P 500 Futures (SPU8) 240700252750 /
228650
223800209300192400
S&P 500 Futures (SPZ8) 241200253250 /
229150
224300209800192900
S&P 500 Futures (SPH9) 241600253650 /
229550
224700210200193300
S&P 500 Futures (SPZ9) 243500255550 /
231450
226600212100195200
S&P 500 Growth Futures (SGM7) 137840144740 /
130940
128180119890110220
S&P 500 Growth Futures (SGU7) 137720144620 /
130820
128060119770110100
S&P 500 Value Futures (SUM7) 102150107260 /
97040
949908885081680
S&P 500 Value Futures (SUU7) 101860106970 /
96750
947008856081390
S&P MLP Total Return Index Futures (SLPM7) 475700499800 /
451600
441900412900379100
S&P MLP Total Return Index Futures (SLPU7) 477900502000 /
453800
444100415100381300
S&P MLP Total Return Index Futures (SLPZ7) 480200504300 /
456100
446400417400383600
S&P MLP Total Return Index Futures (SLPH8) 482500506600 /
458400
448700419700385900
S&P MLP Total Return Index Futures (SLPM8) 478100502200 /
454000
444300415300381500
USD-Denominated Ibovespa Index Futures (IBVM7) 6426770690 /
57845
578455784557845
USD-Denominated Ibovespa Index Futures (IBVQ7) 6524271765 /
58720
587205872058720
USD-Denominated Ibovespa Index Futures (IBVV7) 6614972760 /
59535
595355953559535
USD-Denominated Ibovespa Index Futures (IBVZ7) 6692073610 /
60230
602306023060230
Equity Limits for Nikkei Products
As of Trade Date: 05/30/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1968021210 / 1815021970 / 1739022740 / 16620
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 1964021170 / 1811021930 / 1735022700 / 16580
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 1953021060 / 1800021820 / 1724022590 / 16470
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 1949021020 / 1796021780 / 1720022550 / 16430
E-mini Nikkei 225 - Yen denominated Futures (ENYM8) -301500 / -15602260 / -23203030 / -3090
Nikkei/USD Futures (NKM7) 1968021210 / 1815021970 / 1739022740 / 16620
Nikkei/USD Futures (NKU7) 1970021230 / 1817021990 / 1741022760 / 16640
Nikkei/USD Futures (NKZ7) 1963021160 / 1810021920 / 1734022690 / 16570
Nikkei/USD Futures (NKH8) 1955021080 / 1802021840 / 1726022610 / 16490
Nikkei/USD Futures (NKM8) -401490 / -15702250 / -23303020 / -3100
Nikkei/Yen Futures (NIYH0) 1881020340 / 1728021100 / 1652021870 / 15750
Nikkei/Yen Futures (NIYM0) -301500 / -15602260 / -23203030 / -3090
Nikkei/Yen Futures (NIYM7) 1968021210 / 1815021970 / 1739022740 / 16620
Nikkei/Yen Futures (NIYN7) 1967021200 / 1814021960 / 1738022730 / 16610
Nikkei/Yen Futures (NIYQ7) 1965021180 / 1812021940 / 1736022710 / 16590
Nikkei/Yen Futures (NIYU7) 1964021170 / 1811021930 / 1735022700 / 16580
Nikkei/Yen Futures (NIYV7) 1963021160 / 1810021920 / 1734022690 / 16570
Nikkei/Yen Futures (NIYZ7) 1953021060 / 1800021820 / 1724022590 / 16470
Nikkei/Yen Futures (NIYH8) 1949021020 / 1796021780 / 1720022550 / 16430
Nikkei/Yen Futures (NIYM8) 1939020920 / 1786021680 / 1710022450 / 16330
Nikkei/Yen Futures (NIYU8) 1935020880 / 1782021640 / 1706022410 / 16290
Nikkei/Yen Futures (NIYZ8) 1925020780 / 1772021540 / 1696022310 / 16190
Nikkei/Yen Futures (NIYH9) 1921020740 / 1768021500 / 1692022270 / 16150
Nikkei/Yen Futures (NIYM9) 1911020640 / 1758021400 / 1682022170 / 16050
Nikkei/Yen Futures (NIYU9) 1901020540 / 1748021300 / 1672022070 / 15950
Nikkei/Yen Futures (NIYZ9) 1891020440 / 1738021200 / 1662021970 / 15850

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