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: 10/27/2014
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) 195800205600 /
186000
182050170300156550
E-mini S&P 500 Futures (ESH5) 195000204800 /
185200
181250169500155750
E-mini S&P 500 Futures (ESM5) 194250204050 /
184450
180500168750155000
E-mini S&P 500 Futures (ESU5) 193550203350 /
183750
179800168050154300
E-mini S&P 500 Futures (ESZ5) 192950202750 /
183150
179200167450153700
E-mini NASDAQ 100 Futures (NQZ4) 403425423625 /
383225
375150350900322600
E-mini NASDAQ 100 Futures (NQH5) 402650422850 /
382450
374375350125321825
E-mini NASDAQ 100 Futures (NQM5) 401450421650 /
381250
373175348925320625
E-mini NASDAQ 100 Futures (NQU5) 400025420225 /
379825
371750347500319200
E-mini NASDAQ 100 Futures (NQZ5) 400025420225 /
379825
371750347500319200
E-mini Dow ($5) Futures (YMZ4) 1672917569 /
15889
155531454513368
E-mini Dow ($5) Futures (YMH5) 1665717497 /
15817
154811447313296
E-mini Dow ($5) Futures (YMM5) 1657117411 /
15731
153951438713210
E-mini Dow ($5) Futures (YMU5) 1648117321 /
15641
153051429713120
Big Dow DJIA ($25) Futures (DOZ4) 1672917569 /
15889
155531454513368
DJIA ($10) Futures (DJZ4) 1672917569 /
15889
155531454513368
DJIA ($10) Futures (DJH5) 1665717497 /
15817
154811447313296
DJIA ($10) Futures (DJM5) 1657117411 /
15731
153951438713210
DJIA ($10) Futures (DJU5) 1648117321 /
15641
153051429713120
Dow Jones Real Estate Futures (JRZ4) 28613017 /
2705
264324552237
Dow Jones Real Estate Futures (JRH5) 28543010 /
2698
263624482230
Dow Jones Real Estate Futures (JRM5) 28473003 /
2691
262924412223
Dow Jones Real Estate Futures (JRU5) 28473003 /
2691
262924412223
E-mini Consumer Discretionary Select Sector Futures (XAYZ4) 6648069810 /
63150
618205781053140
E-mini Consumer Discretionary Select Sector Futures (XAYH5) 6633069660 /
63000
616705766052990
E-mini Consumer Staples Select Sector Futures (XAPZ4) 4587048170 /
43570
426503989036670
E-mini Consumer Staples Select Sector Futures (XAPH5) 4559047890 /
43290
423703961036390
E-mini Energy Select Sector Futures (XAEZ4) 8553089820 /
81240
795207436068350
E-mini Energy Select Sector Futures (XAEH5) 8511089400 /
80820
791007394067930
E-mini Financial Select Sector Futures (XAFZ4) 2301024160 /
21860
214002002018400
E-mini Financial Select Sector Futures (XAFH5) 2292024070 /
21770
213101993018310
E-mini Health Care Select Sector Futures (XAVZ4) 6530068570 /
62030
607205680052210
E-mini Health Care Select Sector Futures (XAVH5) 6512068390 /
61850
605405662052030
E-mini Industrial Select Sector Futures (XAIZ4) 5355056230 /
50870
497904657042810
E-mini Industrial Select Sector Futures (XAIH5) 5332056000 /
50640
495604634042580
E-mini Materials Select Sector Futures (XABZ4) 5095053500 /
48400
473804431040740
E-mini Materials Select Sector Futures (XABH5) 5072053270 /
48170
471504408040510
E-mini NASDAQ Biotechnology Index Futures (BIOZ4) 298700313800 /
283600
277560259440238300
E-mini NASDAQ Biotechnology Index Futures (BIOH5) 300750315850 /
285650
279610261490240350
E-mini NASDAQ Composite Futures (QCNZ4) 446400468800 /
424000
415050388150356750
E-mini NASDAQ Composite Futures (QCNH5) 447350469750 /
424950
416000389100357700
E-mini S&P 600 SmallCap Futures (SMCZ4) 6452067740 /
61300
600005613051610
E-mini S&P 600 SmallCap Futures (SMCH5) 6449067710 /
61270
599705610051580
E-mini S&P 600 SmallCap Futures (SMCM5) 6446067680 /
61240
599405607051550
E-mini S&P 600 SmallCap Futures (SMCU5) 6443067650 /
61210
599105604051520
E-mini S&P 600 SmallCap Futures (SMCZ5) 6434067560 /
61120
598205595051430
E-mini S&P MidCap 400 Futures (EMDZ4) 137360144240 /
130480
127720119460109820
E-mini S&P MidCap 400 Futures (EMDH5) 136960143840 /
130080
127320119060109420
E-mini S&P MidCap 400 Futures (EMDM5) 136760143640 /
129880
127120118860109220
E-mini S&P MidCap 400 Futures (EMDU5) 136560143440 /
129680
126920118660109020
E-mini S&P MidCap 400 Futures (EMDZ5) 136660143540 /
129780
127020118760109120
E-mini Technology Select Sector Futures (XAKZ4) 3922041180 /
37260
364703412031360
E-mini Technology Select Sector Futures (XAKH5) 3910041060 /
37140
363503400031240
E-mini Utilities Select Sector Futures (XAUZ4) 4471046960 /
42460
415603886035700
E-mini Utilities Select Sector Futures (XAUH5) 4432046570 /
42070
411703847035310
NASDAQ 100 Futures (NDZ4) 403425423625 /
383225
375150350900322600
NASDAQ 100 Futures (NDH5) 402650422850 /
382450
374375350125321825
NASDAQ 100 Futures (NDM5) 401450421650 /
381250
373175348925320625
NASDAQ 100 Futures (NDU5) 400025420225 /
379825
371750347500319200
NASDAQ 100 Futures (NDZ5) 400025420225 /
379825
371750347500319200
S&P 500 Futures (SPZ4) 195800205600 /
186000
182050170300156550
S&P 500 Futures (SPH5) 195000204800 /
185200
181250169500155750
S&P 500 Futures (SPM5) 194250204050 /
184450
180500168750155000
S&P 500 Futures (SPU5) 193550203350 /
183750
179800168050154300
S&P 500 Futures (SPZ5) 192950202750 /
183150
179200167450153700
S&P 500 Futures (SPH6) 192400202200 /
182600
178650166900153150
S&P 500 Futures (SPM6) 191850201650 /
182050
178100166350152600
S&P 500 Futures (SPU6) 191700201500 /
181900
177950166200152450
S&P 500 Futures (SPZ6) 191550201350 /
181750
177800166050152300
S&P 500 Futures (SPZ7) 192300202100 /
182500
178550166800153050
S&P 500 Futures (SPZ8) 194650204450 /
184850
180900169150155400
S&P 500 Growth Futures (SGZ4) 107030112380 /
101680
995309311085610
S&P 500 Growth Futures (SGH5) 106700112050 /
101350
992009278085280
S&P 500 Value Futures (SUZ4) 8792092340 /
83500
817307643070240
S&P 500 Value Futures (SUH5) 8746091880 /
83040
812707597069780
S&P 600 SmallCap Futures (SMPZ4) 6452067740 /
61300
600005613051610
S&P 600 SmallCap Futures (SMPH5) 6449067710 /
61270
599705610051580
S&P 600 SmallCap Futures (SMPM5) 6446067680 /
61240
599405607051550
S&P 600 SmallCap Futures (SMPU5) 6443067650 /
61210
599105604051520
S&P 600 SmallCap Futures (SMPZ5) 6434067560 /
61120
598205595051430
S&P MidCap 400 Futures (MDZ4) 137360144240 /
130480
127720119460109820
S&P MidCap 400 Futures (MDH5) 136960143840 /
130080
127320119060109420
S&P MidCap 400 Futures (MDM5) 136760143640 /
129880
127120118860109220
S&P MidCap 400 Futures (MDU5) 136560143440 /
129680
126920118660109020
S&P MidCap 400 Futures (MDZ5) 136660143540 /
129780
127020118760109120
S&P MLP Index Futures (MLPZ4) 284600298800 /
270400
264700247600227700
S&P MLP Index Futures (MLPH5) 285200299400 /
271000
265300248200228300
S&P MLP Index Futures (MLPM5) 285900300100 /
271700
266000248900229000
S&P MLP Index Futures (MLPU5) 286600300800 /
272400
266700249600229700
USD-Denominated Ibovespa Index Futures (IBVZ4) 5099256090 /
45895
458954589545895
USD-Denominated Ibovespa Index Futures (IBVG5) 5182257000 /
46640
466404664046640
USD-Denominated Ibovespa Index Futures (IBVJ5) 5265257915 /
47390
473904739047390
USD-Denominated Ibovespa Index Futures (IBVM5) 5357958935 /
48225
482254822548225
Equity Limits for Nikkei Products
As of Trade Date: 10/27/2014
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYZ4) 1529016510 / 1407017130 / 1345017740 / 12840
E-mini Nikkei 225 - Yen denominated Futures (ENYH5) 1527016490 / 1405017110 / 1343017720 / 12820
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 1526016480 / 1404017100 / 1342017710 / 12810
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 1525016470 / 1403017090 / 1341017700 / 12800
Nikkei/USD Futures (NKZ4) 1529016510 / 1407017130 / 1345017740 / 12840
Nikkei/USD Futures (NKH5) 1531016530 / 1409017150 / 1347017760 / 12860
Nikkei/USD Futures (NKM5) 1538016600 / 1416017220 / 1354017830 / 12930
Nikkei/USD Futures (NKU5) 1544016660 / 1422017280 / 1360017890 / 12990
Nikkei/Yen Futures (NIYX4) 1529016510 / 1407017130 / 1345017740 / 12840
Nikkei/Yen Futures (NIYZ4) 1529016510 / 1407017130 / 1345017740 / 12840
Nikkei/Yen Futures (NIYF5) 1528016500 / 1406017120 / 1344017730 / 12830
Nikkei/Yen Futures (NIYG5) 1528016500 / 1406017120 / 1344017730 / 12830
Nikkei/Yen Futures (NIYH5) 1527016490 / 1405017110 / 1343017720 / 12820
Nikkei/Yen Futures (NIYM5) 1526016480 / 1404017100 / 1342017710 / 12810
Nikkei/Yen Futures (NIYU5) 1525016470 / 1403017090 / 1341017700 / 12800
Nikkei/Yen Futures (NIYZ5) 1524016460 / 1402017080 / 1340017690 / 12790
Nikkei/Yen Futures (NIYH6) 1523016450 / 1401017070 / 1339017680 / 12780
Nikkei/Yen Futures (NIYM6) 1522016440 / 1400017060 / 1338017670 / 12770
Nikkei/Yen Futures (NIYU6) 1521016430 / 1399017050 / 1337017660 / 12760
Nikkei/Yen Futures (NIYZ6) 1520016420 / 1398017040 / 1336017650 / 12750
Nikkei/Yen Futures (NIYH7) 1519016410 / 1397017030 / 1335017640 / 12740
Nikkei/Yen Futures (NIYM7) 1518016400 / 1396017020 / 1334017630 / 12730
Nikkei/Yen Futures (NIYU7) 1517016390 / 1395017010 / 1333017620 / 12720
 
 
 

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