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: 03/29/2017
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) 235500247250 /
223750
219000204850188350
E-mini S&P 500 Futures (ESU7) 235150246900 /
223400
218650204500188000
E-mini S&P 500 Futures (ESZ7) 234950246700 /
223200
218450204300187800
E-mini S&P 500 Futures (ESH8) 234750246500 /
223000
218250204100187600
E-mini S&P 500 Futures (ESM8) 234850246600 /
223100
218350204200187700
E-mini NASDAQ 100 Futures (NQM7) 540900567925 /
513875
503050470625432775
E-mini NASDAQ 100 Futures (NQU7) 541125568150 /
514100
503275470850433000
E-mini NASDAQ 100 Futures (NQZ7) 541275568300 /
514250
503425471000433150
E-mini NASDAQ 100 Futures (NQH8) 542125569150 /
515100
504275471850434000
E-mini NASDAQ 100 Futures (NQM8) 542325569350 /
515300
504475472050434200
E-mini Dow ($5) Futures (YMM7) 2064621681 /
19611
191971795516506
E-mini Dow ($5) Futures (YMU7) 2058921624 /
19554
191401789816449
E-mini Dow ($5) Futures (YMZ7) 2055421589 /
19519
191051786316414
E-mini Dow ($5) Futures (YMH8) 2052421559 /
19489
190751783316384
Dow Jones Real Estate Futures (JRM7) 30653219 /
2911
284926642448
Dow Jones Real Estate Futures (JRU7) 30423196 /
2888
282626412425
Dow Jones Real Estate Futures (JRZ7) 30193173 /
2865
280326182402
Dow Jones Real Estate Futures (JRH8) 30023156 /
2848
278626012385
E-mini Consumer Discretionary Select Sector Futures (XAYM7) 8800092400 /
83600
818407656070400
E-mini Consumer Discretionary Select Sector Futures (XAYU7) 8800092400 /
83600
818407656070400
E-mini Consumer Staples Select Sector Futures (XAPM7) 5494057690 /
52190
510904779043930
E-mini Consumer Staples Select Sector Futures (XAPU7) 5477057520 /
52020
509204762043760
E-mini Energy Select Sector Futures (XAEM7) 6926072730 /
65790
644006024055370
E-mini Energy Select Sector Futures (XAEU7) 6909072560 /
65620
642306007055200
E-mini Financial Select Sector Futures (XAFM7) 2922030680 /
27760
271802542023370
E-mini Financial Select Sector Futures (XAFU7) 2922030680 /
27760
271802542023370
E-mini FTSE 100 Index (GBP) Futures (FT1M7) 726800763500 /
690100
675400631350579950
E-mini FTSE 100 Index (GBP) Futures (FT1U7) 723100759800 /
686400
671700627650576250
E-mini FTSE 100 Index (GBP) Futures (FT1Z7) 719400756100 /
682700
668000623950572550
E-mini FTSE 100 Index (GBP) Futures (FT1H8) 715700752400 /
679000
664300620250568850
E-mini FTSE 100 Index (GBP) Futures (FT1M8) 712000748700 /
675300
660600616550565150
E-mini FTSE China 50 Index Futures (FT5M7) 1727018140 /
16400
160551500513785
E-mini FTSE China 50 Index Futures (FT5U7) 1724018110 /
16370
160251497513755
E-mini FTSE China 50 Index Futures (FT5Z7) 1721018080 /
16340
159951494513725
E-mini FTSE China 50 Index Futures (FT5H8) 1718018050 /
16310
159651491513695
E-mini FTSE China 50 Index Futures (FT5M8) 1694017810 /
16070
157251467513455
E-mini FTSE Developed Europe Index Futures (DVEM7) 2410525330 /
22880
223902092019205
E-mini FTSE Developed Europe Index Futures (DVEU7) 2387025095 /
22645
221552068518970
E-mini FTSE Developed Europe Index Futures (DVEZ7) 2363524860 /
22410
219202045018735
E-mini FTSE Developed Europe Index Futures (DVEH8) 2340024625 /
22175
216852021518500
E-mini FTSE Developed Europe Index Futures (DVEM8) 2298024205 /
21755
212651979518080
E-mini FTSE Emerging Index Futures (EIM7) 4896051400 /
46520
455404261039190
E-mini FTSE Emerging Index Futures (EIU7) 4896051400 /
46520
455404261039190
E-mini FTSE Emerging Index Futures (EIZ7) 4896051400 /
46520
455404261039190
E-mini FTSE Emerging Index Futures (EIH8) 4896051400 /
46520
455404261039190
E-mini FTSE Emerging Index Futures (EIM8) 4836050800 /
45920
449404201038590
E-mini Health Care Select Sector Futures (XAVM7) 7474078480 /
71000
695106501059770
E-mini Health Care Select Sector Futures (XAVU7) 7470078440 /
70960
694706497059730
E-mini Industrial Select Sector Futures (XAIM7) 6502068270 /
61770
604705656052000
E-mini Industrial Select Sector Futures (XAIU7) 6490068150 /
61650
603505644051880
E-mini IPOX 100 U.S. Index Futures (IPOM7) 254200266900 /
241500
236400221000203200
E-mini IPOX 100 U.S. Index Futures (IPOU7) 253500266200 /
240800
235700220300202500
E-mini IPOX 100 U.S. Index Futures (IPOZ7) 253100265800 /
240400
235300219900202100
E-mini IPOX 100 U.S. Index Futures (IPOH8) 252700265400 /
240000
234900219500201700
E-mini IPOX 100 U.S. Index Futures (IPOM8) 252000264700 /
239300
234200218800201000
E-mini Materials Select Sector Futures (XABM7) 5545058220 /
52680
515704823044340
E-mini Materials Select Sector Futures (XABU7) 5538058150 /
52610
515004816044270
E-mini NASDAQ Biotechnology Index Futures (BIOM7) 305360320630 /
290090
283980265640244250
E-mini NASDAQ Biotechnology Index Futures (BIOU7) 304530319800 /
289260
283150264810243420
E-mini NASDAQ Composite Futures (QCNM7) 587100616450 /
557750
546000510750469600
E-mini NASDAQ Composite Futures (QCNU7) 588050617400 /
558700
546950511700470550
E-mini Russell 1000 Growth Index Futures (RSGM7) 113940119640 /
108240
1059609912091140
E-mini Russell 1000 Growth Index Futures (RSGU7) 113640119340 /
107940
1056609882090840
E-mini Russell 1000 Growth Index Futures (RSGZ7) 113340119040 /
107640
1053609852090540
E-mini Russell 1000 Growth Index Futures (RSGH8) 113040118740 /
107340
1050609822090240
E-mini Russell 1000 Growth Index Futures (RSGM8) 112670118370 /
106970
1046909785089870
E-mini Russell 1000 Index Futures (RS1M7) 130510137040 /
123980
121370113520104370
E-mini Russell 1000 Index Futures (RS1U7) 130150136680 /
123620
121010113160104010
E-mini Russell 1000 Index Futures (RS1Z7) 129820136350 /
123290
120680112830103680
E-mini Russell 1000 Index Futures (RS1H8) 129490136020 /
122960
120350112500103350
E-mini Russell 1000 Index Futures (RS1M8) 129130135660 /
122600
119990112140102990
E-mini Russell 1000 Value Index Futures (RSVM7) 112690118330 /
107050
1047909801090110
E-mini Russell 1000 Value Index Futures (RSVU7) 112320117960 /
106680
1044209764089740
E-mini Russell 1000 Value Index Futures (RSVZ7) 111910117550 /
106270
1040109723089330
E-mini Russell 1000 Value Index Futures (RSVH8) 111500117140 /
105860
1036009682088920
E-mini Russell 1000 Value Index Futures (RSVM8) 110920116560 /
105280
1030209624088340
E-mini S&P 600 SmallCap Futures (SMCM7) 8330087460 /
79140
774707248066650
E-mini S&P 600 SmallCap Futures (SMCU7) 8317087330 /
79010
773407235066520
E-mini S&P 600 SmallCap Futures (SMCZ7) 8285087010 /
78690
770207203066200
E-mini S&P 600 SmallCap Futures (SMCH8) 8253086690 /
78370
767007171065880
E-mini S&P 600 SmallCap Futures (SMCM8) 8227086430 /
78110
764407145065620
E-mini S&P MidCap 400 Futures (EMDM7) 170410178930 /
161890
158480148250136310
E-mini S&P MidCap 400 Futures (EMDU7) 170270178790 /
161750
158340148110136170
E-mini S&P MidCap 400 Futures (EMDZ7) 169940178460 /
161420
158010147780135840
E-mini S&P MidCap 400 Futures (EMDH8) 169610178130 /
161090
157680147450135510
E-mini S&P MidCap 400 Futures (EMDM8) 169470177990 /
160950
157540147310135370
E-mini S&P Real Estate Select Sector Index Futures (XARM7) 1505515810 /
14300
140001309012030
E-mini S&P Real Estate Select Sector Index Futures (XARU7) 1498515740 /
14230
139301302011960
E-mini Technology Select Sector Futures (XAKM7) 5345056120 /
50780
497104651042760
E-mini Technology Select Sector Futures (XAKU7) 5342056090 /
50750
496804648042730
E-mini USD Denominated FTSE 100 Index Futures (FTUM7) 98700103650 /
93750
917708583078900
E-mini USD Denominated FTSE 100 Index Futures (FTUU7) 97640102590 /
92690
907108477077840
E-mini USD Denominated FTSE 100 Index Futures (FTUZ7) 96580101530 /
91630
896508371076780
E-mini USD Denominated FTSE 100 Index Futures (FTUH8) 95470100420 /
90520
885408260075670
E-mini USD Denominated FTSE 100 Index Futures (FTUM8) 96010100960 /
91060
890808314076210
E-mini Utilities Select Sector Futures (XAUM7) 5207054680 /
49460
484104527041610
E-mini Utilities Select Sector Futures (XAUU7) 5178054390 /
49170
481204498041320
S&P 500 Futures (SPZ0) 241700253450 /
229950
225200211050194550
S&P 500 Futures (SPZ1) 247100258850 /
235350
230600216450199950
S&P 500 Futures (SPM7) 235500247250 /
223750
219000204850188350
S&P 500 Futures (SPU7) 235150246900 /
223400
218650204500188000
S&P 500 Futures (SPZ7) 234950246700 /
223200
218450204300187800
S&P 500 Futures (SPH8) 234750246500 /
223000
218250204100187600
S&P 500 Futures (SPM8) 234850246600 /
223100
218350204200187700
S&P 500 Futures (SPU8) 234950246700 /
223200
218450204300187800
S&P 500 Futures (SPZ8) 235400247150 /
223650
218900204750188250
S&P 500 Futures (SPH9) 235850247600 /
224100
219350205200188700
S&P 500 Futures (SPZ9) 237750249500 /
226000
221250207100190600
S&P 500 Growth Futures (SGM7) 131610138200 /
125020
122390114480105250
S&P 500 Growth Futures (SGU7) 131610138200 /
125020
122390114480105250
S&P 500 Value Futures (SUM7) 102530107660 /
97400
953508918081990
S&P 500 Value Futures (SUU7) 102370107500 /
97240
951908902081830
S&P MLP Total Return Index Futures (SLPM7) 483000507500 /
458500
448700419300385000
S&P MLP Total Return Index Futures (SLPU7) 485200509700 /
460700
450900421500387200
S&P MLP Total Return Index Futures (SLPZ7) 487500512000 /
463000
453200423800389500
S&P MLP Total Return Index Futures (SLPH8) 489800514300 /
465300
455500426100391800
S&P MLP Total Return Index Futures (SLPM8) 485400509900 /
460900
451100421700387400
USD-Denominated Ibovespa Index Futures (IBVJ7) 6463571095 /
58175
581755817558175
USD-Denominated Ibovespa Index Futures (IBVM7) 6567872245 /
59115
591155911559115
USD-Denominated Ibovespa Index Futures (IBVQ7) 6665573320 /
59990
599905999059990
USD-Denominated Ibovespa Index Futures (IBVV7) 6754174295 /
60790
607906079060790
Equity Limits for Nikkei Products
As of Trade Date: 03/29/2017
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM7) 1905020580 / 1752021340 / 1676022110 / 15990
E-mini Nikkei 225 - Yen denominated Futures (ENYU7) 1901020540 / 1748021300 / 1672022070 / 15950
E-mini Nikkei 225 - Yen denominated Futures (ENYZ7) 1890020430 / 1737021190 / 1661021960 / 15840
E-mini Nikkei 225 - Yen denominated Futures (ENYH8) 1886020390 / 1733021150 / 1657021920 / 15800
Nikkei/USD Futures (NKM7) 1905020580 / 1752021340 / 1676022110 / 15990
Nikkei/USD Futures (NKU7) 1907020600 / 1754021360 / 1678022130 / 16010
Nikkei/USD Futures (NKZ7) 1899020520 / 1746021280 / 1670022050 / 15930
Nikkei/USD Futures (NKH8) 1892020450 / 1739021210 / 1663021980 / 15860
Nikkei/Yen Futures (NIYH0) 1818019710 / 1665020470 / 1589021240 / 15120
Nikkei/Yen Futures (NIYJ7) 1914020670 / 1761021430 / 1685022200 / 16080
Nikkei/Yen Futures (NIYK7) 1912020650 / 1759021410 / 1683022180 / 16060
Nikkei/Yen Futures (NIYM7) 1905020580 / 1752021340 / 1676022110 / 15990
Nikkei/Yen Futures (NIYN7) 1903020560 / 1750021320 / 1674022090 / 15970
Nikkei/Yen Futures (NIYU7) 1901020540 / 1748021300 / 1672022070 / 15950
Nikkei/Yen Futures (NIYZ7) 1890020430 / 1737021190 / 1661021960 / 15840
Nikkei/Yen Futures (NIYH8) 1886020390 / 1733021150 / 1657021920 / 15800
Nikkei/Yen Futures (NIYM8) 1876020290 / 1723021050 / 1647021820 / 15700
Nikkei/Yen Futures (NIYU8) 1872020250 / 1719021010 / 1643021780 / 15660
Nikkei/Yen Futures (NIYZ8) 1862020150 / 1709020910 / 1633021680 / 15560
Nikkei/Yen Futures (NIYH9) 1858020110 / 1705020870 / 1629021640 / 15520
Nikkei/Yen Futures (NIYM9) 1848020010 / 1695020770 / 1619021540 / 15420
Nikkei/Yen Futures (NIYU9) 1838019910 / 1685020670 / 1609021440 / 15320
Nikkei/Yen Futures (NIYZ9) 1828019810 / 1675020570 / 1599021340 / 15220

Contact Us

CME Global Command Center
United States: +1 800 438 8616
Europe: +440800 898 013
Asia: +65 6532 5010
gcc@cmegroup.com