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: 07/30/2015
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 (ESU5) 210100220600 /
199600
195350182700167950
E-mini S&P 500 Futures (ESZ5) 209300219800 /
198800
194550181900167150
E-mini S&P 500 Futures (ESH6) 208800219300 /
198300
194050181400166650
E-mini S&P 500 Futures (ESM6) 208250218750 /
197750
193500180850166100
E-mini S&P 500 Futures (ESU6) 207950218450 /
197450
193200180550165800
E-mini NASDAQ 100 Futures (NQU5) 457175480075 /
434275
425125397625365550
E-mini NASDAQ 100 Futures (NQZ5) 456475479375 /
433575
424425396925364850
E-mini NASDAQ 100 Futures (NQH6) 455825478725 /
432925
423775396275364200
E-mini NASDAQ 100 Futures (NQM6) 455250478150 /
432350
423200395700363625
E-mini NASDAQ 100 Futures (NQU6) 454675477575 /
431775
422625395125363050
E-mini Dow ($5) Futures (YMU5) 1766818555 /
16781
164261536114118
E-mini Dow ($5) Futures (YMZ5) 1758518472 /
16698
163431527814035
E-mini Dow ($5) Futures (YMH6) 1750318390 /
16616
162611519613953
E-mini Dow ($5) Futures (YMM6) 1742118308 /
16534
161791511413871
Dow Jones Real Estate Futures (JRU5) 29143072 /
2756
269225012279
Dow Jones Real Estate Futures (JRZ5) 28673025 /
2709
264524542232
Dow Jones Real Estate Futures (JRH6) 28673025 /
2709
264524542232
Dow Jones Real Estate Futures (JRM6) 28673025 /
2709
264524542232
E-mini Consumer Discretionary Select Sector Futures (XAYU5) 7993083930 /
75930
743306952063910
E-mini Consumer Discretionary Select Sector Futures (XAYZ5) 7977083770 /
75770
741706936063750
E-mini Consumer Staples Select Sector Futures (XAPU5) 5038052900 /
47860
468504381040270
E-mini Consumer Staples Select Sector Futures (XAPZ5) 5016052680 /
47640
466304359040050
E-mini Energy Select Sector Futures (XAEU5) 7120074780 /
67620
661906189056870
E-mini Energy Select Sector Futures (XAEZ5) 7077074350 /
67190
657606146056440
E-mini Financial Select Sector Futures (XAFU5) 2516026420 /
23900
234002189020120
E-mini Financial Select Sector Futures (XAFZ5) 2508026340 /
23820
233202181020040
E-mini Health Care Select Sector Futures (XAVU5) 7638080200 /
72560
710306643061070
E-mini Health Care Select Sector Futures (XAVZ5) 7621080030 /
72390
708606626060900
E-mini Industrial Select Sector Futures (XAIU5) 5412056830 /
51410
503204706043250
E-mini Industrial Select Sector Futures (XAIZ5) 5388056590 /
51170
500804682043010
E-mini Materials Select Sector Futures (XABU5) 4840050820 /
45980
450104209038700
E-mini Materials Select Sector Futures (XABZ5) 4820050620 /
45780
448104189038500
E-mini NASDAQ Biotechnology Index Futures (BIOU5) 395300415070 /
375530
367630343900316220
E-mini NASDAQ Biotechnology Index Futures (BIOZ5) 394470414240 /
374700
366800343070315390
E-mini NASDAQ Composite Futures (QCNU5) 511000536550 /
485450
475250444550408800
E-mini NASDAQ Composite Futures (QCNZ5) 511950537500 /
486400
476200445500409750
E-mini S&P 600 SmallCap Futures (SMCU5) 7063074160 /
67100
656906145056510
E-mini S&P 600 SmallCap Futures (SMCZ5) 7045073980 /
66920
655106127056330
E-mini S&P 600 SmallCap Futures (SMCH6) 7036073890 /
66830
654206118056240
E-mini S&P 600 SmallCap Futures (SMCM6) 7009073620 /
66560
651506091055970
E-mini S&P 600 SmallCap Futures (SMCU6) 7003073560 /
66500
650906085055910
E-mini S&P MidCap 400 Futures (EMDU5) 149440156920 /
141960
138960129980119490
E-mini S&P MidCap 400 Futures (EMDZ5) 149060156540 /
141580
138580129600119110
E-mini S&P MidCap 400 Futures (EMDH6) 149160156640 /
141680
138680129700119210
E-mini S&P MidCap 400 Futures (EMDM6) 148350155830 /
140870
137870128890118400
E-mini S&P MidCap 400 Futures (EMDU6) 147920155400 /
140440
137440128460117970
E-mini Technology Select Sector Futures (XAKU5) 4262044750 /
40490
396303707034080
E-mini Technology Select Sector Futures (XAKZ5) 4248044610 /
40350
394903693033940
E-mini Utilities Select Sector Futures (XAUU5) 4335045530 /
41170
402903767034610
E-mini Utilities Select Sector Futures (XAUZ5) 4299045170 /
40810
399303731034250
S&P 500 Futures (SPU5) 210100220600 /
199600
195350182700167950
S&P 500 Futures (SPZ5) 209350219850 /
198850
194600181950167200
S&P 500 Futures (SPH6) 208800219300 /
198300
194050181400166650
S&P 500 Futures (SPM6) 208300218800 /
197800
193550180900166150
S&P 500 Futures (SPU6) 208000218500 /
197500
193250180600165850
S&P 500 Futures (SPZ6) 207800218300 /
197300
193050180400165650
S&P 500 Futures (SPH7) 207800218300 /
197300
193050180400165650
S&P 500 Futures (SPM7) 207800218300 /
197300
193050180400165650
S&P 500 Futures (SPZ7) 208550219050 /
198050
193800181150166400
S&P 500 Futures (SPZ8) 210900221400 /
200400
196150183500168750
S&P 500 Futures (SPZ9) 213300223800 /
202800
198550185900171150
S&P 500 Growth Futures (SGU5) 118400124320 /
112480
11012010301094720
S&P 500 Growth Futures (SGZ5) 118100124020 /
112180
10982010271094420
S&P 500 Value Futures (SUU5) 9156096150 /
86970
851307962073190
S&P 500 Value Futures (SUZ5) 9109095680 /
86500
846607915072720
S&P MLP Index Futures (MLPU5) 224500235700 /
213300
208800195350179600
S&P MLP Index Futures (MLPZ5) 225200236400 /
214000
209500196050180300
S&P MLP Index Futures (MLPH6) 225900237100 /
214700
210200196750181000
S&P MLP Index Futures (MLPM6) 226650237850 /
215450
210950197500181750
USD-Denominated Ibovespa Index Futures (IBVQ5) 4983554815 /
44855
448554485544855
USD-Denominated Ibovespa Index Futures (IBVV5) 5089555980 /
45810
458104581045810
USD-Denominated Ibovespa Index Futures (IBVZ5) 5201657215 /
46815
468154681546815
USD-Denominated Ibovespa Index Futures (IBVG6) 5308258390 /
47775
477754777547775
Equity Limits for Nikkei Products
As of Trade Date: 07/30/2015
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 2029021870 / 1871022660 / 1792023460 / 17120
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 2020021780 / 1862022570 / 1783023370 / 17030
E-mini Nikkei 225 - Yen denominated Futures (ENYH6) 2019021770 / 1861022560 / 1782023360 / 17020
E-mini Nikkei 225 - Yen denominated Futures (ENYM6) 2018021760 / 1860022550 / 1781023350 / 17010
Nikkei/USD Futures (NKU5) 2029021870 / 1871022660 / 1792023460 / 17120
Nikkei/USD Futures (NKZ5) 2026021840 / 1868022630 / 1789023430 / 17090
Nikkei/USD Futures (NKH6) 2033021910 / 1875022700 / 1796023500 / 17160
Nikkei/USD Futures (NKM6) 2040021980 / 1882022770 / 1803023570 / 17230
Nikkei/Yen Futures (NIYQ5) 2024021820 / 1866022610 / 1787023410 / 17070
Nikkei/Yen Futures (NIYU5) 2029021870 / 1871022660 / 1792023460 / 17120
Nikkei/Yen Futures (NIYV5) 2023021810 / 1865022600 / 1786023400 / 17060
Nikkei/Yen Futures (NIYX5) 2021021790 / 1863022580 / 1784023380 / 17040
Nikkei/Yen Futures (NIYZ5) 2020021780 / 1862022570 / 1783023370 / 17030
Nikkei/Yen Futures (NIYH6) 2019021770 / 1861022560 / 1782023360 / 17020
Nikkei/Yen Futures (NIYM6) 2018021760 / 1860022550 / 1781023350 / 17010
Nikkei/Yen Futures (NIYU6) 2017021750 / 1859022540 / 1780023340 / 17000
Nikkei/Yen Futures (NIYZ6) 2016021740 / 1858022530 / 1779023330 / 16990
Nikkei/Yen Futures (NIYH7) 2015021730 / 1857022520 / 1778023320 / 16980
Nikkei/Yen Futures (NIYM7) 2014021720 / 1856022510 / 1777023310 / 16970
Nikkei/Yen Futures (NIYU7) 2013021710 / 1855022500 / 1776023300 / 16960
Nikkei/Yen Futures (NIYZ7) 2012021700 / 1854022490 / 1775023290 / 16950
Nikkei/Yen Futures (NIYH8) 2011021690 / 1853022480 / 1774023280 / 16940
Nikkei/Yen Futures (NIYM8) 2010021680 / 1852022470 / 1773023270 / 16930