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: 06/01/2015
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 (ESM5) 210600221100 /
200100
195850183250168500
E-mini S&P 500 Futures (ESU5) 209850220350 /
199350
195100182500167750
E-mini S&P 500 Futures (ESZ5) 209100219600 /
198600
194350181750167000
E-mini S&P 500 Futures (ESH6) 208550219050 /
198050
193800181200166450
E-mini S&P 500 Futures (ESM6) 208100218600 /
197600
193350180750166000
E-mini NASDAQ 100 Futures (NQM5) 451100473625 /
428575
419550392500360950
E-mini NASDAQ 100 Futures (NQU5) 450450472975 /
427925
418900391850360300
E-mini NASDAQ 100 Futures (NQZ5) 449775472300 /
427250
418225391175359625
E-mini NASDAQ 100 Futures (NQH6) 449125471650 /
426600
417575390525358975
E-mini NASDAQ 100 Futures (NQM6) 448550471075 /
426025
417000389950358400
E-mini Dow ($5) Futures (YMM5) 1800818908 /
17108
167481566714406
E-mini Dow ($5) Futures (YMU5) 1792718827 /
17027
166671558614325
E-mini Dow ($5) Futures (YMZ5) 1784518745 /
16945
165851550414243
E-mini Dow ($5) Futures (YMH6) 1776318663 /
16863
165031542214161
DJIA ($10) Futures (DJM5) 1800818908 /
17108
167481566714406
Dow Jones Real Estate Futures (JRM5) 29343092 /
2776
271225212299
Dow Jones Real Estate Futures (JRU5) 29193077 /
2761
269725062284
Dow Jones Real Estate Futures (JRZ5) 29193077 /
2761
269725062284
Dow Jones Real Estate Futures (JRH6) 29193077 /
2761
269725062284
E-mini Consumer Discretionary Select Sector Futures (XAYM5) 7658080410 /
72750
712206662061260
E-mini Consumer Discretionary Select Sector Futures (XAYU5) 7642080250 /
72590
710606646061100
E-mini Consumer Staples Select Sector Futures (XAPM5) 4884051280 /
46400
454204249039070
E-mini Consumer Staples Select Sector Futures (XAPU5) 4860051040 /
46160
451804225038830
E-mini Energy Select Sector Futures (XAEM5) 7827082180 /
74360
727906809062610
E-mini Energy Select Sector Futures (XAEU5) 7784081750 /
73930
723606766062180
E-mini Financial Select Sector Futures (XAFM5) 2448025700 /
23260
227702130019580
E-mini Financial Select Sector Futures (XAFU5) 2439025610 /
23170
226802121019490
E-mini Health Care Select Sector Futures (XAVM5) 7512078870 /
71370
698706536060100
E-mini Health Care Select Sector Futures (XAVU5) 7496078710 /
71210
697106520059940
E-mini Industrial Select Sector Futures (XAIM5) 5567058450 /
52890
517804843044530
E-mini Industrial Select Sector Futures (XAIU5) 5543058210 /
52650
515404819044290
E-mini Materials Select Sector Futures (XABM5) 5346056130 /
50790
497204651042770
E-mini Materials Select Sector Futures (XABU5) 5327055940 /
50600
495304632042580
E-mini NASDAQ Biotechnology Index Futures (BIOM5) 382170401270 /
363070
355420332490305740
E-mini NASDAQ Biotechnology Index Futures (BIOU5) 384220403320 /
365120
357470334540307790
E-mini NASDAQ Composite Futures (QCNM5) 507050532400 /
481700
471600441150405650
E-mini NASDAQ Composite Futures (QCNU5) 508000533350 /
482650
472550442100406600
E-mini S&P 600 SmallCap Futures (SMCM5) 7125074810 /
67690
662606199057000
E-mini S&P 600 SmallCap Futures (SMCU5) 7115074710 /
67590
661606189056900
E-mini S&P 600 SmallCap Futures (SMCZ5) 7106074620 /
67500
660706180056810
E-mini S&P 600 SmallCap Futures (SMCH6) 7097074530 /
67410
659806171056720
E-mini S&P 600 SmallCap Futures (SMCM6) 7070074260 /
67140
657106144056450
E-mini S&P MidCap 400 Futures (EMDM5) 152310159930 /
144690
141640132490121820
E-mini S&P MidCap 400 Futures (EMDU5) 151950159570 /
144330
141280132130121460
E-mini S&P MidCap 400 Futures (EMDZ5) 152050159670 /
144430
141380132230121560
E-mini S&P MidCap 400 Futures (EMDH6) 152150159770 /
144530
141480132330121660
E-mini S&P MidCap 400 Futures (EMDM6) 151340158960 /
143720
140670131520120850
E-mini Technology Select Sector Futures (XAKM5) 4339045550 /
41230
403603776034720
E-mini Technology Select Sector Futures (XAKU5) 4325045410 /
41090
402203762034580
E-mini Utilities Select Sector Futures (XAUM5) 4466046890 /
42430
415303885035720
E-mini Utilities Select Sector Futures (XAUU5) 4430046530 /
42070
411703849035360
NASDAQ 100 Futures (NDM5) 451100473625 /
428575
419550392500360950
S&P 500 Futures (SPM5) 210600221100 /
200100
195850183250168450
S&P 500 Futures (SPU5) 209850220350 /
199350
195100182500167700
S&P 500 Futures (SPZ5) 209150219650 /
198650
194400181800167000
S&P 500 Futures (SPH6) 208600219100 /
198100
193850181250166450
S&P 500 Futures (SPM6) 208100218600 /
197600
193350180750165950
S&P 500 Futures (SPU6) 207800218300 /
197300
193050180450165650
S&P 500 Futures (SPZ6) 207650218150 /
197150
192900180300165500
S&P 500 Futures (SPH7) 207650218150 /
197150
192900180300165500
S&P 500 Futures (SPZ7) 208400218900 /
197900
193650181050166250
S&P 500 Futures (SPZ8) 210750221250 /
200250
196000183400168600
S&P 500 Futures (SPZ9) 213100223600 /
202600
198350185750170950
S&P 500 Growth Futures (SGM5) 116790122620 /
110960
10862010162093440
S&P 500 Growth Futures (SGU5) 116440122270 /
110610
10827010127093090
S&P 500 Value Futures (SUM5) 9297097630 /
88310
864508085074330
S&P 500 Value Futures (SUU5) 9251097170 /
87850
859908039073870
S&P 600 SmallCap Futures (SMPM5) 7125074810 /
67690
662606199057000
S&P MidCap 400 Futures (MDM5) 152310159930 /
144690
141640132490121820
S&P MLP Index Futures (MLPM5) 250100262600 /
237600
232600217600200100
S&P MLP Index Futures (MLPU5) 250800263300 /
238300
233300218300200800
S&P MLP Index Futures (MLPZ5) 251500264000 /
239000
234000219000201500
S&P MLP Index Futures (MLPH6) 252200264700 /
239700
234700219700202200
USD-Denominated Ibovespa Index Futures (IBVM5) 5420859625 /
48790
487904879048790
USD-Denominated Ibovespa Index Futures (IBVQ5) 5517860695 /
49665
496654966549665
USD-Denominated Ibovespa Index Futures (IBVV5) 5630161930 /
50675
506755067550675
USD-Denominated Ibovespa Index Futures (IBVZ5) 5745863200 /
51715
517155171551715
Equity Limits for Nikkei Products
As of Trade Date: 06/01/2015
ContractsReference Price8% Price Limit Up / Down12% Price Limit Up / Down16% Price Limit Up / Down
E-mini Nikkei 225 - Yen denominated Futures (ENYM5) 2058022160 / 1900022950 / 1821023750 / 17410
E-mini Nikkei 225 - Yen denominated Futures (ENYU5) 2057022150 / 1899022940 / 1820023740 / 17400
E-mini Nikkei 225 - Yen denominated Futures (ENYZ5) 2053022110 / 1895022900 / 1816023700 / 17360
E-mini Nikkei 225 - Yen denominated Futures (ENYH6) 2052022100 / 1894022890 / 1815023690 / 17350
E-mini Nikkei 225 - Yen denominated Futures (ENYM6) -101570 / -15902360 / -23803160 / -3180
Nikkei/USD Futures (NKM5) 2058022160 / 1900022950 / 1821023750 / 17410
Nikkei/USD Futures (NKU5) 2063022210 / 1905023000 / 1826023800 / 17460
Nikkei/USD Futures (NKZ5) 2070022280 / 1912023070 / 1833023870 / 17530
Nikkei/USD Futures (NKH6) 2076022340 / 1918023130 / 1839023930 / 17590
Nikkei/USD Futures (NKM6) -101570 / -15902360 / -23803160 / -3180
Nikkei/Yen Futures (NIYM5) 2058022160 / 1900022950 / 1821023750 / 17410
Nikkei/Yen Futures (NIYN5) 2058022160 / 1900022950 / 1821023750 / 17410
Nikkei/Yen Futures (NIYQ5) 2048022060 / 1890022850 / 1811023650 / 17310
Nikkei/Yen Futures (NIYU5) 2057022150 / 1899022940 / 1820023740 / 17400
Nikkei/Yen Futures (NIYV5) 2057022150 / 1899022940 / 1820023740 / 17400
Nikkei/Yen Futures (NIYZ5) 2053022110 / 1895022900 / 1816023700 / 17360
Nikkei/Yen Futures (NIYH6) 2052022100 / 1894022890 / 1815023690 / 17350
Nikkei/Yen Futures (NIYM6) 2051022090 / 1893022880 / 1814023680 / 17340
Nikkei/Yen Futures (NIYU6) 2050022080 / 1892022870 / 1813023670 / 17330
Nikkei/Yen Futures (NIYZ6) 2049022070 / 1891022860 / 1812023660 / 17320
Nikkei/Yen Futures (NIYH7) 2048022060 / 1890022850 / 1811023650 / 17310
Nikkei/Yen Futures (NIYM7) 2047022050 / 1889022840 / 1810023640 / 17300
Nikkei/Yen Futures (NIYU7) 2046022040 / 1888022830 / 1809023630 / 17290
Nikkei/Yen Futures (NIYZ7) 2045022030 / 1887022820 / 1808023620 / 17280
Nikkei/Yen Futures (NIYH8) 2044022020 / 1886022810 / 1807023610 / 17270
Nikkei/Yen Futures (NIYM8) -101570 / -15902360 / -23803160 / -3180